# EDGAR Filing Document

**Accession Number:** 0001738078
**File Stem:** 0001752724-23-039201
**Filing Date:** 2023-2
**Character Count:** 3298703
**Document Hash:** 2e3dc21da409aaf66594872a11b1443f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039201.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039201

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds V
- **CENTRAL INDEX KEY:** 0001738078
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23339
- **FILM NUMBER:** 23665164

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### BlackRock Strategic Income Opportunities Portfolio (Series ID: S000062358)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000202264 | Investor A Shares    |  |
| C000202265 | Investor C Shares    |  |
| C000202266 | Institutional Shares |  |
| C000202267 | Class K Shares       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds V

- **b. Investment Company Act file number:** 811-23339

- **c. CIK number of Registrant:** 0001738078

- **d. LEI of Registrant:** 54930077DSFQPJDWM487

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Strategic Income Opportunities Portfolio

- **b. EDGAR series identifier (if any):** S000062358

- **c. LEI of Series:** WMEVRQ7LCLDEFWERGI49

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $62616629427.85

**Total Liabilities:** $24754912359.98

**Net Assets:** $37861717067.87

**Amount of Assets Invested in Other Investment Companies:** $27539359.86

**Cash Not Reported:** $229129085.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 666556.27000000 | **1-Year:** 332366.76000000 | **5-Year:** 3081046.43000000 | **10-Year:** 862387.71000000 | **30-Year:** 1611490.47000000

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

- **3-Month:** 3358268.76000000 | **1-Year:** 19171.27000000 | **5-Year:** 1954586.04000000 | **10-Year:** 1256400.44000000 | **30-Year:** -516493.47000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202265 | -0.35%               | 1.70%                | 0.03%                |
| Class ID C000202266 | -0.16%               | 1.67%                | 0.12%                |
| Class ID C000202267 | -0.15%               | 1.67%                | 0.12%                |
| Class ID C000202264 | -0.18%               | 1.65%                | 0.10%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1087242600.96          | $575748623.65                              |
| Month 2  | $-241510382.92           | $1308796463.11                             |
| Month 3  | $-120238216.90           | $-67806527.50                              |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14640801.75    | 0.04%             | 2033-09-14      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Viterra Finance BV                                                               | Viterra Finance BV                                                                                                     | CUSIP: N/A<br>LEI: 213800HBZGEIZLKJBI17       | Long             | DBT              | CORP              | NL        |     14070000 | PA      | $12043292.06    | 0.03%             | 2028-09-24      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                       | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       394000 | PA      | $372780.58      | 0.00%             | 2025-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1496365000 | PA      | $1232864475.78  | 3.26%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wynn Las Vegas LLC                                                               | Wynn Las Vegas LLC                                                                                                     | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8903000 | PA      | $8452027.08     | 0.02%             | 2025-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-1, Class A5                                                         | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4152281 | PA      | $923284.96      | 0.00%             | 2029-09-01      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| Green Plains, Inc.                                                               | Green Plains, Inc.                                                                                                     | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |       308129 | NS      | $9397934.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                              | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      7400000 | PA      | $6710964.84     | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                     | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       136000 | PA      | $115035.96      | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -235100000 | PA      | $-1203.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      5382000 | PA      | $5316573.04     | 0.01%             | 2026-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Apex Group Treasury Ltd.                                                         | Apex Group Treasury Ltd., 1st Lien Term Loan                                                                           | CUSIP: G0472CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |       994975 | PA      | $945226.14      | 0.00%             | 2028-07-27      | Variable      | 8.26%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2019-G, Class C                                                                       | CUSIP: 00969VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11580268 | PA      | $6269966.00     | 0.02%             | 2059-09-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2008-2, Class A4A                                                               | CUSIP: 07326HAJ3<br>LEI: 5493000GL2JJAFF26M50 | Long             | ABS-MBS          | CORP              | US        |      2725533 | PA      | $2657019.95     | 0.01%             | 2038-04-25      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AKK66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       336707 | PA      | $302801.74      | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Summer BidCo BV                                                                  | Summer BidCo BV                                                                                                        | CUSIP: N/A<br>LEI: 724500EOJYP21L3XM206       | Long             | DBT              | CORP              | NL        |      2118519 | PA      | $1631469.06     | 0.00%             | 2025-11-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | Thermo Fisher Scientific Finance I BV                                                                                  | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |      4400000 | PA      | $4267722.30     | 0.01%             | 2025-11-18      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Amkor Technology, Inc.                                                           | Amkor Technology, Inc.                                                                                                 | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      5750000 | PA      | $5690307.35     | 0.02%             | 2027-09-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                                                              | NuStar Logistics LP                                                                                                    | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96290.72       | 0.00%             | 2026-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         6000 | NC      | $75000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oryx Funding Ltd.                                                                | Oryx Funding Ltd.                                                                                                      | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |      1712000 | PA      | $1626186.00     | 0.00%             | 2031-02-03      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| MSCG Trust                                                                       | MSCG Trust, Series 2018-SELF, Class E                                                                                  | CUSIP: 55358PAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1297698 | PA      | $1208996.04     | 0.00%             | 2037-10-15      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     13000000 | PA      | $18711.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Carrols Restaurant Group, Inc.                                                   | Carrols Restaurant Group, Inc.                                                                                         | CUSIP: 14574XAF1<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | DBT              | CORP              | US        |      8660000 | PA      | $6069465.09     | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                                                       | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       204000 | PA      | $157249.28      | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10532000 | PA      | $6091291.31     | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Glencore plc                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         -397 | NC      | $-3707.64       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      8300000 | PA      | $8109598.17     | 0.02%             | 2023-08-18      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16035118 | PA      | $858001.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Great Lakes CLO V Ltd.                                                           | Great Lakes CLO V Ltd., Series 2021-5A, Class A                                                                        | CUSIP: 39055VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6500000 | PA      | $6233739.20     | 0.02%             | 2033-04-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class A2                                                                      | CUSIP: 00971BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2124115 | PA      | $1728604.79     | 0.00%             | 2062-03-27      | Variable      | 3.00%                 | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140K3K68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       686075 | PA      | $647857.58      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                       | CUSIP: 023135CD6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     21000000 | PA      | $20459410.65    | 0.05%             | 2024-04-13      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| KAR Auction Services, Inc.                                                       | KAR Auction Services, Inc.                                                                                             | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |       118000 | PA      | $115278.89      | 0.00%             | 2025-06-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Crocs, Inc.                                                                      | Crocs, Inc., Term Loan                                                                                                 | CUSIP: 22704NAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       987500 | PA      | $966515.63      | 0.00%             | 2029-02-20      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                         | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     27351000 | PA      | $21542161.80    | 0.06%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Inkia Energy Ltd.                                                                | Inkia Energy Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |      1190000 | PA      | $1116963.75     | 0.00%             | 2027-11-09      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Oafit                                                                            | Oafit                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     19039000 | PA      | $12638635.57    | 0.03%             | 2026-03-28      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     14735000 | PA      | $721665.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Quimper AB                                                                       | Quimper AB, Facility Term Loan B1                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |      8375000 | PA      | $8146960.79     | 0.02%             | 2026-02-16      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                         | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     21150000 | PA      | $18953618.18    | 0.05%             | 2030-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                             | CUSIP: 808513AM7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      2532000 | PA      | $2447819.25     | 0.01%             | 2026-02-13      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2014-7A, Class A2RR                                                                               | CUSIP: 67107KBB1<br>LEI: 254900NUK1R46EK6YF62 | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1560434.88     | 0.00%             | 2029-07-20      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| BBAM European CLO I DAC                                                          | BBAM European CLO I DAC, Series 1X, Class AR                                                                           | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |      5000000 | PA      | $5120560.73     | 0.01%             | 2034-07-22      | Floating      | 2.37%                 | No            | 2                  | On Loan: No      |
| Dutch Property Finance BV                                                        | Dutch Property Finance BV, Series 2021-1, Class B                                                                      | CUSIP: N/A<br>LEI: 724500CZD3S0GPKAZP67       | Long             | ABS-MBS          | CORP              | NL        |       740000 | PA      | $746156.81      | 0.00%             | 2058-07-28      | Floating      | 2.68%                 | No            | 2                  | On Loan: No      |
| STERIS Irish FinCo Unlimited Co.                                                 | STERIS Irish FinCo Unlimited Co.                                                                                       | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |       400000 | PA      | $324196.74      | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                              | CUSIP: 89236TJT3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       262000 | PA      | $245308.98      | 0.00%             | 2025-01-13      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXV Ltd.                                                    | Madison Park Funding XXV Ltd., Series 2017-25A, Class A1R                                                              | CUSIP: 55820RAJ1<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | KY        |      8622730 | PA      | $8498123.95     | 0.02%             | 2029-04-25      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X93K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3119783 | PA      | $2966772.37     | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                                      | Goldman Home Improvement Trust Issuer Trust, Series 2022-GRN2, Class A                                                 | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10323136 | PA      | $10309933.72    | 0.03%             | 2052-10-25      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc.                                                                                                       | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     18019000 | PA      | $9691013.18     | 0.03%             | 2027-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      4900000 | PA      | $5019282.34     | 0.01%             | 2028-07-12      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| Toll Brothers Finance Corp.                                                      | Toll Brothers Finance Corp.                                                                                            | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       474000 | PA      | $430658.08      | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Genius Sports Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GG        |       821280 | NS      | $739152.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                               | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1082006.80     | 0.00%             | 2036-01-12      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| State of Louisiana                                                               | State of Louisiana, Series 2021 A                                                                                      | CUSIP: 546417EY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4000000 | PA      | $4417601.00     | 0.01%             | 2038-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class F                                          | CUSIP: 466317AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12697894 | PA      | $10235258.26    | 0.03%             | 2037-04-15      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| Aroundtown SA                                                                    | Aroundtown SA                                                                                                          | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $1605675.00     | 0.00%             | 2026-11-02      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                     | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $4157479.00     | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BofA Securities, Inc.                                                            | BofA Securities, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |     25088396 | PA      | $25088395.75    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2836667 | PA      | $-15390.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                       | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      7588000 | PA      | $6100277.75     | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140JGTB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       226060 | PA      | $215546.28      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | RA               | CORP              | DE        |      4061356 | PA      | $4909976.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Tonies SE                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |       196295 | NS      | $63037.19       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M3                                                        | CUSIP: 92259LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       621199 | PA      | $511368.68      | 0.00%             | 2050-02-25      | Variable      | 3.19%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust                                        | Navient Private Education Refi Loan Trust, Series 2021-DA, Class C                                                     | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7980000 | PA      | $6687287.08     | 0.02%             | 2060-04-15      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A2C                                                        | CUSIP: 30247DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2842481 | PA      | $1920154.92     | 0.01%             | 2036-10-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                             | Beast Mortgage Trust, Series 2021-SSCP, Class E                                                                        | CUSIP: 05601PAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6692000 | PA      | $6068520.41     | 0.02%             | 2036-04-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Freewire Warrants TA                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1834643 | NS      | $1431021.54     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| HONO Mortgage Trust                                                              | HONO Mortgage Trust, Series 2021-LULU, Class F                                                                         | CUSIP: 40390MAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3031000 | PA      | $2732098.24     | 0.01%             | 2036-10-15      | Floating      | 8.72%                 | No            | 2                  | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust                                     | Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-A, Class M2                                                  | CUSIP: 456606ER9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1044222 | PA      | $999081.52      | 0.00%             | 2034-07-25      | Floating      | 3.61%                 | No            | 2                  | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 90385KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992308 | PA      | $955096.16      | 0.00%             | 2026-05-04      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp., Term Loan B1                                                                                             | CUSIP: 57906HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       997500 | PA      | $926069.03      | 0.00%             | 2029-03-01      | Variable      | 7.97%                 | No            | 2                  | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                            | CUSIP: 17330QAB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | CORP              | US        |     64230000 | PA      | $64001017.48    | 0.17%             | 2023-09-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2015-22                                           | CUSIP: 38379KCT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10011309 | PA      | $173413.88      | 0.00%             | 2055-03-16      | Variable      | 0.53%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1452362213 | PA      | $39993620.65    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Hellenic Republic                                                                | Hellenic Republic                                                                                                      | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     10050000 | PA      | $8464919.88     | 0.02%             | 2032-06-18      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                    | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      5557000 | PA      | $4639400.38     | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99962.55       | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Rocket Lab USA, Inc.                                                             | Rocket Lab USA, Inc.                                                                                                   | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       639711 | NS      | $2411710.47     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     18456000 | PA      | $12262803.69    | 0.03%             | 2060-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100384012 | PA      | $1732896.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-OA3, Class 2A2                                                                     | CUSIP: 02150TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        15143 | PA      | $858.85         | 0.00%             | 2047-04-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| RWE AG                                                                           | RWE AG                                                                                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      9900000 | PA      | $10305813.04    | 0.03%             | 2025-08-24      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     65210000 | PA      | $1180396.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Euro-Schatz                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -2849 | NC      | $3802785.93     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Volkswagen International Finance NV                                              | Volkswagen International Finance NV, Series NC6                                                                        | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     49900000 | PA      | $50677485.61    | 0.13%             | 2024-06-27      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Iron Mountain UK plc                                                             | Iron Mountain UK plc                                                                                                   | CUSIP: N/A<br>LEI: 213800OT3BUEZ7P7XW26       | Long             | DBT              | CORP              | GB        |      2856000 | PA      | $3186320.32     | 0.01%             | 2025-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: N/A<br>LEI: 1Z4GXXU7ZHVWFCD8TV52       | Long             | DBT              | CORP              | US        |     14200000 | PA      | $14989864.60    | 0.04%             | 2025-07-10      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Iceland Bondco plc                                                               | Iceland Bondco plc                                                                                                     | CUSIP: N/A<br>LEI: 2138002DRBYIA8QXHO36       | Long             | DBT              | CORP              | GB        |      2880000 | PA      | $2886392.30     | 0.01%             | 2025-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      4920000 | PA      | $944281.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                             | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      8522000 | PA      | $8104140.94     | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Carlyle Euro CLO DAC                                                             | Carlyle Euro CLO DAC, Series 2021-2A, Class C                                                                          | CUSIP: N/A<br>LEI: 635400GXUD5SKWFXE966       | Long             | ABS-CBDO         | CORP              | IE        |      2690000 | PA      | $2440760.06     | 0.01%             | 2035-10-15      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                     | CUSIP: N/A<br>LEI: 549300M1BOLNXL8DOV14       | Long             | DBT              | CORP              | US        |       600000 | PA      | $573322.32      | 0.00%             | 2026-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Nouryon Finance BV                                                               | Nouryon Finance BV, Term Loan                                                                                          | CUSIP: N8232NAB3<br>LEI: 549300K7VB5G6LULFT41 | Long             | LON              | CORP              | US        |       993286 | PA      | $977890.50      | 0.00%             | 2025-10-01      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-67, Class QI                                                     | CUSIP: 38382R3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27638105 | PA      | $3867786.95     | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                    | Adani Electricity Mumbai Ltd.                                                                                          | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      5289000 | PA      | $3990881.06     | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 3-R Ltd.                                                   | Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class A                                                               | CUSIP: 03330AAA0<br>LEI: 549300V7DN3VJ8H1GE96 | Long             | ABS-CBDO         | CORP              | KY        |      2893451 | PA      | $2859989.77     | 0.01%             | 2031-01-28      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Invesco QQQ Trust 1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5401 | NC      | $10802.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                  | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     22700000 | PA      | $27173398.69    | 0.07%             | 2025-09-25      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                           | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       281000 | PA      | $265811.74      | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-A, Class D                                                                      | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4268000 | PA      | $3484798.53     | 0.01%             | 2062-04-20      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                     | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       300000 | PA      | $287320.15      | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     47880000 | PA      | $340782.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2019-MFP, Class E                                          | CUSIP: 46651MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5580000 | PA      | $5212930.86     | 0.01%             | 2036-07-15      | Floating      | 6.48%                 | No            | 2                  | On Loan: No      |
| Weyerhaeuser Co.                                                                 | Weyerhaeuser Co.                                                                                                       | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      4550000 | PA      | $3802546.16     | 0.01%             | 2033-03-09      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                         | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       600000 | PA      | $582600.61      | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1444761.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-47330.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                          | CUSIP: 00P9LGXT7<br>LEI: N/A                  | N/A              | DE               |  | US        |         2825 | NC      | $159612.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF                                    | Vanguard Intermediate-Term Corporate Bond ETF                                                                          | CUSIP: 92206C870<br>LEI: N/A                  | Long             |  | RF                | US        |      1668406 | NS      | $129318149.06   | 0.34%             |  |  |  | No            | 1                  | On Loan: —       |
| N/A                                                                              | EUR Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    174844892 | PA      | $3462256.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                             | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     14900000 | PA      | $11645342.79    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-400647.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldstory SASU                                                                   | Goldstory SASU                                                                                                         | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      2350000 | PA      | $2459209.01     | 0.01%             | 2026-03-01      | Floating      | 7.48%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       337287 | PA      | $-461483.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                             | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       200000 | PA      | $177227.15      | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Newday Funding Master Issuer plc                                                 | Newday Funding Master Issuer plc, Series 2021-3X, Class B                                                              | CUSIP: N/A<br>LEI: 213800GBPRAJHSB5YK19       | Long             | ABS-O            | CORP              | GB        |       677000 | PA      | $791442.64      | 0.00%             | 2029-11-15      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                                                              | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |        81592 | NS      | $809565.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                        | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      4962000 | PA      | $4675385.30     | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     13518000 | PA      | $-970370.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                       | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       751000 | PA      | $546290.97      | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Victory Capital Holdings, Inc.                                                   | Victory Capital Holdings, Inc., Term Loan B2                                                                           | CUSIP: 92645DAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       993810 | PA      | $985422.58      | 0.00%             | 2026-07-01      | Variable      | 5.96%                 | No            | 2                  | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                          | Garfunkelux Holdco 3 SA                                                                                                | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |     17134000 | PA      | $14622434.24    | 0.04%             | 2025-11-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                              | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       200000 | PA      | $162984.91      | 0.00%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-9, Class 5A9                             | CUSIP: 93934FFK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       288140 | PA      | $211465.95      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GJC4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15625000 | PA      | $15379940.63    | 0.04%             | 2024-05-19      | Variable      | 1.49%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    262262800 | PA      | $4921939.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2020-167, Class BI                                                    | CUSIP: 38382LBH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76755298 | PA      | $9992027.68     | 0.03%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     17433000 | PA      | $16649190.18    | 0.04%             | 2026-04-02      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     16570000 | PA      | $13590436.95    | 0.04%             | 2031-01-29      | Variable      | 2.67%                 | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                                                             | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100918.96      | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Sound Point Euro CLO V Funding DAC                                               | Sound Point Euro CLO V Funding DAC, Series 5X, Class E                                                                 | CUSIP: N/A<br>LEI: 635400C9UNRNNADDDC68       | Long             | ABS-CBDO         | CORP              | IE        |      1050000 | PA      | $904330.51      | 0.00%             | 2035-07-25      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Red Ventures LLC                                                                 | Red Ventures LLC, 1st Lien Term Loan                                                                                   | CUSIP: 75703UAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       820742 | PA      | $814200.46      | 0.00%             | 2024-11-08      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2017-2, Class M3                                                        | CUSIP: 92258VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       674459 | PA      | $552043.29      | 0.00%             | 2047-11-25      | Variable      | 4.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     17490661 | PA      | $678856.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                    | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |       200000 | PA      | $192703.59      | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -90430000 | PA      | $-353469.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co., Term Loan                                                                                               | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |      1500000 | PA      | $1483125.00     | 0.00%             | 2028-06-02      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | GBP Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -34736000 | PA      | $-127349.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                               | CUSIP: 268317AF1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |      2888000 | PA      | $2878099.85     | 0.01%             | 2023-01-29      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                            | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1659000 | PA      | $1097601.95     | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Lennar Corp.                                                                     | Lennar Corp.                                                                                                           | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96401.18       | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                 | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6848000 | PA      | $4253464.00     | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                                                    | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      2431000 | PA      | $2230096.08     | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Trestles CLO IV Ltd.                                                             | Trestles CLO IV Ltd., Series 2021-4A, Class A                                                                          | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $971163.30      | 0.00%             | 2034-07-21      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Loan Trust                                             | Navient Private Education Loan Trust, Series 2015-AA, Class B                                                          | CUSIP: 63939EAE3<br>LEI: 549300YZ4ZMNDBNO4U12 | Long             | ABS-O            | CORP              | US        |     10722000 | PA      | $9473516.38     | 0.03%             | 2044-12-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                         | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       100000 | PA      | $78257.65       | 0.00%             | 2030-08-15      | Fixed         | 1.10%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133A23K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       582405 | PA      | $549128.35      | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance BV                                                     | Trivium Packaging Finance BV                                                                                           | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      4128000 | PA      | $3785110.20     | 0.01%             | 2026-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Independence Plaza Trust                                                         | Independence Plaza Trust, Series 2018-INDP, Class C                                                                    | CUSIP: 45378YAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2655000 | PA      | $2450785.10     | 0.01%             | 2035-07-10      | Fixed         | 4.16%                 | No            | 2                  | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                       | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2155000 | PA      | $2614548.92     | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2019-2A, Class C                                                                            | CUSIP: 89624JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       575000 | PA      | $532529.35      | 0.00%             | 2032-11-26      | Floating      | 8.91%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     57190000 | PA      | $3119455.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1334086 | PA      | $-35857.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Note                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          225 | NC      | $137109.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     13826250 | PA      | $659026.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Microchip Technology, Inc.                                                       | Microchip Technology, Inc.                                                                                             | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      2173000 | PA      | $2132484.96     | 0.01%             | 2023-09-01      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Note                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -26896 | NC      | $9793256.42     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Marathon Oil Corp.                                                                                                     | CUSIP: 00C9U0M76<br>LEI: N/A                  | N/A              | DE               |  | US        |         2250 | NC      | $16875.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AI Candelaria Spain SA                                                           | AI Candelaria Spain SA                                                                                                 | CUSIP: N/A<br>LEI: 213800L5KA2MJ5FKRZ02       | Long             | DBT              | CORP              | ES        |      8257100 | PA      | $7823602.25     | 0.02%             | 2028-12-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     17100000 | PA      | $17150950.08    | 0.05%             | 2027-06-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | PROOF Acquisition Corp. I                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       446489 | NS      | $8929.78        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | Praxair, Inc.                                                                                                          | CUSIP: 00P8RX450<br>LEI: N/A                  | N/A              | DE               |  | US        |          117 | NC      | $6142.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Whitebox CLO I Ltd.                                                              | Whitebox CLO I Ltd., Series 2019-1A, Class CR                                                                          | CUSIP: 96467FAQ3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      8780000 | PA      | $8161080.24     | 0.02%             | 2032-07-24      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                                    | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       100000 | PA      | $89818.06       | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31334WX97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       151756 | PA      | $141509.89      | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                          | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       100000 | PA      | $88193.03       | 0.00%             | 2029-07-29      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                       | JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class A3                                                 | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2890000 | PA      | $2563191.29     | 0.01%             | 2052-06-13      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                             | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |        77139 | NS      | $7162356.15     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Funds                                                                  | BlackRock Liquid Environmentally Aware Fund                                                                            | CUSIP: 09258N174<br>LEI: 549300OP1Z2OABITJ502 | Long             | STIV             | RF                | US        |    373479669 | NS      | $373591712.82   | 0.99%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1053729.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1160000 | PA      | $3413.33        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TICP CLO V Ltd.                                                                  | TICP CLO V Ltd., Series 2016-5A, Class DR                                                                              | CUSIP: 87248KAQ7<br>LEI: 254900FRG2I3OIEKD552 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $232507.03      | 0.00%             | 2031-07-17      | Floating      | 7.23%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -988820408 | PA      | $-31753327.16   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     70110480 | PA      | $-266038.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| College Avenue Student Loans LLC                                                 | College Avenue Student Loans LLC, Series 2021-B, Class B                                                               | CUSIP: 19425AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2090000 | PA      | $1701448.73     | 0.00%             | 2052-06-25      | Fixed         | 2.42%                 | No            | 2                  | On Loan: No      |
| American Auto Auction Group LLC                                                  | American Auto Auction Group LLC, 1st Lien Term Loan                                                                    | CUSIP: 02403MAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20328660 | PA      | $15632739.54    | 0.04%             | 2027-12-30      | Variable      | 9.58%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Loan Trust                                             | Navient Private Education Loan Trust, Series 2014-AA, Class B                                                          | CUSIP: 63939CAE7<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |     14970000 | PA      | $13312530.58    | 0.04%             | 2044-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                           | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |        99000 | PA      | $87979.75       | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-319260.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2014-GC20, Class B                                                                | CUSIP: 36252WBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       370000 | PA      | $349306.42      | 0.00%             | 2047-04-10      | Variable      | 4.53%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      5084500 | PA      | $177663.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Variable Rate Notes, Series 2021-DNA2, Class B1    | CUSIP: 35564KDX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      8160417 | PA      | $7536797.93     | 0.02%             | 2033-08-25      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      8354000 | PA      | $8150100.00     | 0.02%             | 2024-07-08      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2020-1, Class C                                                                       | CUSIP: N/A<br>LEI: 6354008YXSM4DT8B8S69       | Long             | ABS-MBS          | CORP              | GB        |       150000 | PA      | $180352.19      | 0.00%             | 2063-09-20      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| County of Anne Arundel                                                           | County of Anne Arundel, Series 2022                                                                                    | CUSIP: 03588H3N4<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |      1560000 | PA      | $1859398.91     | 0.00%             | 2032-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Xerox Holdings Corp.                                                                                                   | CUSIP: 00P7XZHH0<br>LEI: N/A                  | N/A              | DE               |  | US        |         1500 | NC      | $18750.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     23000000 | PA      | $136815.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       609182 | PA      | $4235.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2022-RPL1, Class SA                                                                    | CUSIP: 06745CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       417238 | PA      | $181581.89      | 0.00%             | 2028-02-25      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    192179433 | PA      | $176020349.74   | 0.46%             | 2032-07-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                    | CUSIP: 37331NAH4<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1132770.71     | 0.00%             | 2025-03-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | Health & Educational Facilities Authority of the State of Missouri, Series 2021 A                                      | CUSIP: 60637ATA0<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |      1690000 | PA      | $1809837.44     | 0.00%             | 2030-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Canary Wharf Finance II plc                                                      | Canary Wharf Finance II plc, Series II, Class C2                                                                       | CUSIP: N/A<br>LEI: 213800O9MO3KVXP3XQ22       | Long             | ABS-MBS          | CORP              | GB        |      2100000 | PA      | $2076116.62     | 0.01%             | 2037-10-22      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    342755500 | PA      | $4623665.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-91924.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Trestles CLO III Ltd.                                                            | Trestles CLO III Ltd., Series 2020-3A, Class A1                                                                        | CUSIP: 89532TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4688393.93     | 0.01%             | 2033-01-20      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     42945000 | PA      | $1228742.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2069214000 | PA      | $-652058.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2020-A, Class B                                                                       | CUSIP: 00969WAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7073515 | PA      | $6835603.72     | 0.02%             | 2059-12-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXXVI                                                                 | Apidos CLO XXXVI, Series 2021-36A, Class B                                                                             | CUSIP: 03769LAE8<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |      1320000 | PA      | $1261090.25     | 0.00%             | 2034-07-20      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    197813000 | PA      | $329060.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2019-3A, Class BR                                                                                | CUSIP: 92918FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1251719.95     | 0.00%             | 2032-10-17      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                      | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        18289 | NS      | $2017276.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | DAX Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -123 | NC      | $1913998.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                              | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       176000 | PA      | $182533.12      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| MKS Instruments, Inc.                                                            | MKS Instruments, Inc., Term Loan B                                                                                     | CUSIP: 55314NAS3<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |      1496250 | PA      | $1475676.56     | 0.00%             | 2029-08-17      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| JBS USA Lux SA                                                                   | JBS USA Lux SA, Term Loan                                                                                              | CUSIP: 46611VAU9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |            0 | PA      | $0.06           | 0.00%             | 2026-05-01      | Variable      | 5.07%                 | No            | 2                  | On Loan: No      |
| Invesco Euro CLO V DAC                                                           | Invesco Euro CLO V DAC, Series 5X, Class D                                                                             | CUSIP: N/A<br>LEI: 5493004UWK07M4U35L23       | Long             | ABS-CBDO         | CORP              | IE        |       450000 | PA      | $429335.14      | 0.00%             | 2034-01-15      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| ACAS CLO Ltd.                                                                    | ACAS CLO Ltd., Series 2015-1A, Class BRR                                                                               | CUSIP: 55320RAJ6<br>LEI: 5493005EOEZ6JX072G15 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $482281.70      | 0.00%             | 2028-10-18      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     40000000 | PA      | $-8432238.13    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -131216000 | PA      | $-947562.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1961251727 | PA      | $23162734.33    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-9, Class 5A6                             | CUSIP: 93934FFG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       708996 | PA      | $485830.11      | 0.00%             | 2035-11-25      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                  | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93044.91       | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Michigan State Housing Development Authority                                     | Michigan State Housing Development Authority, Series 2018B                                                             | CUSIP: 59465M5M3<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |      2830000 | PA      | $2762905.40     | 0.01%             | 2033-10-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                          | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      2975000 | PA      | $2833074.29     | 0.01%             | 2024-11-18      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| WinWater Mortgage Loan Trust                                                     | WinWater Mortgage Loan Trust, Series 2014-3, Class B5                                                                  | CUSIP: 97652RBD8<br>LEI: 549300JBTXISBC85OS04 | Long             | ABS-MBS          | CORP              | US        |      1651315 | PA      | $1448252.73     | 0.00%             | 2044-11-20      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Pierpont BTL plc                                                                 | Pierpont BTL plc, Series 2021-1, Class B                                                                               | CUSIP: N/A<br>LEI: 635400BETYQC2GECM352       | Long             | ABS-MBS          | CORP              | GB        |      1728000 | PA      | $2002440.40     | 0.01%             | 2053-12-22      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Eni SpA                                                                          | Eni SpA, Series NC6                                                                                                    | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      8266000 | PA      | $7344121.95     | 0.02%             | 2027-02-11      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $82959.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    183202300 | PA      | $183459928.23   | 0.48%             | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Home Point Capital, Inc.                                                         | Home Point Capital, Inc.                                                                                               | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Short            | DBT              | CORP              | US        |     -7969000 | PA      | $-5510485.32    | -0.01%            | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class A2                                                                      | CUSIP: 009740AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8636792 | PA      | $6911936.54     | 0.02%             | 2060-12-25      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| MC Brazil Downstream Trading SARL                                                | MC Brazil Downstream Trading SARL                                                                                      | CUSIP: N/A<br>LEI: 213800T2A7R9TYNXZI63       | Long             | DBT              | CORP              | LU        |      1554000 | PA      | $1275251.25     | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                           | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       200000 | PA      | $161669.53      | 0.00%             | 2026-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Hippo Holdings, Inc.                                                                                                   | CUSIP: 433539111<br>LEI: N/A                  | N/A              | DE               |  | US        |         7405 | NS      | $236.96         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                                                 | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       242000 | PA      | $268847.34      | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140QAHW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       113987 | PA      | $108685.38      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $46885.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Neon Payments Ltd.                                                               | Neon Payments Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        28089 | NS      | $13634119.71    | 0.04%             |  |  |  | No            | 3                  | On Loan: No      |
| Mosaic Solar Loan Trust                                                          | Mosaic Solar Loan Trust, Series 2022-2A, Class A                                                                       | CUSIP: 61946UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4489170 | PA      | $4217780.56     | 0.01%             | 2053-01-21      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238363068 | PA      | $211685599.67   | 0.56%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5900000 | PA      | $-74108.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                             | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |      3536000 | PA      | $3511400.35     | 0.01%             | 2026-03-11      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                      | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       905000 | PA      | $918102.96      | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | JPMorgan Chase Bank NA                                                                                                 | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9455000.00     | 0.02%             | 2023-12-28      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| STORE Capital Corp.                                                              | STORE Capital Corp.                                                                                                    | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |       515000 | PA      | $395255.60      | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| VTR Comunicaciones SpA                                                           | VTR Comunicaciones SpA                                                                                                 | CUSIP: 918367AA1<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |      5000000 | PA      | $3079062.50     | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15957000 | PA      | $16224272.09    | 0.04%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Beacon Roofing Supply, Inc.                                                      | Beacon Roofing Supply, Inc., Term Loan                                                                                 | CUSIP: 07368RAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992443 | PA      | $982360.11      | 0.00%             | 2028-05-19      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Phoenix PIB Dutch Finance BV                                                     | Phoenix PIB Dutch Finance BV                                                                                           | CUSIP: N/A<br>LEI: 529900UUYBCBB7HMVI56       | Long             | DBT              | CORP              | NL        |      2900000 | PA      | $2903624.10     | 0.01%             | 2025-08-05      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                            | CUSIP: 037833BG4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       200000 | PA      | $193235.15      | 0.00%             | 2025-05-13      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                        | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       327000 | PA      | $283263.75      | 0.00%             | 2027-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5164, Class IB                                                                | CUSIP: 3137H3PZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59045260 | PA      | $9219498.14     | 0.02%             | 2051-11-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                 | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1296752.44     | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV7, Class B4                                                                   | CUSIP: 46654CAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1333005 | PA      | $845061.15      | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2009-80                                           | CUSIP: 38373M8P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2090863 | PA      | $203580.81      | 0.00%             | 2051-09-16      | Variable      | 0.91%                 | No            | 2                  | On Loan: No      |
| Stonegate Pub Co. Financing plc                                                  | Stonegate Pub Co. Financing plc                                                                                        | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |     14684000 | PA      | $16012504.06    | 0.04%             | 2025-07-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| VMware, Inc.                                                                     | VMware, Inc.                                                                                                           | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     26483000 | PA      | $24634885.70    | 0.07%             | 2030-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Atento Luxco 1 SA                                                                | Atento Luxco 1 SA                                                                                                      | CUSIP: 04684LAC2<br>LEI: 549300MLFF3HYCZQTC48 | Long             | DBT              | CORP              | LU        |      9252000 | PA      | $4945772.25     | 0.01%             | 2026-02-10      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Evercommerce Solutions, Inc.                                                     | Evercommerce Solutions, Inc., Term Loan                                                                                | CUSIP: 29977YAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992462 | PA      | $971372.50      | 0.00%             | 2028-07-06      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                            | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      7360000 | PA      | $7002383.56     | 0.02%             | 2026-04-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                   | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3733528.53     | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                             | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       100000 | PA      | $108569.98      | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Sitel Group                                                                      | Sitel Group, Term Loan                                                                                                 | CUSIP: 82981MAC6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      1488693 | PA      | $1467479.60     | 0.00%             | 2028-08-28      | Variable      | 8.14%                 | No            | 2                  | On Loan: No      |
| Signal Parent, Inc.                                                              | Signal Parent, Inc., Term Loan                                                                                         | CUSIP: 82666KAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6232544 | PA      | $3713536.75     | 0.01%             | 2028-04-03      | Variable      | 7.89%                 | No            | 2                  | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2019F-1                                                                                | CUSIP: 072024WR9<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      6220000 | PA      | $5746617.63     | 0.02%             | 2026-04-01      | Fixed         | 2.42%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       658000 | PA      | $639340.08      | 0.00%             | 2029-07-15      | Fixed         | 6.33%                 | No            | 2                  | On Loan: No      |
| Belron Group SA                                                                  | Belron Group SA, Term Loan                                                                                             | CUSIP: 08078UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994950 | PA      | $983447.88      | 0.00%             | 2028-04-13      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| Finsbury Square plc                                                              | Finsbury Square plc, Series 2020-2X, Class B                                                                           | CUSIP: N/A<br>LEI: 635400O5ID5O4HXMUA47       | Long             | ABS-MBS          | CORP              | GB        |      9640000 | PA      | $11623079.50    | 0.03%             | 2070-06-16      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 2A                                               | CUSIP: 93364BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2231274 | PA      | $1700556.21     | 0.00%             | 2047-06-25      | Floating      | 2.85%                 | No            | 2                  | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2021-1, Class D                                                                              | CUSIP: N/A<br>LEI: 635400ITH77FQC2T4O54       | Long             | ABS-MBS          | CORP              | GB        |       110000 | PA      | $129383.94      | 0.00%             | 2058-07-25      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                            | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      5004000 | PA      | $4860756.80     | 0.01%             | 2024-11-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                                  | Catalent Pharma Solutions, Inc., Term Loan B3                                                                          | CUSIP: 14880BAH4<br>LEI: 549300HALRZ339MSTH85 | Long             | LON              | CORP              | US        |       994950 | PA      | $977229.45      | 0.00%             | 2028-02-22      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                    | CUSIP: 49456BAM3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      2675000 | PA      | $2672684.47     | 0.01%             | 2023-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                    | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |        36000 | PA      | $25821.95       | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                   | CUSIP: 44963BAE8<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $349946.06      | 0.00%             | 2027-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| City of San Antonio                                                              | City of San Antonio Electric & Gas Systems, Series 2021 A                                                              | CUSIP: 79625GDV2<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     13000000 | PA      | $13925172.82    | 0.04%             | 2046-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                    | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |        46870 | NS      | $5945928.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                          | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       100000 | PA      | $67049.80       | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| JPMorgan Mortgage Acquisition Trust                                              | JPMorgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1                                                         | CUSIP: 46628MAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2491183 | PA      | $2397571.46     | 0.01%             | 2036-05-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| 510 Loan Acquisition Trust                                                       | 510 Loan Acquisition Trust, Series 2020-1, Class A                                                                     | CUSIP: 33831HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8985816 | PA      | $8327665.62     | 0.02%             | 2060-09-25      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1760000 | PA      | $14319.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bellis Acquisition Co. plc                                                       | Bellis Acquisition Co. plc                                                                                             | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |     18718000 | PA      | $18374850.39    | 0.05%             | 2026-02-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     34017000 | PA      | $1625889.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Autodesk, Inc.                                                                   | Autodesk, Inc.                                                                                                         | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |      7289000 | PA      | $6265792.99     | 0.02%             | 2030-01-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                                    | iShares Nasdaq Biotechnology ETF                                                                                       | CUSIP: 464287556<br>LEI: 549300S7IVD88MPK0066 | Long             |  | RF                | US        |        29333 | NS      | $3851129.57     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amentum Government Services Holdings LLC                                         | Amentum Government Services Holdings LLC, 1st Lien Term Loan                                                           | CUSIP: 57776DAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       997500 | PA      | $969759.53      | 0.00%             | 2029-02-15      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     46640000 | PA      | $172862.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                 | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       753000 | PA      | $700470.68      | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                                                         | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       300000 | PA      | $290755.57      | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2022-4, Class M2                                                        | CUSIP: 92259KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1997016 | PA      | $1862395.67     | 0.00%             | 2052-08-25      | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $65337.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       630552 | PA      | $-14663.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings, Inc.                                                       | Crowdstrike Holdings, Inc., Class A                                                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        18812 | NS      | $1980715.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    -38800000 | PA      | $-36438.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| National Express Group plc                                                       | National Express Group plc                                                                                             | CUSIP: N/A<br>LEI: 213800A8IQEMY8PA5X34       | Long             | DBT              | CORP              | GB        |      2575000 | PA      | $2556993.93     | 0.01%             | 2025-11-26      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2483000 | PA      | $-92729.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vaco Holdings LLC                                                                | Vaco Holdings LLC, Term Loan                                                                                           | CUSIP: 91865FAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7743485 | PA      | $7440172.69     | 0.02%             | 2029-01-21      | Variable      | 9.69%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                                                                    | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |     19028000 | PA      | $16050395.81    | 0.04%             | 2028-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Market Bidco Finco plc                                                           | Market Bidco Finco plc                                                                                                 | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |     12420000 | PA      | $11405514.78    | 0.03%             | 2027-11-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                            | CWABS Asset-Backed Certificates Trust, Series 2005-16, Class 1AF                                                       | CUSIP: 126670NV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6292616 | PA      | $5423281.14     | 0.01%             | 2036-04-25      | Variable      | 4.53%                 | No            | 2                  | On Loan: No      |
| Primary Products Finance LLC                                                     | Primary Products Finance LLC, Term Loan B                                                                              | CUSIP: 74167NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       997500 | PA      | $978088.65      | 0.00%             | 2029-04-01      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-20463.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    993264387 | PA      | $-3597397.55    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                       | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      4215000 | PA      | $3484751.25     | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                   | Long Beach Mortgage Loan Trust, Series 2006-2, Class 1A                                                                | CUSIP: 542514TQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |            2 | PA      | $1.91           | 0.00%             | 2046-03-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Lincoln Financing SARL                                                           | Lincoln Financing SARL                                                                                                 | CUSIP: N/A<br>LEI: 222100831I4WRVCLV609       | Long             | DBT              | CORP              | LU        |      6200000 | PA      | $6587014.08     | 0.02%             | 2024-04-01      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Luxembourg Life Fund - Long Term Growth Fund                                     | Luxembourg Life Fund - Long Term Growth Fund, Term Loan                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     17448835 | PA      | $17427896.32    | 0.05%             | 2038-01-01      | Variable      | 12.92%                | No            | 3                  | On Loan: No      |
| China Evergrande Group                                                           | China Evergrande Group                                                                                                 | CUSIP: N/A<br>LEI: 549300CUF7B1LAB15T90       | Long             | DBT              | CORP              | KY        |      4707000 | PA      | $317134.13      | 0.00%             | 2023-04-11      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-21M, Class E                                                                 | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4855985 | PA      | $4451087.82     | 0.01%             | 2036-10-15      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                             | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      4945000 | PA      | $3309841.45     | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ELP Commercial Mortgage Trust                                                    | ELP Commercial Mortgage Trust, Series 2021-ELP, Class J                                                                | CUSIP: 26863LAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2243000 | PA      | $2043632.74     | 0.01%             | 2038-11-15      | Floating      | 7.93%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 2 LLC                                                            | Signal Peak CLO 2 LLC, Series 2015-1A, Class BR2                                                                       | CUSIP: 56844XBJ7<br>LEI: 549300SC4HK60KIV1S28 | Long             | ABS-CBDO         | CORP              | US        |     23708000 | PA      | $23231552.18    | 0.06%             | 2029-04-20      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                              | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       200000 | PA      | $203076.11      | 0.00%             | 2025-11-10      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140QDMC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2252319 | PA      | $2125275.59     | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority, Series 2016                                                                                | CUSIP: 59447TMN0<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |      2620000 | PA      | $2678307.94     | 0.01%             | 2041-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                                              | Samhallsbyggnadsbolaget i Norden AB                                                                                    | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |       499000 | PA      | $199880.63      | 0.00%             | 2025-12-14      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| CPI Property Group SA                                                            | CPI Property Group SA                                                                                                  | CUSIP: N/A<br>LEI: 222100CO2ZOTEPGJO223       | Long             | DBT              | CORP              | LU        |      2572000 | PA      | $1670155.62     | 0.00%             | 2030-01-14      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140JKEJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       242700 | PA      | $230329.94      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXV Ltd.                                                    | Madison Park Funding XXV Ltd., Series 2017-25A, Class A2R                                                              | CUSIP: 55820RAL6<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | KY        |      6500000 | PA      | $6309634.50     | 0.02%             | 2029-04-25      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     30000000 | PA      | $37152.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| County of Anne Arundel                                                           | County of Anne Arundel, Series 2022                                                                                    | CUSIP: 03588H3P9<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |      1560000 | PA      | $1846302.35     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Rain Carbon, Inc.                                                                | Rain Carbon, Inc., Term Loan                                                                                           | CUSIP: D6423VAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7300000 | PA      | $7413802.89     | 0.02%             | 2025-01-16      | Variable      | 3.28%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $120019.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SBB Treasury OYJ                                                                 | SBB Treasury OYJ                                                                                                       | CUSIP: N/A<br>LEI: 5493003HHOCW6FIMH724       | Long             | DBT              | CORP              | FI        |      6600000 | PA      | $4486255.95     | 0.01%             | 2028-12-14      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| DocuSign, Inc.                                                                   | DocuSign, Inc.                                                                                                         | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |      7185000 | PA      | $6753900.00     | 0.02%             | 2024-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     51470000 | PA      | $288300.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      5850000 | PA      | $-114378.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Caresyntax, Inc.                                                                 | Caresyntax, Inc., Class C-2                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        27266 | NS      | $1764928.18     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     62462800 | PA      | $5974020.96     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-385477.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                   | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      3560000 | PA      | $3310090.14     | 0.01%             | 2024-10-07      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                                                              | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94144.81       | 0.00%             | 2025-06-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37046UPE5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |     22900000 | PA      | $22752816.66    | 0.06%             | 2023-02-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                  | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      9093000 | PA      | $7347144.00     | 0.02%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -3922503453 | PA      | $-22557934.84   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Altice France SA                                                                 | Altice France SA, Term Loan B13                                                                                        | CUSIP: F6628DAM6<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |       994819 | PA      | $923112.13      | 0.00%             | 2026-08-14      | Variable      | 8.65%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO II Ltd.                                              | Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class A1R2                                                       | CUSIP: 08179XAW5<br>LEI: 549300PVYNJC7QL0GC48 | Long             | ABS-CBDO         | CORP              | KY        |      4343603 | PA      | $4304576.61     | 0.01%             | 2029-07-15      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Oportun Issuance Trust                                                           | Oportun Issuance Trust, Series 2021-B, Class C                                                                         | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       920000 | PA      | $772379.84      | 0.00%             | 2031-05-08      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Splunk, Inc.                                                                     | Splunk, Inc.                                                                                                           | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      5445000 | PA      | $4594491.00     | 0.01%             | 2027-06-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                               | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      5944000 | PA      | $4141482.00     | 0.01%             | 2046-10-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                                 | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class BR                                                            | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     15500000 | PA      | $14927912.05    | 0.04%             | 2032-10-15      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO XXIX Ltd.                                                       | BlueMountain CLO XXIX Ltd., Series 2020-29A, Class D1R                                                                 | CUSIP: 09630KAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $229246.88      | 0.00%             | 2034-07-25      | Floating      | 7.51%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                              | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       922000 | PA      | $874666.83      | 0.00%             | 2027-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                                    | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90491.50       | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    560588800 | PA      | $10723178.92    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16327500 | PA      | $625317.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO II Ltd.                                              | Benefit Street Partners CLO II Ltd., Series 2013-IIA, Class A2R2                                                       | CUSIP: 08179XBA2<br>LEI: 549300PVYNJC7QL0GC48 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3935868.80     | 0.01%             | 2029-07-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2022-LBA6, Class D                                                                                    | CUSIP: 12433EAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5950000 | PA      | $5502733.15     | 0.01%             | 2039-01-15      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     13720000 | PA      | $258720.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                                 | Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-2, Class A2C                                             | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4041046 | PA      | $3038418.33     | 0.01%             | 2037-05-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Chubb Ltd.                                                                       | Chubb Ltd.                                                                                                             | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |        22000 | NS      | $4853200.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -184725000 | PA      | $-9409307.72    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      2684000 | PA      | $2470855.51     | 0.01%             | 2029-02-01      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -92135000 | PA      | $-5576422.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                       | AMSR Trust, Series 2020-SFR4, Class F                                                                                  | CUSIP: 66981FAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4520000 | PA      | $3915519.61     | 0.01%             | 2037-11-17      | Fixed         | 2.86%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                   | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      7285000 | PA      | $6876107.88     | 0.02%             | 2025-03-04      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Taboola.com, Ltd.                                                                | Taboola.com, Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       430575 | NS      | $1326171.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG                                    | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)                                                             | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |         2631 | NS      | $851051.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                              | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      6220000 | PA      | $6201132.75     | 0.02%             | 2024-11-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2022-ECI, Class A                                                           | CUSIP: 36265XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11620000 | PA      | $11487258.93    | 0.03%             | 2039-08-15      | Floating      | 6.53%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -20316000 | PA      | $-578465.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DMV51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20867533 | PA      | $18449181.44    | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Repsol International Finance BV                                                  | Repsol International Finance BV                                                                                        | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |     27475000 | PA      | $25226248.09    | 0.07%             | 2026-12-22      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| ABN AMRO Bank NV                                                                 | ABN AMRO Bank NV                                                                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |      7900000 | PA      | $8364040.29     | 0.02%             | 2030-02-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132A5JH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       213524 | PA      | $204016.42      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2018-2A, Class SUB                                                                     | CUSIP: 77342LAC2<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $734903.75      | 0.00%             | 2031-10-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Note                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -18412 | NC      | $38422227.75    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Whitebox CLO II Ltd.                                                             | Whitebox CLO II Ltd., Series 2020-2A, Class BR                                                                         | CUSIP: 96466CAQ1<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3625107.75     | 0.01%             | 2034-10-24      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                  | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       567000 | PA      | $519212.68      | 0.00%             | 2026-07-14      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| WEX, Inc.                                                                        | WEX, Inc., Term Loan B                                                                                                 | CUSIP: 96208UAT8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992424 | PA      | $985120.01      | 0.00%             | 2028-03-31      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc., Series 20B                                                                  | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1207844.31     | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5900000 | PA      | $-43453.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Woodmont Trust                                                                   | Woodmont Trust, Series 2017-2A, Class A1R                                                                              | CUSIP: 97988QAL8<br>LEI: 254900PE376ILSXG5546 | Long             | ABS-CBDO         | CORP              | US        |     14000000 | PA      | $13310292.80    | 0.04%             | 2033-04-20      | Floating      | 5.91%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class A                                                                 | CUSIP: 12434AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25113852 | PA      | $23607020.78    | 0.06%             | 2033-02-15      | Floating      | 5.23%                 | No            | 3                  | On Loan: No      |
| Unibail-Rodamco-Westfield                                                        | Unibail-Rodamco-Westfield                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |        15585 | NS      | $814724.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      4950000 | PA      | $4539886.14     | 0.01%             | 2027-01-15      | Fixed         | 0.45%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                | CUSIP: 903724BM3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      6537000 | PA      | $1210570.69     | 0.00%             | 2034-09-25      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| thyssenkrupp AG                                                                  | thyssenkrupp AG                                                                                                        | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | DBT              | CORP              | DE        |       200000 | PA      | $209073.87      | 0.00%             | 2025-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Financing Corp.                                               | Tobacco Settlement Financing Corp., Series 2007A-1                                                                     | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10940000 | PA      | $9945756.39     | 0.03%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2021-ROSS, Class A                                                          | CUSIP: 36264YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2320000 | PA      | $2168542.05     | 0.01%             | 2026-05-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Thornburg Mortgage Securities Trust                                              | Thornburg Mortgage Securities Trust, Series 2006-3, Class A1                                                           | CUSIP: 885221AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2866684 | PA      | $1932805.48     | 0.01%             | 2046-06-25      | Variable      | 2.71%                 | No            | 2                  | On Loan: No      |
| Cold Storage Trust                                                               | Cold Storage Trust, Series 2020-ICE5, Class E                                                                          | CUSIP: 193051AQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15600060 | PA      | $14953827.14    | 0.04%             | 2037-11-15      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                            | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       300000 | PA      | $246949.67      | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1485000 | PA      | $-28515.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Metinvest BV                                                                     | Metinvest BV                                                                                                           | CUSIP: N/A<br>LEI: 635400TMCKVEU87EJ582       | Long             | DBT              | CORP              | NL        |      6015000 | PA      | $3115770.00     | 0.01%             | 2026-04-23      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                                   | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     61954347 | PA      | $58244108.27    | 0.15%             | 2026-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     31480000 | PA      | $770364.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                                                         | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       200000 | PA      | $174584.00      | 0.00%             | 2030-02-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-41082.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AM2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1238378 | PA      | $1132423.68     | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mosaic Solar Loan Trust                                                          | Mosaic Solar Loan Trust, Series 2018-2GS, Class C                                                                      | CUSIP: 61946LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2202649 | PA      | $1850224.96     | 0.00%             | 2044-02-22      | Fixed         | 5.97%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1456000 | PA      | $166836.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -4410 | NC      | $8253336.13     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| OCP Euro CLO DAC                                                                 | OCP Euro CLO DAC, Series 2019-3A, Class CR                                                                             | CUSIP: N/A<br>LEI: 635400AITKFDK9OZEW62       | Long             | ABS-CBDO         | CORP              | IE        |       250000 | PA      | $246287.29      | 0.00%             | 2033-04-20      | Floating      | 3.76%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2018-1A, Class SUB                                                                     | CUSIP: 77342HAC1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $665708.75      | 0.00%             | 2031-05-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |      4910325 | PA      | $4910325.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-319260.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Agate Bay Mortgage Trust                                                         | Agate Bay Mortgage Trust, Series 2015-1, Class B5                                                                      | CUSIP: 00841WBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1323082 | PA      | $846400.43      | 0.00%             | 2045-01-25      | Variable      | 3.67%                 | No            | 2                  | On Loan: No      |
| SG Mortgage Securities Trust                                                     | SG Mortgage Securities Trust, Series 2006-OPT2, Class A3D                                                              | CUSIP: 78420MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4623000 | PA      | $3122787.96     | 0.01%             | 2036-10-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| ConnectWise LLC                                                                  | ConnectWise LLC, Term Loan                                                                                             | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12777930 | PA      | $12111049.83    | 0.03%             | 2028-09-29      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SONIA Index                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          478 | NC      | $609887.97      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PRET LLC                                                                         | PRET LLC, Series 2021-NPL6, Class A1                                                                                   | CUSIP: 69362GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21723773 | PA      | $20069783.28    | 0.05%             | 2051-07-25      | Variable      | 2.49%                 | No            | 2                  | On Loan: No      |
| OZLM VI Ltd.                                                                     | OZLM VI Ltd., Series 2014-6A, Class SUB                                                                                | CUSIP: 67108PAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3200000 | PA      | $226515.20      | 0.00%             | 2031-04-17      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Anchorage Credit Funding 3 Ltd.                                                  | Anchorage Credit Funding 3 Ltd., Series 2016-3A, Class SUBR                                                            | CUSIP: 001011AJ4<br>LEI: 5493003NNQWXMTSTMF21 | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $5167500.00     | 0.01%             | 2039-01-28      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Apidos CLO XXXVII                                                                | Apidos CLO XXXVII, Series 2021-37A, Class E                                                                            | CUSIP: 03769FAA9<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |       850000 | PA      | $762171.20      | 0.00%             | 2034-10-22      | Floating      | 10.62%                | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                           | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      8350000 | PA      | $8092377.45     | 0.02%             | 2025-05-14      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| NYMT Loan Trust                                                                  | NYMT Loan Trust, Series 2020-SP2, Class A1                                                                             | CUSIP: 62955DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20309337 | PA      | $19599486.89    | 0.05%             | 2060-10-25      | Variable      | 2.94%                 | No            | 2                  | On Loan: No      |
| St Paul's CLO X DAC                                                              | St Paul's CLO X DAC, Series 10A, Class DR                                                                              | CUSIP: N/A<br>LEI: 635400814HPIBD5YSW07       | Long             | ABS-CBDO         | CORP              | IE        |       750000 | PA      | $709756.45      | 0.00%             | 2035-04-22      | Floating      | 3.88%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      6273000 | PA      | $7484851.34     | 0.02%             | 2023-03-15      | Variable      | 7.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      7870000 | PA      | $-120074.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Phoenix Guarantor, Inc.                                                          | Phoenix Guarantor, Inc., 1st Lien Term Loan                                                                            | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |       992327 | PA      | $928034.49      | 0.00%             | 2026-03-05      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                              | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       268000 | PA      | $262778.63      | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd.                                       | Neuberger Berman Loan Advisers CLO 26 Ltd., Series 2017-26A, Class AR                                                  | CUSIP: 64131QAJ9<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |      1900000 | PA      | $1868532.20     | 0.00%             | 2030-10-18      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| Allegro CLO V Ltd.                                                               | Allegro CLO V Ltd., Series 2017-1A, Class AR                                                                           | CUSIP: 01748RAL9<br>LEI: 254900TYK5TGNAFE3053 | Long             | ABS-CBDO         | CORP              | KY        |      3900000 | PA      | $3837744.30     | 0.01%             | 2030-10-16      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                               | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       162000 | PA      | $147872.71      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Tesco Property Finance 1 plc                                                     | Tesco Property Finance 1 plc                                                                                           | CUSIP: N/A<br>LEI: 2138005QTX8CMPSEOS15       | Long             | DBT              | CORP              | GB        |      2929476 | PA      | $3793480.34     | 0.01%             | 2039-07-13      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                 | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       321000 | PA      | $209735.88      | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -847 | NC      | $-269981.25     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rolls-Royce plc                                                                  | Rolls-Royce plc                                                                                                        | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $1435339.64     | 0.00%             | 2028-05-09      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| MCM Trust                                                                        | MCM Trust, Series 2021-VFN1                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     20937623 | PA      | $13896132.88    | 0.04%             | 2028-08-28      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140LSLX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       230105 | PA      | $210844.81      | 0.00%             | 2051-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                               | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      7439000 | PA      | $7321383.01     | 0.02%             | 2025-09-08      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                          | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      8250000 | PA      | $7377731.38     | 0.02%             | 2025-09-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     22913000 | PA      | $22246735.79    | 0.06%             | 2026-04-26      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -749 | NC      | $-88996.14      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -983120061 | PA      | $-2808296.76    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                  | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3840000 | PA      | $3221721.60     | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4450000 | PA      | $3399300.71     | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-5, Class A7                                                         | CUSIP: 20846QER5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11455177 | PA      | $3718876.21     | 0.01%             | 2031-05-01      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| Chrome Bidco SASU                                                                | Chrome Bidco SASU                                                                                                      | CUSIP: N/A<br>LEI: 9845000C1FYE89DC8677       | Long             | DBT              | CORP              | FR        |      5808000 | PA      | $5206882.89     | 0.01%             | 2028-05-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    173705000 | PA      | $-73688.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    245780015 | PA      | $4627857.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ardagh Packaging Finance plc                                                     | Ardagh Packaging Finance plc                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IE        |      4960000 | PA      | $4428231.42     | 0.01%             | 2026-08-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                              | Seasoned Credit Risk Transfer Trust, Series 2017-3, Class BIO                                                          | CUSIP: 35563PCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7791778 | PA      | $762070.98      | 0.00%             | 2056-07-25      | Variable      | 0.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140K9VB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       856687 | PA      | $807201.81      | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Providus CLO V DAC                                                               | Providus CLO V DAC, Series 5X, Class E                                                                                 | CUSIP: N/A<br>LEI: 6354008C72YCMAEWD258       | Long             | ABS-CBDO         | CORP              | IE        |       600000 | PA      | $525363.50      | 0.00%             | 2035-02-15      | Floating      | 7.09%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |      2769660 | PA      | $2769660.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Versa Networks, Inc.                                                             | Versa Networks, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      9274836 | NS      | $24763812.12    | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Liquid Telecommunications Financing plc                                          | Liquid Telecommunications Financing plc                                                                                | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |      9445000 | PA      | $6763800.63     | 0.02%             | 2026-09-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  71269343000 | PA      | $4178268.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1120000 | PA      | $-154262.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    174844892 | PA      | $13634.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pre-Paid Legal Services, Inc.                                                    | Pre-Paid Legal Services, Inc., 1st Lien Term Loan                                                                      | CUSIP: 74006LAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992500 | PA      | $953157.30      | 0.00%             | 2028-12-15      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                 | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2903000 | PA      | $2841877.92     | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2017-2A, Class A1R                                                                               | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       557328 | PA      | $550398.37      | 0.00%             | 2030-06-07      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                                                          | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35000 | NS      | $1774850.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133A6HF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2420048 | PA      | $2290038.53     | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                                                         | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      1209000 | PA      | $1056419.63     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| State of Georgia                                                                 | State of Georgia                                                                                                       | CUSIP: 373385KQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7890000 | PA      | $8088172.18     | 0.02%             | 2041-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2017-1A, Class B                                                                             | CUSIP: 12551AAC9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |      2870000 | PA      | $2808839.15     | 0.01%             | 2029-04-23      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140K8BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1013283 | PA      | $958636.97      | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2021-B23, Class XA                                                                    | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48043406 | PA      | $3239672.55     | 0.01%             | 2054-02-15      | Variable      | 1.27%                 | No            | 2                  | On Loan: No      |
| OSD CLO Ltd.                                                                     | OSD CLO Ltd., Series 2021-23A, Class E                                                                                 | CUSIP: 671025AA2<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $444801.85      | 0.00%             | 2031-04-17      | Floating      | 10.08%                | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2007-15, Class 2A2                                                             | CUSIP: 17025TBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13125818 | PA      | $5598968.62     | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NBK Tier 1 Ltd.                                                                  | NBK Tier 1 Ltd.                                                                                                        | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |      6758000 | PA      | $5882839.00     | 0.02%             | 2026-08-24      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Clear Creek CLO                                                                  | Clear Creek CLO, Series 2015-1A, Class AR                                                                              | CUSIP: 18452LAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       800000 | PA      | $791305.76      | 0.00%             | 2030-10-20      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37046UR45<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |     11600000 | PA      | $11430016.50    | 0.03%             | 2023-04-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                    | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       400000 | PA      | $321678.16      | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     30000000 | PA      | $407133.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1930000 | PA      | $461122.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Exo Imaging, Inc., Series C                                                      | Exo Imaging, Inc., Series C                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1003613 | NS      | $2960658.35     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      3050000 | PA      | $91647.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Azul Investments LLP                                                             | Azul Investments LLP                                                                                                   | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |      5782000 | PA      | $3542559.13     | 0.01%             | 2026-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DMXM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43195120 | PA      | $38452464.54    | 0.10%             | 2051-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                      | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     19700000 | PA      | $17856107.51    | 0.05%             | 2030-05-04      | Variable      | 1.74%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 19 Ltd.                                                              | Elmwood CLO 19 Ltd., Series 2022-6A, Class E                                                                           | CUSIP: 29004YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2926142.40     | 0.01%             | 2034-10-17      | Floating      | 12.17%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    464406400 | PA      | $3428413.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                            | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       117000 | PA      | $111994.25      | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $85395.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2006-FF13, Class A1                                                         | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4847108 | PA      | $3261825.99     | 0.01%             | 2036-10-25      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                                      | Goldman Home Improvement Trust Issuer Trust, Series 2021-GRN2, Class B                                                 | CUSIP: 38149XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4583000 | PA      | $4000265.59     | 0.01%             | 2051-06-25      | Fixed         | 1.97%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                             | Beast Mortgage Trust, Series 2021-SSCP, Class D                                                                        | CUSIP: 05601PAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7896000 | PA      | $7207688.31     | 0.02%             | 2036-04-15      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection LLC                                                    | Caesars Resort Collection LLC, Term Loan B1                                                                            | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |      2099405 | PA      | $2092246.03     | 0.01%             | 2025-07-21      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    103239811 | PA      | $-1278498.48    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Octagon Investment Partners Ltd.                                                 | Octagon Investment Partners Ltd., Series 2020-5A, Class E                                                              | CUSIP: 67578DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $686363.55      | 0.00%             | 2033-01-15      | Floating      | 10.83%                | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                          | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       370000 | PA      | $290746.00      | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      7470000 | PA      | $7946033.89     | 0.02%             | 2026-10-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Grippen Park CLO Ltd.                                                            | Grippen Park CLO Ltd., Series 2017-1A, Class D                                                                         | CUSIP: 39862EAD6<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $416710.04      | 0.00%             | 2030-01-20      | Floating      | 7.54%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3220021.06     | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                      | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       717000 | PA      | $672119.84      | 0.00%             | 2031-04-04      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series II                                                                                | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       600000 | PA      | $457744.74      | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                     | CUSIP: 25714PEF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |      7882000 | PA      | $6516443.50     | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    156440000 | PA      | $26306.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                                               | Cellnex Telecom SA                                                                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |     29000000 | PA      | $22378865.83    | 0.06%             | 2031-11-20      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Hellenic Republic                                                                | Hellenic Republic                                                                                                      | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     18945000 | PA      | $11673548.91    | 0.03%             | 2052-01-24      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Apres Static CLO Ltd.                                                            | Apres Static CLO Ltd., Series 2019-1A, Class A2R                                                                       | CUSIP: 03835JBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $491971.90      | 0.00%             | 2028-10-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $47299.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                  | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7028629.20     | 0.02%             | 2029-09-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Roche Holdings, Inc.                                                             | Roche Holdings, Inc.                                                                                                   | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $8545845.20     | 0.02%             | 2028-12-13      | Fixed         | 1.93%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -67199000 | PA      | $-485270.53     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Abbott Laboratories                                                                                                    | CUSIP: 00C7X8MX3<br>LEI: N/A                  | N/A              | DE               |  | US        |          357 | NC      | $200812.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     22219000 | PA      | $17414141.25    | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-ARIA, Class G                                                                                    | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12989000 | PA      | $11604859.69    | 0.03%             | 2036-10-15      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1692000 | PA      | $-123643.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140FNCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        14108 | PA      | $13368.88       | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A5                             | CUSIP: 939344AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       862750 | PA      | $743428.18      | 0.00%             | 2036-05-25      | Variable      | 6.35%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Opportunities IX Ltd.                                            | GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class BR2                                                       | CUSIP: 38123HAS3<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3419138.45     | 0.01%             | 2029-10-29      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       305000 | PA      | $13686.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140M23D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       997707 | PA      | $889413.60      | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Faurecia SE                                                                      | Faurecia SE                                                                                                            | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      7652000 | PA      | $6891977.57     | 0.02%             | 2027-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                                                 | CUSIP: 902674YU8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     18155000 | PA      | $16847123.06    | 0.04%             | 2025-01-13      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services AG                                                 | Volkswagen Financial Services AG                                                                                       | CUSIP: N/A<br>LEI: 529900USFSZYPS075O24       | Long             | DBT              | CORP              | DE        |      9900000 | PA      | $8785120.64     | 0.02%             | 2028-01-31      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Brookside Mill CLO Ltd.                                                          | Brookside Mill CLO Ltd., Series 2013-1A, Class BR                                                                      | CUSIP: 114521AM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       667116 | PA      | $661016.36      | 0.00%             | 2028-01-17      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO Ltd.                                                       | Anchorage Capital CLO Ltd., Series 2013-1A, Class BR                                                                   | CUSIP: 033292AU7<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |      1160000 | PA      | $1117849.20     | 0.00%             | 2030-10-13      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    245780015 | PA      | $5572199.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TK Elevator Midco GmbH                                                           | TK Elevator Midco GmbH                                                                                                 | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |      5885000 | PA      | $6079112.31     | 0.02%             | 2027-07-15      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                              | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15105000 | PA      | $15018217.39    | 0.04%             | 2024-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                                                            | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     26965000 | PA      | $25067137.78    | 0.07%             | 2033-03-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Colorado Health Facilities Authority                                             | Colorado Health Facilities Authority, Series 2016A                                                                     | CUSIP: 19648FAB0<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     10860000 | PA      | $10096247.15    | 0.03%             | 2046-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -80620000 | PA      | $-107049.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/BRL One-touch barrier option; Barrier price USD 4.65000                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      4912000 | PA      | $273348.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust                          | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017-BNK3, Class XB                                    | CUSIP: 06427DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31555000 | PA      | $682323.23      | 0.00%             | 2050-02-15      | Variable      | 0.59%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-4A, Class C                                                               | CUSIP: 69702HAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1805996.60     | 0.00%             | 2029-10-15      | Floating      | 6.68%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                             | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       100000 | PA      | $58781.47       | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                               | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      8341000 | PA      | $7948352.10     | 0.02%             | 2025-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VMware, Inc.                                                                     | VMware, Inc.                                                                                                           | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $16748937.54    | 0.04%             | 2024-08-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                                                   | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       253000 | PA      | $212999.07      | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A1                             | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3245754 | PA      | $2796460.42     | 0.01%             | 2036-05-25      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Salesforce, Inc.                                                                                                       | CUSIP: 00C7XHNV6<br>LEI: N/A                  | N/A              | DE               |  | US        |          218 | NC      | $436.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     10900000 | PA      | $52990702.54    | 0.14%             | 2038-11-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| W. R. Grace Holdings LLC                                                         | W. R. Grace Holdings LLC, Term Loan                                                                                    | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992481 | PA      | $972016.23      | 0.00%             | 2028-09-22      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| REXLot Holdings Ltd.                                                             | REXLot Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |     15091015 | PA      | $19333.95       | 0.00%             | 2019-04-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                         | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101530.92      | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | DBT              | CORP              | GB        |     35125000 | PA      | $31202367.75    | 0.08%             | 2031-09-23      | Variable      | 1.20%                 | No            | 2                  | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2022-RPL1, Class B                                                                     | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4958400 | PA      | $4363392.00     | 0.01%             | 2028-02-25      | Variable      | 4.25%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -86372000 | PA      | $-4860222.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     52865000 | PA      | $4789.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| National Grid North America, Inc.                                                | National Grid North America, Inc.                                                                                      | CUSIP: N/A<br>LEI: 5Q3U0WRKWZZGRMPYFT08       | Long             | DBT              | CORP              | US        |      3871000 | PA      | $3212760.76     | 0.01%             | 2031-01-20      | Fixed         | 1.05%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV5, Class B4                                                                   | CUSIP: 46653XAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2604529 | PA      | $1652444.64     | 0.00%             | 2051-12-25      | Variable      | 3.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1399892115 | PA      | $-1039237.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Unipol Gruppo SpA                                                                | Unipol Gruppo SpA                                                                                                      | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |      1800000 | PA      | $1780503.46     | 0.00%             | 2030-09-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series H                                                                               | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5905000 | PA      | $4291880.25     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -47220000 | PA      | $-159722.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     13495000 | PA      | $-271683.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                  | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       588000 | PA      | $546175.56      | 0.00%             | 2027-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     34085000 | PA      | $35165079.00    | 0.09%             | 2033-02-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Tap Rock Resources LLC                                                           | Tap Rock Resources LLC                                                                                                 | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |     16966000 | PA      | $15780076.60    | 0.04%             | 2026-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2015-3A, Class A1R                                                                               | CUSIP: 92913UAN6<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2458750.75     | 0.01%             | 2031-10-20      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 4 Ltd.                                                        | OHA Credit Funding 4 Ltd., Series 2019-4A, Class AR                                                                    | CUSIP: 67098DAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $483413.60      | 0.00%             | 2036-10-22      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418DLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        33866 | PA      | $32053.85       | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Q-Park Holding I BV                                                              | Q-Park Holding I BV                                                                                                    | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      2614000 | PA      | $2562059.07     | 0.01%             | 2025-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| City of Riverside                                                                | City of Riverside, Series 2010A                                                                                        | CUSIP: 768874SG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3805000 | PA      | $4568244.30     | 0.01%             | 2040-10-01      | Fixed         | 7.61%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                  | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9864275.00     | 0.03%             | 2024-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Flyr, Inc.                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        64041 | NS      | $943323.93      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3840000 | PA      | $-36434.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ASTM SpA                                                                         | ASTM SpA                                                                                                               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      2600000 | PA      | $2146926.21     | 0.01%             | 2030-01-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Virginia College Building Authority                                              | Virginia College Building Authority, Series 2020B                                                                      | CUSIP: 92778VKG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3370000 | PA      | $2572186.07     | 0.01%             | 2032-02-01      | Fixed         | 1.97%                 | No            | 2                  | On Loan: No      |
| PCF GmbH                                                                         | PCF GmbH                                                                                                               | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |      1566000 | PA      | $1384644.20     | 0.00%             | 2026-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $141012.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-3A, Class A2                                                               | CUSIP: 07324NAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       811979 | PA      | $758475.25      | 0.00%             | 2036-10-25      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV7, Class B2                                                                   | CUSIP: 46654CAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1803347 | PA      | $1404522.39     | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            | 2                  | On Loan: No      |
| MAF Global Securities Ltd.                                                       | MAF Global Securities Ltd.                                                                                             | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |      3935000 | PA      | $3876712.81     | 0.01%             | 2024-05-07      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Jane Street Group LLC                                                            | Jane Street Group LLC, Term Loan                                                                                       | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |       992405 | PA      | $961700.04      | 0.00%             | 2028-01-26      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| AccessLex Institute                                                              | AccessLex Institute, Series 2007-A, Class A3                                                                           | CUSIP: 00432CDJ7<br>LEI: 635400C9RW3TYNTIJP57 | Long             | ABS-O            | CORP              | US        |      2878958 | PA      | $2791258.48     | 0.01%             | 2036-05-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Kingdom of Spain                                                                 | Kingdom of Spain                                                                                                       | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     42500000 | PA      | $40553463.03    | 0.11%             | 2066-07-30      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2021-C, Class D                                                               | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       636500 | PA      | $563022.44      | 0.00%             | 2053-01-15      | Fixed         | 3.93%                 | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                          | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       500000 | PA      | $345766.62      | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133KNNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27911560 | PA      | $24625329.73    | 0.07%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     19316000 | PA      | $1830935.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Engineered Machinery Holdings, Inc.                                              | Engineered Machinery Holdings, Inc., 1st Lien Term Loan                                                                | CUSIP: 26658NAP4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992481 | PA      | $958984.97      | 0.00%             | 2028-05-19      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| China Development Bank                                                           | China Development Bank                                                                                                 | CUSIP: N/A<br>LEI: 300300C1020111000029       | Long             | DBT              | NUSS              | CN        |    168000000 | PA      | $24539489.36    | 0.06%             | 2024-02-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ADLER Real Estate AG                                                             | ADLER Real Estate AG                                                                                                   | CUSIP: N/A<br>LEI: 529900Y6QFNN3D363B76       | Long             | DBT              | CORP              | DE        |       600000 | PA      | $590888.40      | 0.00%             | 2023-04-27      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2020-1, Class D                                                                               | CUSIP: N/A<br>LEI: 2138001R7A1P55MJ8S09       | Long             | ABS-MBS          | CORP              | GB        |       225000 | PA      | $266213.61      | 0.00%             | 2054-12-12      | Floating      | 6.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     35084000 | PA      | $-1111985.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Democratic Socialist Republic of Sri Lanka                                                                             | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |      4398000 | PA      | $1291912.50     | 0.00%             | 2024-03-14      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Air Products and Chemicals, Inc.                                                 | Air Products and Chemicals, Inc.                                                                                       | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     20775000 | PA      | $17390181.60    | 0.05%             | 2030-05-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                  | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      4475000 | PA      | $3820550.90     | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                     | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      4276000 | PA      | $4142525.00     | 0.01%             | 2023-09-02      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Lincoln Financing SARL                                                           | Lincoln Financing SARL                                                                                                 | CUSIP: N/A<br>LEI: 222100831I4WRVCLV609       | Long             | DBT              | CORP              | LU        |      7400000 | PA      | $7802510.05     | 0.02%             | 2024-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $386839.53      | 0.00%             | 2032-05-24      | Variable      | 2.80%                 | No            | 2                  | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                              | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       826000 | PA      | $877272.01      | 0.00%             | 2024-04-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2017-3A, Class SUB                                                                     | CUSIP: 77341TAC6<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $802375.00      | 0.00%             | 2030-10-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2020-C, Class B                                                                       | CUSIP: 00969HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4968290 | PA      | $4551733.66     | 0.01%             | 2060-09-27      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Allegro CLO VIII Ltd.                                                            | Allegro CLO VIII Ltd., Series 2018-2A, Class B1                                                                        | CUSIP: 01750LAC7<br>LEI: 635400EGZEWLZ9KRXG08 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $483172.45      | 0.00%             | 2031-07-15      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Novafives SAS                                                                    | Novafives SAS                                                                                                          | CUSIP: N/A<br>LEI: 9695005GQAG112FYVW69       | Long             | DBT              | CORP              | FR        |      2247000 | PA      | $1921224.67     | 0.01%             | 2025-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PCF GmbH                                                                         | PCF GmbH                                                                                                               | CUSIP: N/A<br>LEI: 5299001ZMR76CCHGY076       | Long             | DBT              | CORP              | DE        |      5069000 | PA      | $4876663.05     | 0.01%             | 2026-04-15      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Grifols Worldwide Operations Ltd.                                                | Grifols Worldwide Operations Ltd., Term Loan B                                                                         | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $965420.00      | 0.00%             | 2027-11-15      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DMKJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59802708 | PA      | $57124583.55    | 0.15%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2021-2, Class D                                                                       | CUSIP: N/A<br>LEI: 63540046RPZ8IOOPGL28       | Long             | ABS-MBS          | CORP              | GB        |       170000 | PA      | $191900.15      | 0.00%             | 2063-11-20      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP Midstream Operating LP                                                                                             | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       414000 | PA      | $410149.80      | 0.00%             | 2025-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Northern Oil and Gas, Inc.                                                       | Northern Oil and Gas, Inc.                                                                                             | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      2080000 | PA      | $1997203.52     | 0.01%             | 2028-03-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| BBAM European CLO I DAC                                                          | BBAM European CLO I DAC, Series 1X, Class ER                                                                           | CUSIP: N/A<br>LEI: 549300TZ7R77T955CQ98       | Long             | ABS-CBDO         | CORP              | IE        |      1050000 | PA      | $919999.93      | 0.00%             | 2034-07-22      | Floating      | 7.41%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                          | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       300000 | PA      | $280206.06      | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                   | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      7497000 | PA      | $7387951.56     | 0.02%             | 2024-07-26      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2022-NQM3, Class A1                                                                                  | CUSIP: 55286EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12009236 | PA      | $11779088.82    | 0.03%             | 2067-09-25      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                         | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92097.00       | 0.00%             | 2028-05-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140N16U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          922 | PA      | $908.87         | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                   | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      8205000 | PA      | $6893835.34     | 0.02%             | 2030-02-15      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                  | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       100000 | PA      | $85428.73       | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3650511.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140K7NJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       967915 | PA      | $910621.55      | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    201230000 | PA      | $-10604427.39   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                 | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        12124 | NS      | $6614975.64     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Boyd Gaming Corp.                                                                | Boyd Gaming Corp.                                                                                                      | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     14020000 | PA      | $13057947.60    | 0.03%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-4, Class A6                                                         | CUSIP: 20846QDV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5128465 | PA      | $1108229.93     | 0.00%             | 2032-05-01      | Variable      | 8.31%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                  | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |       300000 | PA      | $237078.11      | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Federal Republic of Germany                                                      | Federal Republic of Germany                                                                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      7830000 | PA      | $10223770.24    | 0.03%             | 2034-07-04      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7692.33        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2013-30                                           | CUSIP: 38378KBK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7873968 | PA      | $114331.58      | 0.00%             | 2053-09-16      | Variable      | 0.53%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 15 Ltd.                                                              | Elmwood CLO 15 Ltd., Series 2022-2A, Class A1                                                                          | CUSIP: 29003JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5290000 | PA      | $5157148.53     | 0.01%             | 2035-04-22      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| Valcour Packaging LLC                                                            | Valcour Packaging LLC, 1st Lien Term Loan                                                                              | CUSIP: 91889CAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4147160 | PA      | $3400671.20     | 0.01%             | 2028-10-04      | Variable      | 7.98%                 | No            | 3                  | On Loan: No      |
| RWE AG                                                                           | RWE AG                                                                                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |        18765 | NS      | $829558.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class A2                                                              | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     25000000 | PA      | $24336962.50    | 0.06%             | 2030-10-15      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| Korian SA                                                                        | Korian SA                                                                                                              | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      9607600 | PA      | $3165971.28     | 0.01%             | 2026-09-08      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital Europe CLO 2 DAC                                               | Anchorage Capital Europe CLO 2 DAC, Series 2A, Class DR                                                                | CUSIP: N/A<br>LEI: 635400HYNZWTWNENDW97       | Long             | ABS-CBDO         | CORP              | IE        |      2110000 | PA      | $1972617.29     | 0.01%             | 2034-04-15      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                                                  | Canyon CLO Ltd., Series 2020-3A, Class E                                                                               | CUSIP: 13876TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       380000 | PA      | $347339.57      | 0.00%             | 2034-01-15      | Floating      | 11.33%                | No            | 2                  | On Loan: No      |
| Lions Gate Capital Holdings LLC                                                  | Lions Gate Capital Holdings LLC                                                                                        | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |      9964000 | PA      | $5777096.81     | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                       | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       549000 | PA      | $547659.06      | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                              | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        11500 | NS      | $4335845.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                  | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      4078000 | PA      | $3348547.75     | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      6000000 | PA      | $-101277.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA21, Class A1                                                                     | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3309097 | PA      | $2610491.17     | 0.01%             | 2047-03-20      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| OZLM Funding IV Ltd.                                                             | OZLM Funding IV Ltd., Series 2013-4A, Class A2R                                                                        | CUSIP: 67108FAQ9<br>LEI: 549300788AI08GTXXH35 | Long             | ABS-CBDO         | CORP              | KY        |       960000 | PA      | $935021.95      | 0.00%             | 2030-10-22      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| Western Alliance Bancorp                                                         | Western Alliance Bancorp                                                                                               | CUSIP: 95763PEH0<br>LEI: 5493003VJXZ5JXT9S762 | Long             | ABS-MBS          | CORP              | US        |    102400000 | PA      | $102332379.14   | 0.27%             | 2024-12-30      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 3 LLC                                 | EDvestinU Private Education Loan Issue No. 3 LLC, Series 2021-A, Class B                                               | CUSIP: 28166LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1660000 | PA      | $1286143.27     | 0.00%             | 2050-11-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    479099600 | PA      | $7812791.15     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Capital Four CLO II DAC                                                          | Capital Four CLO II DAC, Series 2X, Class E                                                                            | CUSIP: N/A<br>LEI: 549300MUYIMW1VRJ5K26       | Long             | ABS-CBDO         | CORP              | IE        |      1050000 | PA      | $927872.57      | 0.00%             | 2034-01-15      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Note                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1775 | NC      | $360546.88      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                           | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93046.31       | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                 | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      7505000 | PA      | $4847034.83     | 0.01%             | 2051-08-25      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| WIN Waste Innovations Holdings, Inc.                                             | WIN Waste Innovations Holdings, Inc., Term Loan                                                                        | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |       992443 | PA      | $945302.27      | 0.00%             | 2028-03-24      | Variable      | 7.48%                 | No            | 2                  | On Loan: No      |
| Ares European CLO X DAC                                                          | Ares European CLO X DAC, Series 10A, Class DR                                                                          | CUSIP: N/A<br>LEI: 635400SFL7VSI4HNPI68       | Long             | ABS-CBDO         | CORP              | IE        |      2000000 | PA      | $1869226.43     | 0.00%             | 2031-10-15      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2021-2, Class A                                                                       | CUSIP: N/A<br>LEI: 63540046RPZ8IOOPGL28       | Long             | ABS-MBS          | CORP              | GB        |      1225363 | PA      | $1454948.20     | 0.00%             | 2063-11-20      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos, Series 13-2                                                                                       | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |      2305777 | PA      | $10925269.94    | 0.03%             | 2024-09-12      | Fixed         | 7.19%                 | No            | 2                  | On Loan: No      |
| Millicom International Cellular SA                                               | Millicom International Cellular SA                                                                                     | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |      3081600 | PA      | $2859724.80     | 0.01%             | 2028-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                        | GS Mortgage-Backed Securities Corp. Trust, Series 2020-PJ2, Class B4                                                   | CUSIP: 36262DAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1892590 | PA      | $1430372.45     | 0.00%             | 2050-07-25      | Variable      | 3.57%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2019-H, Class A                                                                       | CUSIP: 00969XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9662219 | PA      | $9534976.99     | 0.03%             | 2059-11-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1053729.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                               | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     16800000 | PA      | $15547440.22    | 0.04%             | 2029-07-26      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Rockford Tower Credit Funding I Ltd.                                             | Rockford Tower Credit Funding I Ltd., Series 2022-1A, Class SUB                                                        | CUSIP: 77341VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $3062000.00     | 0.01%             | 2040-04-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Sabena Technics SAS                                                              | Sabena Technics SAS                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | FR        |     17291000 | PA      | $18509150.95    | 0.05%             | 2029-09-30      | Floating      | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      4900000 | PA      | $6357670.75     | 0.02%             | 2028-04-10      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-2A, Class A1                                                               | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2143365 | PA      | $1893617.92     | 0.01%             | 2037-07-25      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Entain plc                                                                       | Entain plc, Facility Term Loan B                                                                                       | CUSIP: X3000CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | IM        |         3097 | PA      | $3073.23        | 0.00%             | 2027-03-29      | Variable      | 7.23%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14063308.50    | 0.04%             | 2025-04-22      | Variable      | 0.98%                 | No            | 2                  | On Loan: No      |
| Peraton Corp.                                                                    | Peraton Corp., 1st Lien Term Loan B                                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |       992285 | PA      | $967269.34      | 0.00%             | 2028-02-01      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Wintershall Dea Finance BV                                                       | Wintershall Dea Finance BV                                                                                             | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |     23600000 | PA      | $20433815.71    | 0.05%             | 2028-09-25      | Fixed         | 1.33%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                  | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      7304000 | PA      | $4669701.96     | 0.01%             | 2050-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                   | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |       724000 | PA      | $763416.15      | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Cirsa Finance International SARL                                                 | Cirsa Finance International SARL                                                                                       | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      1092005 | PA      | $1157677.16     | 0.00%             | 2023-12-20      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Resecuritization Trust                                            | Morgan Stanley Resecuritization Trust, Series 2013-R7, Class 1B                                                        | CUSIP: 61690PAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1305618 | PA      | $1158244.46     | 0.00%             | 2046-12-26      | Floating      | 3.91%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       969544 | PA      | $-181382.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dealer Tire Financial, LLC                                                       | Dealer Tire Financial, LLC, Term Loan B2                                                                               | CUSIP: 24228HAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994885 | PA      | $980459.09      | 0.00%             | 2027-12-14      | Variable      | 8.82%                 | No            | 2                  | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                                                        | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |       289000 | PA      | $225876.91      | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| SUN COUNTRY 2022-1A                                                              | SUN COUNTRY 2022-1A                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      8662150 | PA      | $8153681.92     | 0.02%             | 2031-03-15      | Fixed         | 4.84%                 | No            | 3                  | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                      | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       400000 | PA      | $350299.58      | 0.00%             | 2050-03-19      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                               | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       250000 | PA      | $235206.85      | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Olympic Tower Mortgage Trust                                                     | Olympic Tower Mortgage Trust, Series 2017-OT, Class XA                                                                 | CUSIP: 68162MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99000000 | PA      | $1493464.50     | 0.00%             | 2039-05-10      | Variable      | 0.38%                 | No            | 2                  | On Loan: No      |
| ELFI Graduate Loan Program LLC                                                   | ELFI Graduate Loan Program LLC, Series 2020-A, Class B                                                                 | CUSIP: 26857LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2584392 | PA      | $2219314.34     | 0.01%             | 2045-08-25      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2020-VKNG, Class F                                                                | CUSIP: 12433YAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5369000 | PA      | $4983538.47     | 0.01%             | 2037-10-15      | Floating      | 7.20%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-LBA, Class GV                                                                                    | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11655000 | PA      | $10242986.26    | 0.03%             | 2036-02-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO XII Ltd.                                                         | Sound Point CLO XII Ltd., Series 2016-2A, Class CR2                                                                    | CUSIP: 83610CBA8<br>LEI: 549300EBWPUX52MGF160 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1918435.40     | 0.01%             | 2028-10-20      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4870000 | PA      | $762889.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    271542700 | PA      | $262558454.52   | 0.69%             | 2027-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2020-A, Class B                                                                | CUSIP: 76042EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9340000 | PA      | $8546294.27     | 0.02%             | 2030-11-20      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -52600000 | PA      | $-269.34        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| First Advantage Holdings LLC                                                     | First Advantage Holdings LLC, 1st Lien Term Loan                                                                       | CUSIP: 78477MAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $979790.00      | 0.00%             | 2027-01-31      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| CBAM Ltd.                                                                        | CBAM Ltd., Series 2019-9A, Class B2                                                                                    | CUSIP: 14987VAE9<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4612012.50     | 0.01%             | 2030-02-12      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-LBA, Class AV                                                                                    | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5207500 | PA      | $4949662.61     | 0.01%             | 2036-02-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| NCL Finance Ltd.                                                                 | NCL Finance Ltd.                                                                                                       | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       200000 | PA      | $147644.27      | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                  | CUSIP: 961214FA6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $97392.48       | 0.00%             | 2025-08-26      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   1575000000 | PA      | $-25857.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                                               | SPDR Bloomberg High Yield Bond ETF                                                                                     | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             |  | RF                | US        |      1250288 | NS      | $112525920.00   | 0.30%             |  |  |  | No            | 1                  | On Loan: —       |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2021-NPL1, Class C                                                                     | CUSIP: 06744JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14006049 | PA      | $12694242.78    | 0.03%             | 2051-11-25      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| MEGlobal Canada ULC                                                              | MEGlobal Canada ULC                                                                                                    | CUSIP: N/A<br>LEI: 635400MHHHT7LMKMQL03       | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1504500.00     | 0.00%             | 2030-05-18      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| New Look Corp. Ltd.                                                              | New Look Corp. Ltd., Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       160998 | PA      | $1946.39        | 0.00%             | 2029-11-09      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2021-1, Class C                                                                       | CUSIP: N/A<br>LEI: 635400RHPRXUESO7KB48       | Long             | ABS-MBS          | CORP              | GB        |       365000 | PA      | $431373.11      | 0.00%             | 2064-07-21      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     32045400 | PA      | $2475954.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Crown City CLO III                                                               | Crown City CLO III, Series 2021-1A, Class C                                                                            | CUSIP: 22824DAN9<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3030658.40     | 0.01%             | 2034-07-20      | Floating      | 7.54%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                              | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     23162000 | PA      | $23133957.77    | 0.06%             | 2025-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                          | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       100000 | PA      | $66726.12       | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11750000 | PA      | $-1242857.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |     27400000 | PA      | $26617861.08    | 0.07%             | 2027-02-16      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                       | BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class BF                                                  | CUSIP: 054966AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6440000 | PA      | $5770204.58     | 0.02%             | 2033-11-15      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                           | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     36251000 | PA      | $32807155.00    | 0.09%             | 2030-04-29      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd.                                                           | HUB International Ltd.                                                                                                 | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       200000 | PA      | $174676.49      | 0.00%             | 2029-12-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2020-NET, Class D                                                  | CUSIP: 126438AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       560000 | PA      | $493884.27      | 0.00%             | 2037-08-15      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                        | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        18094 | NS      | $6619508.96     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-2, Class A                                                                               | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |      3246414 | PA      | $3799975.92     | 0.01%             | 2055-09-12      | Floating      | 4.09%                 | No            | 2                  | On Loan: No      |
| New Look Corp. Ltd.                                                              | New Look Corp. Ltd., Term Loan                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       232222 | PA      | $210558.18      | 0.00%             | 2027-11-10      | Variable      | 16.50%                | No            | 3                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     26974496 | PA      | $1647295.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-603122.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | DAX Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -500 | NC      | $-236168.03     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      3066500 | PA      | $97700.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2075000 | PA      | $1792383.80     | 0.00%             | 2031-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO VIII Ltd.                                                            | Elmwood CLO VIII Ltd., Series 2021-1A, Class E1                                                                        | CUSIP: 290021AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $670094.85      | 0.00%             | 2034-01-20      | Floating      | 10.24%                | No            | 2                  | On Loan: No      |
| Grace Trust                                                                      | Grace Trust, Series 2020-GRCE, Class E                                                                                 | CUSIP: 38406JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2546000 | PA      | $1616451.33     | 0.00%             | 2040-12-10      | Variable      | 2.68%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3138WDJ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3187 | PA      | $3130.56        | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                           | Birch Grove CLO 2 Ltd., Series 2021-2A, Class D1                                                                       | CUSIP: 09077LAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10250000 | PA      | $9334197.35     | 0.02%             | 2034-10-19      | Floating      | 7.53%                 | No            | 2                  | On Loan: No      |
| Snorkel AI, Inc.                                                                 | Snorkel AI, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       162454 | NS      | $1156672.48     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Sound Point CLO II Ltd.                                                          | Sound Point CLO II Ltd., Series 2013-1A, Class A1R                                                                     | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |       525000 | PA      | $518973.63      | 0.00%             | 2031-01-26      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9616424.00     | 0.03%             | 2025-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CIFC Funding 2015-III Ltd.                                                       | CIFC Funding 2015-III Ltd., Series 2015-3A, Class AR                                                                   | CUSIP: 12550MAJ9<br>LEI: 549300UDPJ30BQP2HX62 | Long             | ABS-CBDO         | CORP              | KY        |      2413304 | PA      | $2380918.80     | 0.01%             | 2029-04-19      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4                                               | CUSIP: 073852AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18478898 | PA      | $18097354.60    | 0.05%             | 2037-04-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| MHP                                                                              | MHP, Series 2021-STOR, Class J                                                                                         | CUSIP: 55293BAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3438000 | PA      | $3235257.70     | 0.01%             | 2038-07-15      | Floating      | 8.27%                 | No            | 2                  | On Loan: No      |
| M/I Homes, Inc.                                                                  | M/I Homes, Inc.                                                                                                        | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     10833000 | PA      | $9624687.18     | 0.03%             | 2028-02-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                  | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     14615000 | PA      | $12251784.75    | 0.03%             | 2029-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Continuum Energy Levanter Pte. Ltd.                                              | Continuum Energy Levanter Pte. Ltd.                                                                                    | CUSIP: 21218MAB1<br>LEI: 254900MFSMO37F3WJ232 | Long             | DBT              | CORP              | SG        |      7328812 | PA      | $6614253.28     | 0.02%             | 2027-02-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Braskem Idesa SAPI                                                               | Braskem Idesa SAPI                                                                                                     | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |      7000000 | PA      | $4987500.00     | 0.01%             | 2032-02-20      | Fixed         | 6.99%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      4550000 | PA      | $3486098.25     | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Long Point Park CLO Ltd.                                                         | Long Point Park CLO Ltd., Series 2017-1A, Class A2                                                                     | CUSIP: 542798AE3<br>LEI: 549300639DPKTBUSCC77 | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3627670.13     | 0.01%             | 2030-01-17      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      6210000 | PA      | $263274.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TCI-Symphony CLO Ltd.                                                            | TCI-Symphony CLO Ltd., Series 2017-1A, Class AR                                                                        | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     36754390 | PA      | $36197248.91    | 0.10%             | 2030-07-15      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                  | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       220000 | PA      | $181993.78      | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Booking Holdings, Inc.                                                                                                 | CUSIP: 00P7Y65Y9<br>LEI: N/A                  | N/A              | DE               |  | US        |          -21 | NC      | $-11865.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-487082.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SONIA Index                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         4871 | NC      | $-337907.45     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Romark WM-R Ltd.                                                                 | Romark WM-R Ltd., Series 2018-1A, Class A1                                                                             | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     17986304 | PA      | $17653557.72    | 0.05%             | 2031-04-20      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                             | Birch Grove CLO Ltd., Series 19A, Class CR                                                                             | CUSIP: 09075JAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $5675574.00     | 0.01%             | 2031-06-15      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority                                                                                   | CUSIP: 74526QVE9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      6160000 | PA      | $4554077.22     | 0.01%             | 2038-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bristol Park CLO Ltd.                                                            | Bristol Park CLO Ltd., Series 2016-1A, Class BR                                                                        | CUSIP: 11014PAL9<br>LEI: 549300XRS6MFERKEPO61 | Long             | ABS-CBDO         | CORP              | KY        |      6250000 | PA      | $6039978.75     | 0.02%             | 2029-04-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AK5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       710639 | PA      | $648254.81      | 0.00%             | 2051-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Red & Black Auto Germany UG                                                      | Red & Black Auto Germany UG, Series 6, Class C                                                                         | CUSIP: N/A<br>LEI: 529900CWO3SWMAZHGU20       | Long             | ABS-O            | CORP              | DE        |        69332 | PA      | $73630.18       | 0.00%             | 2028-10-15      | Floating      | 3.09%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      4395000 | PA      | $4134697.73     | 0.01%             | 2025-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Kernel Holding SA                                                                | Kernel Holding SA                                                                                                      | CUSIP: N/A<br>LEI: 5493003GR6L4DZOS2U12       | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $2188437.50     | 0.01%             | 2024-10-17      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Dutch Property Finance BV                                                        | Dutch Property Finance BV, Series 2021-2, Class B                                                                      | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |       820000 | PA      | $819728.28      | 0.00%             | 2059-04-28      | Floating      | 2.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      4900000 | PA      | $5500397.17     | 0.01%             | 2024-12-16      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Kestrel Bidco, Inc.                                                              | Kestrel Bidco, Inc., Term Loan                                                                                         | CUSIP: C4927UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |         5700 | PA      | $5170.56        | 0.00%             | 2026-12-11      | Variable      | 7.35%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO DAC                                                             | BlueMountain CLO DAC, Series 2021-1X, Class E                                                                          | CUSIP: N/A<br>LEI: 635400J5FTCFKRFIPZ49       | Long             | ABS-CBDO         | CORP              | IE        |      1050000 | PA      | $903831.81      | 0.00%             | 2034-04-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2022-1, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800CGWK1QL59QO504       | Long             | ABS-O            | CORP              | GB        |      2528000 | PA      | $2934303.60     | 0.01%             | 2029-01-20      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| Ascend Performance Materials Operations LLC                                      | Ascend Performance Materials Operations LLC, Term Loan                                                                 | CUSIP: 04350TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994937 | PA      | $934494.30      | 0.00%             | 2026-08-27      | Variable      | 8.83%                 | No            | 2                  | On Loan: No      |
| Cindai Capital Ltd.                                                              | Cindai Capital Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 213800P4RZF7RITVCP21       | Long             | DBT              | CORP              | MY        |     10000000 | PA      | $9917668.60     | 0.03%             | 2023-02-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Redstone HoldCo 2 LP                                                             | Redstone HoldCo 2 LP, 1st Lien Term Loan                                                                               | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     25278800 | PA      | $17397122.95    | 0.05%             | 2028-04-27      | Variable      | 9.11%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      6000000 | PA      | $5703000.00     | 0.02%             | 2026-08-04      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                 | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      5375000 | PA      | $3600080.88     | 0.01%             | 2050-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                               | CUSIP: 91911KAN2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      2458000 | PA      | $2088111.93     | 0.01%             | 2025-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ASTM SpA                                                                         | ASTM SpA                                                                                                               | CUSIP: N/A<br>LEI: 8156003F2286CFA55E20       | Long             | DBT              | CORP              | IT        |      2075000 | PA      | $1594996.38     | 0.00%             | 2033-11-25      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                 | CUSIP: 00P7XGYF7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -400 | NC      | $-13000.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| St Paul's CLO XII DAC                                                            | St Paul's CLO XII DAC, Series 12X, Class D                                                                             | CUSIP: N/A<br>LEI: 635400TG25DYCKV8CW74       | Long             | ABS-CBDO         | CORP              | IE        |      1880000 | PA      | $1761865.88     | 0.00%             | 2033-04-15      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class A1                                                                      | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66530814 | PA      | $61667411.09    | 0.16%             | 2062-03-27      | Variable      | 3.50%                 | No            | 3                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                                   | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    526201182 | PA      | $511695520.51   | 1.35%             | 2024-04-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $5957568.07     | 0.02%             | 2025-10-09      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                     | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12437000 | PA      | $11725976.71    | 0.03%             | 2025-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ELP Commercial Mortgage Trust                                                    | ELP Commercial Mortgage Trust, Series 2021-ELP, Class G                                                                | CUSIP: 26863LAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11896000 | PA      | $10840513.12    | 0.03%             | 2038-11-15      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      1916000 | PA      | $1813700.64     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Dual Binary Option: Payout at expiration if the S&P 500 Index is below or at 3687.14 and USOSFR10 is below or at 3.357 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |  31697553532 | NC      | $921691.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Oceana Australian Fixed Income Trust                                             | Oceana Australian Fixed Income Trust                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     20716000 | PA      | $14509992.65    | 0.04%             | 2025-08-31      | Fixed         | 10.25%                | No            | 3                  | On Loan: No      |
| Trimaran Cavu Ltd.                                                               | Trimaran Cavu Ltd., Series 2019-1A, Class C1                                                                           | CUSIP: 89624CAG7<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $479821.80      | 0.00%             | 2032-07-20      | Floating      | 7.39%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     20000000 | PA      | $12200000.00    | 0.03%             | 2061-02-16      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Gracie Point International Funding                                               | Gracie Point International Funding, Series 2021-1A, Class C                                                            | CUSIP: 38411EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      1729000 | PA      | $1720145.45     | 0.00%             | 2023-11-01      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                      | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       140000 | PA      | $125576.04      | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| RE/MAX LLC                                                                       | RE/MAX LLC, Term Loan                                                                                                  | CUSIP: 75523KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992443 | PA      | $922555.47      | 0.00%             | 2028-07-21      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      4916000 | PA      | $2972493.17     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp.                                                          | Regions Financial Corp.                                                                                                | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |      1877000 | PA      | $1754076.88     | 0.00%             | 2025-05-18      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Triborough Bridge & Tunnel Authority                                             | Triborough Bridge & Tunnel Authority, Series 2021 SUB                                                                  | CUSIP: 89602HBZ9<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |     11665000 | PA      | $8495750.50     | 0.02%             | 2051-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      9000000 | PA      | $-104908.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          847 | NC      | $497612.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     17059000 | PA      | $-165220.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                   | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15039587.70    | 0.04%             | 2025-01-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                           | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $941544.19      | 0.00%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Cigna Corp.                                                                      | Cigna Corp.                                                                                                            | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      2375000 | PA      | $2290530.63     | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH, Series DM3N                                                                                       | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     12357000 | PA      | $9623013.75     | 0.03%             | 2032-01-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                           | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     10999000 | PA      | $10630396.12    | 0.03%             | 2027-08-05      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| Exscientia plc                                                                   | Exscientia plc                                                                                                         | CUSIP: 30223G102<br>LEI: 213800XOQHH5CV85AD30 | Long             | EC               | CORP              | GB        |       777600 | NS      | $4144608.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    969089000 | PA      | $-4390290.19    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Transocean Phoenix 2 Ltd.                                                        | Transocean Phoenix 2 Ltd.                                                                                              | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     12594400 | PA      | $12468456.00    | 0.03%             | 2024-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class A                                                            | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8770000 | PA      | $8472373.39     | 0.02%             | 2036-11-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6553000 | PA      | $126158.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     17930000 | PA      | $-122677.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc., Class C                                                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        37000 | NS      | $3283010.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vonovia SE                                                                       | Vonovia SE                                                                                                             | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      6000000 | PA      | $5266614.00     | 0.01%             | 2027-06-16      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      7110000 | PA      | $4916.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cloud Software Group Holdings, Inc.                                              | Cloud Software Group Holdings, Inc.                                                                                    | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35391000 | PA      | $29809174.66    | 0.08%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                    | CUSIP: 00P9TWUJ9<br>LEI: N/A                  | N/A              | DE               |  | US        |         1000 | NC      | $146000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Centurion Bidco SpA                                                              | Centurion Bidco SpA                                                                                                    | CUSIP: N/A<br>LEI: 815600440B4998FCA515       | Long             | DBT              | CORP              | IT        |      4829000 | PA      | $4447223.40     | 0.01%             | 2026-09-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Generate CLO 3 Ltd.                                                              | Generate CLO 3 Ltd., Series 3A, Class AR                                                                               | CUSIP: 98625UAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6213058 | PA      | $6156147.37     | 0.02%             | 2029-10-20      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| Trestles CLO III Ltd.                                                            | Trestles CLO III Ltd., Series 2020-3A, Class B1                                                                        | CUSIP: 89532TAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1445919.30     | 0.00%             | 2033-01-20      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XFRS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19326342 | PA      | $18458240.19    | 0.05%             | 2049-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Mortgage Trust, Series 2013-1515, Class E                                                                         | CUSIP: 05604FAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       650000 | PA      | $561491.00      | 0.00%             | 2033-03-10      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                                                           | Aramark Services, Inc.                                                                                                 | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       501000 | PA      | $467400.44      | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Heimstaden Bostad AB                                                             | Heimstaden Bostad AB                                                                                                   | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      9235000 | PA      | $5132823.99     | 0.01%             | 2027-02-01      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-210806.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Champion Path Holdings Ltd.                                                      | Champion Path Holdings Ltd.                                                                                            | CUSIP: N/A<br>LEI: 549300QWJFPV5413KI88       | Long             | DBT              | CORP              | VG        |      1150000 | PA      | $959028.13      | 0.00%             | 2028-01-27      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Harbor Park CLO 18-1 Ltd.                                                        | Harbor Park CLO 18-1 Ltd., Series 2018-1A, Class E                                                                     | CUSIP: 41154YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1287786.45     | 0.00%             | 2031-01-20      | Floating      | 9.84%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | GBP Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     31704000 | PA      | $386042.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                          | Loanpal Solar Loan Ltd., Series 2020-3GS, Class A                                                                      | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19504924 | PA      | $14813397.16    | 0.04%             | 2047-12-20      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4913000 | PA      | $3068728.24     | 0.01%             | 2052-07-21      | Variable      | 2.97%                 | No            | 2                  | On Loan: No      |
| Tricon American Homes Trust                                                      | Tricon American Homes Trust, Series 2018-SFR1, Class F                                                                 | CUSIP: 89613TAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1630000 | PA      | $1521870.36     | 0.00%             | 2037-05-17      | Fixed         | 4.96%                 | No            | 2                  | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                            | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      2756000 | PA      | $2273700.00     | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4700000 | PA      | $-64273.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                                                 | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |       194000 | PA      | $158937.71      | 0.00%             | 2030-04-20      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| Assurant CLO Ltd.                                                                | Assurant CLO Ltd., Series 2018-2A, Class A                                                                             | CUSIP: 04623TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $733349.55      | 0.00%             | 2031-04-20      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Shell plc                                                                        | Shell plc                                                                                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       202129 | NS      | $5731850.87     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2022-VAMF, Class A                                                                                    | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3580000 | PA      | $3418513.72     | 0.01%             | 2039-01-15      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                                              | Verisure Holding AB                                                                                                    | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      1802000 | PA      | $1911204.55     | 0.01%             | 2025-04-15      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                   | Mondelez International Holdings Netherlands BV                                                                         | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $9858512.00     | 0.03%             | 2025-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Burnham Park CLO Ltd.                                                            | Burnham Park CLO Ltd., Series 2016-1A, Class DR                                                                        | CUSIP: 12232KAN0<br>LEI: 549300BOEG5O4MSO7220 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $445140.25      | 0.00%             | 2029-10-20      | Floating      | 7.09%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital plc                                                      | GlaxoSmithKline Capital plc                                                                                            | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $184360.40      | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Wintershall Dea Finance 2 BV                                                     | Wintershall Dea Finance 2 BV, Series NC5                                                                               | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |     43200000 | PA      | $37157528.91    | 0.10%             | 2026-04-20      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-K80, Class B                                         | CUSIP: 30307RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2888000 | PA      | $2644619.29     | 0.01%             | 2050-08-25      | Variable      | 4.23%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7970516.72     | 0.02%             | 2024-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Maxar Technologies, Inc.                                                         | Maxar Technologies, Inc.                                                                                               | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |     12394000 | PA      | $12867857.08    | 0.03%             | 2027-06-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      8905000 | PA      | $71528.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     10800000 | PA      | $12078298.35    | 0.03%             | 2026-10-06      | Variable      | 3.12%                 | No            | 2                  | On Loan: No      |
| Playtika Holding Corp.                                                           | Playtika Holding Corp., Term Loan B1                                                                                   | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |       994950 | PA      | $947798.84      | 0.00%             | 2028-03-13      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| OZLM Funding IV Ltd.                                                             | OZLM Funding IV Ltd., Series 2013-4A, Class A1R                                                                        | CUSIP: 67108FAN6<br>LEI: 549300788AI08GTXXH35 | Long             | ABS-CBDO         | CORP              | KY        |       981167 | PA      | $966999.51      | 0.00%             | 2030-10-22      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| IMT Trust                                                                        | IMT Trust, Series 2017-APTS, Class DFX                                                                                 | CUSIP: 44974ABC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1350000 | PA      | $1257590.21     | 0.00%             | 2034-06-15      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5025400 | PA      | $-934299.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rad CLO 4 Ltd.                                                                   | Rad CLO 4 Ltd., Series 2019-4A, Class C                                                                                | CUSIP: 48661YAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1425000 | PA      | $1376611.85     | 0.00%             | 2032-04-25      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| TK Elevator Midco GmbH                                                           | TK Elevator Midco GmbH, Facility Term Loan B1                                                                          | CUSIP: D9000BAD4<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |       995006 | PA      | $955832.85      | 0.00%             | 2027-07-30      | Variable      | 6.87%                 | No            | 2                  | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                        | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      4100000 | PA      | $3956078.03     | 0.01%             | 2025-11-16      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-SMRT, Class E                                                         | CUSIP: 29429MAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1081000 | PA      | $1029242.26     | 0.00%             | 2036-01-10      | Variable      | 4.74%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 263659170000 | PA      | $-217240.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $7605692.83     | 0.02%             | 2026-07-09      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Aurora Innovation, Inc.                                                                                                | CUSIP: 051774115<br>LEI: N/A                  | N/A              | DE               |  | US        |        45680 | NS      | $5938.40        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |      1151638 | PA      | $1151637.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | iShares China Large-Cap ETF                                                                                            | CUSIP: 00C9ZJGL6<br>LEI: N/A                  | N/A              | DE               |  | US        |       -15001 | NC      | $-225015.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                                                    | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92959.54       | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Kinsey Interests, Inc.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       469648 | NS      | $18785.92       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                    | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Short            | DBT              | CORP              | US        |    -18847000 | PA      | $-14969606.69   | -0.04%            | 2029-10-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                       | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1136817.90     | 0.00%             | 2026-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                     | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4419000 | PA      | $4307468.42     | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2022-2B, Class A                                                            | CUSIP: 75907JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23215000 | PA      | $23343973.25    | 0.06%             | 2032-11-17      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                    | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      2365000 | PA      | $2252435.93     | 0.01%             | 2025-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      7700000 | PA      | $7961396.94     | 0.02%             | 2023-06-03      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                            | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      3067000 | PA      | $2022616.88     | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1810000 | PA      | $117273.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CBAM Ltd.                                                                        | CBAM Ltd., Series 2018-7A, Class B1                                                                                    | CUSIP: 12482JAC4<br>LEI: 2549002XHTMWO4GGPF51 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $951710.00      | 0.00%             | 2031-07-20      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class XF                                          | CUSIP: 61764PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13486000 | PA      | $295225.26      | 0.00%             | 2047-12-15      | Variable      | 1.18%                 | No            | 2                  | On Loan: No      |
| Apres Static CLO Ltd.                                                            | Apres Static CLO Ltd., Series 2019-1A, Class CR                                                                        | CUSIP: 03835JBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9150000 | PA      | $8648264.33     | 0.02%             | 2028-10-15      | Floating      | 8.33%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                             | Birch Grove CLO Ltd., Series 19A, Class BR                                                                             | CUSIP: 09075JAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1901905.00     | 0.01%             | 2031-06-15      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-42142.35      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| News Corp.                                                                       | News Corp.                                                                                                             | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91000.00       | 0.00%             | 2032-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                              | Seasoned Credit Risk Transfer Trust, Series 2017-3, Class B                                                            | CUSIP: 35563PCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4051807 | PA      | $600014.62      | 0.00%             | 2056-07-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        26682 | NS      | $10385168.04    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HIT Trust                                                                        | HIT Trust, Series 2022-HI32, Class A                                                                                   | CUSIP: 40442AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2690000 | PA      | $2647516.56     | 0.01%             | 2024-07-15      | Floating      | 6.73%                 | No            | 2                  | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                                  | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       457000 | PA      | $439386.78      | 0.00%             | 2026-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                               | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4145000 | PA      | $4120974.38     | 0.01%             | 2023-06-22      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                         | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      6455000 | PA      | $6227848.55     | 0.02%             | 2027-06-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| ADLER Real Estate AG                                                             | ADLER Real Estate AG                                                                                                   | CUSIP: N/A<br>LEI: 529900Y6QFNN3D363B76       | Long             | DBT              | CORP              | DE        |      1153000 | PA      | $1079950.24     | 0.00%             | 2024-02-06      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    455000000 | PA      | $13849949.08    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse ABS Repackaging Trust                                              | Credit Suisse ABS Repackaging Trust, Series 2013-A, Class B                                                            | CUSIP: 22546UAA6<br>LEI: 549300MV4IKF86LLTT11 | Long             | ABS-O            | CORP              | US        |      2835081 | PA      | $2673196.78     | 0.01%             | 2030-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Stratus CLO Ltd.                                                                 | Stratus CLO Ltd., Series 2021-2A, Class E                                                                              | CUSIP: 86315VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1122186.25     | 0.00%             | 2029-12-28      | Floating      | 9.99%                 | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE                                                                                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     18224000 | PA      | $18247905.80    | 0.05%             | 2025-02-26      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| State of Connecticut                                                             | State of Connecticut, Series 2017A                                                                                     | CUSIP: 20772KAH2<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |      2265000 | PA      | $2175800.43     | 0.01%             | 2026-01-15      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| Galaxy XXVII CLO Ltd.                                                            | Galaxy XXVII CLO Ltd., Series 2018-27A, Class A                                                                        | CUSIP: 36320UAC4<br>LEI: 549300GJYHKO4BDEN716 | Long             | ABS-CBDO         | CORP              | KY        |     20504000 | PA      | $20218127.08    | 0.05%             | 2031-05-16      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                                    | CUSIP: 651229BB1<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97250.00       | 0.00%             | 2025-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                           | CUSIP: 456472AD1<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |       600000 | PA      | $494550.00      | 0.00%             | 2050-08-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BP plc                                                                           | BP plc                                                                                                                 | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |        89000 | NS      | $3108770.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| City of Richmond                                                                 | City of Richmond, Series 2019A                                                                                         | CUSIP: 764507DC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4000000 | PA      | $3797025.44     | 0.01%             | 2049-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DiamondRock Hospitality Co.                                                      | DiamondRock Hospitality Co.                                                                                            | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |       769114 | NS      | $6299043.66     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| GUSAP III LP                                                                     | GUSAP III LP                                                                                                           | CUSIP: N/A<br>LEI: 549300WY05UJ7WTHIN64       | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7391500.00     | 0.02%             | 2030-01-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                    | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       153000 | PA      | $125174.69      | 0.00%             | 2030-06-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| TVC DSCR                                                                         | TVC DSCR                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     51326359 | PA      | $49442681.67    | 0.13%             | 2051-02-01      | Fixed         | 2.38%                 | No            | 3                  | On Loan: No      |
| Euro-Galaxy III CLO DAC                                                          | Euro-Galaxy III CLO DAC, Series 2013-3A, Class CRRR                                                                    | CUSIP: N/A<br>LEI: 635400H1W7SGWXGQOB43       | Long             | ABS-CBDO         | CORP              | IE        |       700000 | PA      | $702890.44      | 0.00%             | 2034-04-24      | Floating      | 2.50%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                   | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $11755656.84    | 0.03%             | 2025-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1651040 | PA      | $-42244.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CML ST Regis Aspen                                                               | CML ST Regis Aspen, Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     32600000 | PA      | $31242653.36    | 0.08%             | 2028-01-01      | Variable      | 6.69%                 | No            | 3                  | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                    | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       200000 | PA      | $154496.32      | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      4900000 | PA      | $5436001.85     | 0.01%             | 2026-09-19      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     14100000 | PA      | $13909966.38    | 0.04%             | 2027-05-04      | Variable      | 1.78%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1857383 | PA      | $46507.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                            | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      3520000 | PA      | $2729006.93     | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      5418000 | PA      | $4652030.25     | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5052, Class KI                                                                | CUSIP: 3137F7HN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59814793 | PA      | $11484440.17    | 0.03%             | 2050-12-25      | Fixed         | 4.00%                 | No            | 3                  | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                             | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |       164000 | PA      | $152075.52      | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                      | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     14000000 | PA      | $13042421.84    | 0.03%             | 2029-03-07      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     12080000 | PA      | $271985.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      2930000 | PA      | $-416134.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5018, Class CI                                                                | CUSIP: 3137FX6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13243606 | PA      | $2835375.22     | 0.01%             | 2050-10-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                 | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       155000 | PA      | $142627.68      | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $233171.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BAT International Finance plc                                                    | BAT International Finance plc                                                                                          | CUSIP: N/A<br>LEI: 21380041YBGOQDFAC823       | Long             | DBT              | CORP              | GB        |      3300000 | PA      | $3438082.87     | 0.01%             | 2025-03-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Bank                                                           | Washington Mutual Escrow Bonds                                                                                         | CUSIP: 939MMIBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45161000 | PA      | $451610.00      | 0.00%             | 2009-11-06      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -66600000 | PA      | $-34650.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MEG Energy Corp.                                                                 | MEG Energy Corp.                                                                                                       | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $101989.20      | 0.00%             | 2027-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -783620000 | PA      | $-9725768.66    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2006-S5, Class A1                                         | CUSIP: 65538AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       112926 | PA      | $126512.30      | 0.00%             | 2036-10-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4370000 | PA      | $-477794.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Utah Acquisition Sub, Inc.                                                       | Utah Acquisition Sub, Inc.                                                                                             | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93486.47       | 0.00%             | 2026-06-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| 2020 Cash Mandatory Exchangeable Trust                                           | 2020 Cash Mandatory Exchangeable Trust                                                                                 | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        14146 | NS      | $16183306.92    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class C                                                 | CUSIP: 12653VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2800000 | PA      | $2743897.52     | 0.01%             | 2036-05-15      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       300000 | PA      | $325541.66      | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $290421.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       200000 | PA      | $177557.85      | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| SRAM LLC                                                                         | SRAM LLC, Term Loan                                                                                                    | CUSIP: 85232BAT3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       851852 | PA      | $827361.11      | 0.00%             | 2028-05-18      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       110897 | NS      | $11542159.76    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Bank plc                                                                    | HSBC Bank plc, Series 2M                                                                                               | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | DBT              | CORP              | GB        |      4600000 | PA      | $3174000.00     | 0.01%             | 2023-03-31      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5014, Class DI                                                                | CUSIP: 3137FVWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9466490 | PA      | $1566949.26     | 0.00%             | 2050-09-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Banco Espirito Santo SA                                                          | Banco Espirito Santo SA                                                                                                | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |     15500000 | PA      | $1991037.00     | 0.01%             | 2018-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     14770000 | PA      | $200724.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RCS & RDS SA                                                                     | RCS & RDS SA                                                                                                           | CUSIP: N/A<br>LEI: 3157008PTGOXBWZDVF10       | Long             | DBT              | CORP              | RO        |     16600000 | PA      | $16101361.00    | 0.04%             | 2025-02-05      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                       | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2328000 | PA      | $1608344.64     | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5714000 | PA      | $-125911.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                            | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     12456000 | PA      | $7949867.74     | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Health Care Select Sector SPDR Fund                                              | Health Care Select Sector SPDR Fund                                                                                    | CUSIP: 81369Y209<br>LEI: 549300EJNY3KKJHPOY44 | Long             |  | RF                | US        |       200000 | NS      | $27170000.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: —       |
| Sound Point CLO XV Ltd.                                                          | Sound Point CLO XV Ltd., Series 2017-1A, Class CR                                                                      | CUSIP: 83609RAQ4<br>LEI: 549300YVZ0M0XDDYS744 | Long             | ABS-CBDO         | CORP              | KY        |      3350000 | PA      | $3229155.79     | 0.01%             | 2029-01-23      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      6000000 | PA      | $33875.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ABJA Investment Co. Pte. Ltd.                                                    | ABJA Investment Co. Pte. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 254900E6OE5YJ9WCCU19       | Long             | DBT              | CORP              | SG        |       400000 | PA      | $398500.00      | 0.00%             | 2024-07-31      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Bunge Ltd.                                                                       | Bunge Ltd.                                                                                                             | CUSIP: N/A<br>LEI: 5493007M0RIN8HY3MM77       | Long             | EC               | CORP              | BM        |        67817 | NS      | $6766102.09     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class A1                                                                      | CUSIP: 009695AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51522927 | PA      | $47525464.03    | 0.13%             | 2061-10-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Rad CLO 3 Ltd.                                                                   | Rad CLO 3 Ltd., Series 2019-3A, Class DR                                                                               | CUSIP: 48661WAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $690104.18      | 0.00%             | 2032-04-15      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9843.14       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                  | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       100000 | PA      | $85134.39       | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $752401.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     26989275 | PA      | $-1877358.53    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000000 | PA      | $55950781.60    | 0.15%             | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XV Ltd.                                              | Octagon Investment Partners XV Ltd., Series 2013-1A, Class A1RR                                                        | CUSIP: 67590EBG8<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |     14050000 | PA      | $13867046.52    | 0.04%             | 2030-07-19      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Shackleton CLO Ltd.                                                              | Shackleton CLO Ltd., Series 2015-7RA, Class C                                                                          | CUSIP: 81883AAE9<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $234705.33      | 0.00%             | 2031-07-15      | Floating      | 6.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19793.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Satus plc                                                                        | Satus plc, Series 2021-1, Class C                                                                                      | CUSIP: N/A<br>LEI: 6354009RPGD3VEUB2K73       | Long             | ABS-O            | CORP              | GB        |       300000 | PA      | $354631.94      | 0.00%             | 2028-08-17      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| River Green Finance 2020 DAC                                                     | River Green Finance 2020 DAC, Series 2020-1, Class B                                                                   | CUSIP: N/A<br>LEI: 635400FHNTIJMBS6TZ74       | Long             | ABS-MBS          | CORP              | IE        |       544600 | PA      | $546633.06      | 0.00%             | 2032-01-22      | Floating      | 2.51%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $168529.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Romark CLO II Ltd.                                                               | Romark CLO II Ltd., Series 2018-2A, Class A1                                                                           | CUSIP: 77587EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $6852488.30     | 0.02%             | 2031-07-25      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2022-1, Class D                                                             | CUSIP: 75907DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3555000 | PA      | $3026304.31     | 0.01%             | 2032-03-15      | Fixed         | 6.72%                 | No            | 2                  | On Loan: No      |
| Sherwood Financing plc                                                           | Sherwood Financing plc                                                                                                 | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |      3900000 | PA      | $3630476.85     | 0.01%             | 2026-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| American University (The)                                                        | American University (The), Series 2019                                                                                 | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |      4870000 | PA      | $3734234.09     | 0.01%             | 2049-04-01      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      6225000 | PA      | $4964380.42     | 0.01%             | 2032-04-22      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Sprint LLC                                                                       | Sprint LLC                                                                                                             | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     28192000 | PA      | $28586293.31    | 0.08%             | 2023-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp.                                                         | SBA Communications Corp.                                                                                               | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |         2774 | NS      | $777579.94      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2836667 | PA      | $-18843.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA                                                     | Banco Mercantil del Norte SA                                                                                           | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | MX        |      5300000 | PA      | $4371837.50     | 0.01%             | 2032-01-24      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Wittur Holding GmbH                                                              | Wittur Holding GmbH, Facility 1st Lien Term Loan B                                                                     | CUSIP: D9700LAE3<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      4000000 | PA      | $2556234.60     | 0.01%             | 2026-10-02      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9874.33        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Argentum Netherlands BV for Swiss Re Ltd.                                        | Argentum Netherlands BV for Swiss Re Ltd.                                                                              | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |      8000000 | PA      | $7620000.00     | 0.02%             | 2050-08-15      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     27730000 | PA      | $-124133.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2020-D, Class C                                                                       | CUSIP: 00970CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16686865 | PA      | $14004708.55    | 0.04%             | 2060-06-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                   | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       747000 | PA      | $647275.50      | 0.00%             | 2027-08-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                                                        | Zayo Group Holdings, Inc., Term Loan                                                                                   | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |      1000000 | PA      | $807210.00      | 0.00%             | 2027-03-09      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418DZP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       308418 | PA      | $290557.94      | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV7, Class A4X                                                                  | CUSIP: 46654CAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15745548 | PA      | $712634.06      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                      | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       400000 | PA      | $337382.48      | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                                                  | Live Nation Entertainment, Inc.                                                                                        | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97855.02       | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2021-A, Class D1                                                              | CUSIP: 78448YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8442000 | PA      | $7582193.27     | 0.02%             | 2053-01-15      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| Lessen, Inc.                                                                     | Lessen, Inc., Series B                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      1460424 | NS      | $18664218.72    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Battalion CLO VIII Ltd.                                                          | Battalion CLO VIII Ltd., Series 2015-8A, Class BR2                                                                     | CUSIP: 07132ACG6<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |      8500000 | PA      | $8026982.65     | 0.02%             | 2030-07-18      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     24270000 | PA      | $-669716.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO XXII                                                                  | Apidos CLO XXII, Series 2015-22A, Class BR                                                                             | CUSIP: 03765XAL0<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3089139.30     | 0.01%             | 2031-04-20      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                  | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94555.10       | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Paragon Mortgages No. 12 plc                                                     | Paragon Mortgages No. 12 plc, Series 12X, Class B1B                                                                    | CUSIP: N/A<br>LEI: NC14LGCCXH6KWEV2DR91       | Long             | ABS-MBS          | CORP              | GB        |       648257 | PA      | $638648.99      | 0.00%             | 2038-11-15      | Floating      | 2.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    147490000 | PA      | $11069835.54    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       225000 | PA      | $212515.16      | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     15620000 | PA      | $356213.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                       | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP7, Class B                                                   | CUSIP: 465968AK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       840000 | PA      | $722006.04      | 0.00%             | 2050-09-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Digicel Group Holdings Ltd.                                                      | Digicel Group Holdings Ltd.                                                                                            | CUSIP: 25381YAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      5083513 | PA      | $1298837.57     | 0.00%             | 2025-04-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     50310000 | PA      | $2081121.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-153081.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       580000 | PA      | $41834.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                       | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       101000 | PA      | $81958.04       | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                     | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     10600000 | PA      | $9239450.25     | 0.02%             | 2029-11-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower LLC                                                                                   | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $172636.92      | 0.00%             | 2027-08-31      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                              | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      5481000 | PA      | $5272912.87     | 0.01%             | 2026-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MHP                                                                              | MHP, Series 2021-STOR, Class G                                                                                         | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3854000 | PA      | $3578495.27     | 0.01%             | 2038-07-15      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| ARES Loan Funding I Ltd.                                                         | ARES Loan Funding I Ltd., Series 2021-ALFA, Class E                                                                    | CUSIP: 04018YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10850000 | PA      | $9777382.02     | 0.03%             | 2034-10-15      | Floating      | 10.78%                | No            | 2                  | On Loan: No      |
| TICP CLO IX Ltd.                                                                 | TICP CLO IX Ltd., Series 2017-9A, Class D                                                                              | CUSIP: 87249AAG0<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $474596.20      | 0.00%             | 2031-01-20      | Floating      | 7.14%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1342388 | PA      | $1278323.05     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| American Municipal Power, Inc.                                                   | American Municipal Power, Inc., Series 2010B                                                                           | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      4015000 | PA      | $4836665.33     | 0.01%             | 2041-02-15      | Fixed         | 7.83%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     18045000 | PA      | $310258.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FT Santander Consumer Spain Auto                                                 | FT Santander Consumer Spain Auto, Series 2020-1, Class B                                                               | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |       477887 | PA      | $494832.94      | 0.00%             | 2033-03-21      | Floating      | 3.03%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                  | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      5800000 | PA      | $4730275.96     | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1474286 | PA      | $109078.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dryden 45 Senior Loan Fund                                                       | Dryden 45 Senior Loan Fund, Series 2016-45A, Class BR                                                                  | CUSIP: 26244MAQ5<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3843700.00     | 0.01%             | 2030-10-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K-151, Class A2              | CUSIP: 3137H9JG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13775000 | PA      | $13001858.84    | 0.03%             | 2032-10-25      | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                             | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      8650000 | PA      | $7572083.88     | 0.02%             | 2029-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Arkema SA                                                                        | Arkema SA                                                                                                              | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | DBT              | CORP              | FR        |      2300000 | PA      | $2074323.58     | 0.01%             | 2025-10-21      | Variable      | 1.50%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      3291000 | PA      | $3065282.70     | 0.01%             | 2030-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     51405000 | PA      | $-232430.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $213379.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyland Software, Inc.                                                            | Hyland Software, Inc., 1st Lien Term Loan                                                                              | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992228 | PA      | $977592.63      | 0.00%             | 2024-07-01      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5900000 | PA      | $-22729.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | RA               | CORP              | DE        |     17976605 | PA      | $21732816.23    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DWCF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1678871 | PA      | $1581783.30     | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                           | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |       400000 | PA      | $305798.40      | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AMMC CLO XIII Ltd.                                                               | AMMC CLO XIII Ltd., Series 2013-13A, Class A1R2                                                                        | CUSIP: 00176DAQ2<br>LEI: 549300R4YQWFRASHVE93 | Long             | ABS-CBDO         | CORP              | KY        |      4483813 | PA      | $4437219.33     | 0.01%             | 2029-07-24      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2007-TT                                                                   | CUSIP: 74526QKL5<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      1915000 | PA      | $1415756.15     | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                                    | iShares 0-5 Year TIPS Bond ETF                                                                                         | CUSIP: 46429B747<br>LEI: 549300GIWSEGOQLZR212 | Long             |  | RF                | US        |       401690 | NS      | $38947862.40    | 0.10%             |  |  |  | No            | 1                  | On Loan: —       |
| TK Elevator US Newco, Inc.                                                       | TK Elevator US Newco, Inc.                                                                                             | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      8738000 | PA      | $7755324.52     | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1998-4, Class M1                                                                         | CUSIP: 393505F64<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       767654 | PA      | $689104.55      | 0.00%             | 2030-04-01      | Variable      | 6.83%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      3663000 | PA      | $769916.81      | 0.00%             | 2026-09-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class B                                                               | CUSIP: 69701NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10500000 | PA      | $10017426.30    | 0.03%             | 2030-10-15      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     33943500 | PA      | $-2147472.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| AlbaCore Euro CLO IV DAC                                                         | AlbaCore Euro CLO IV DAC, Series 4X, Class D                                                                           | CUSIP: N/A<br>LEI: 635400OMGYX1QQYCTI48       | Long             | ABS-CBDO         | CORP              | IE        |      2605000 | PA      | $2507064.15     | 0.01%             | 2035-07-15      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Federal Republic of Germany                                                      | Federal Republic of Germany                                                                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     83140000 | PA      | $82963201.96    | 0.22%             | 2032-08-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series N                                                                                        | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     12420000 | PA      | $9941296.88     | 0.03%             | 2032-03-11      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| Deer Creek CLO Ltd.                                                              | Deer Creek CLO Ltd., Series 2017-1A, Class B                                                                           | CUSIP: 24380LAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1701833.53     | 0.00%             | 2030-10-20      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 3 Ltd.                                                        | OHA Credit Funding 3 Ltd., Series 2019-3A, Class BR                                                                    | CUSIP: 67112RAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $239157.65      | 0.00%             | 2035-07-02      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| ARI FCP Investments LP                                                           | ARI FCP Investments LP                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | CA        |      2919110 | PA      | $2773154.59     | 0.01%             | 2025-01-30      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Ferrovial Netherlands BV                                                         | Ferrovial Netherlands BV                                                                                               | CUSIP: N/A<br>LEI: 72450048UYBX1IY3XM22       | Long             | DBT              | CORP              | NL        |      3825000 | PA      | $3214159.93     | 0.01%             | 2023-02-14      | Variable      | 2.12%                 | No            | 2                  | On Loan: No      |
| Battalion CLO XX Ltd.                                                            | Battalion CLO XX Ltd., Series 2021-20A, Class A                                                                        | CUSIP: 07134UAA5<br>LEI: 549300CDYR56PY734566 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4382514.45     | 0.01%             | 2034-07-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     29475626 | PA      | $3003148.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Glencore plc                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |          397 | NC      | $46963.42       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2019-C50, Class XA                                                       | CUSIP: 95001XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50128357 | PA      | $3117848.45     | 0.01%             | 2052-05-15      | Variable      | 1.41%                 | No            | 2                  | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                           | Fortress Transportation & Infrastructure Investors LLC                                                                 | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94020.39       | 0.00%             | 2025-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Sinclair Television Group, Inc.                                                  | Sinclair Television Group, Inc., Term Loan B                                                                           | CUSIP: 82925BAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992308 | PA      | $942692.32      | 0.00%             | 2026-09-30      | Variable      | 6.89%                 | No            | 2                  | On Loan: No      |
| Fresnillo plc                                                                    | Fresnillo plc                                                                                                          | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $7855000.00     | 0.02%             | 2050-10-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6700000 | PA      | $-21305.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                 | CUSIP: 09857LAU2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $5073728.54     | 0.01%             | 2026-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series 2019A-2                                                                | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2360000 | PA      | $1757011.10     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |        67444 | PA      | $927.37         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                     | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       677000 | PA      | $603082.26      | 0.00%             | 2026-01-15      | Fixed         | 1.57%                 | No            | 2                  | On Loan: No      |
| Earthstone Energy Holdings LLC                                                   | Earthstone Energy Holdings LLC                                                                                         | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |     17147000 | PA      | $16403677.55    | 0.04%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Stanlington No. 2 plc                                                            | Stanlington No. 2 plc, Series 2, Class E                                                                               | CUSIP: N/A<br>LEI: 213800FCNYGLAJQ7PJ81       | Long             | ABS-MBS          | CORP              | GB        |       450000 | PA      | $515481.29      | 0.00%             | 2045-06-12      | Floating      | 6.73%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       120000 | PA      | $103210.01      | 0.00%             | 2030-07-23      | Variable      | 3.19%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DMF91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10052152 | PA      | $9389084.72     | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140LVN62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1568577 | PA      | $1441641.27     | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M4                                                        | CUSIP: 92259LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       960477 | PA      | $780111.81      | 0.00%             | 2050-02-25      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| Public Service Co. of Colorado                                                   | Public Service Co. of Colorado                                                                                         | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       100000 | PA      | $79604.68       | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| ams-OSRAM AG                                                                     | ams-OSRAM AG                                                                                                           | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      5185000 | PA      | $5175361.62     | 0.01%             | 2025-07-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    173705000 | PA      | $-65739.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hops Hill No. 1 plc                                                              | Hops Hill No. 1 plc, Series 1, Class C                                                                                 | CUSIP: N/A<br>LEI: 2138006I4BQOMLUWZ843       | Long             | ABS-MBS          | CORP              | GB        |       199992 | PA      | $234796.09      | 0.00%             | 2054-05-27      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2016-667M, Class D                                                                   | CUSIP: 12636GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1840000 | PA      | $1396160.90     | 0.00%             | 2036-10-10      | Variable      | 3.18%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $3139907.23     | 0.01%             | 2032-01-20      | Variable      | 2.28%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                         | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      5915000 | PA      | $4790376.97     | 0.01%             | 2031-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MTN Commercial Mortgage Trust                                                    | MTN Commercial Mortgage Trust, Series 2022-LPFL, Class F                                                               | CUSIP: 62475WAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8381000 | PA      | $7850434.93     | 0.02%             | 2039-03-15      | Floating      | 9.62%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      3660000 | PA      | $3099408.76     | 0.01%             | 2028-06-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Pax Midco Spain, S.L.U.                                                          | Pax Midco Spain SLU, Facility Term Loan B                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |      6968048 | PA      | $6228220.73     | 0.02%             | 2026-07-01      | Variable      | 7.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -133735000 | PA      | $-1479758.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16795000 | PA      | $1173621.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860244800 | PA      | $792769348.50   | 2.09%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| City & County of Denver                                                          | City & County of Denver, Series 2022 A                                                                                 | CUSIP: 249164RN6<br>LEI: MMTY7HA2MSCBUO4F7J71 | Long             | DBT              | MUN               | US        |     10000000 | PA      | $11443811.00    | 0.03%             | 2037-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Chesapeake Energy Corp.                                                          | Chesapeake Energy Corp.                                                                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |       140934 | NS      | $13299941.58    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3549459.93     | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Summer BC Holdco B SARL                                                          | Summer BC Holdco B SARL                                                                                                | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |     19604000 | PA      | $17653716.89    | 0.05%             | 2026-10-31      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                               | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       200000 | PA      | $152356.41      | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd.                                                              | Whitebox CLO I Ltd., Series 2019-1A, Class DR                                                                          | CUSIP: 96467CAE7<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      5050000 | PA      | $4574885.90     | 0.01%             | 2032-07-24      | Floating      | 10.72%                | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                    | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3582643.87     | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2018-1A, Class B                                                                         | CUSIP: 09629TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       272725 | PA      | $259831.43      | 0.00%             | 2030-07-30      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                | 1211 Avenue of the Americas Trust, Series 2015-1211, Class E                                                           | CUSIP: 90117PAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2360000 | PA      | $1939771.56     | 0.01%             | 2035-08-10      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2013-4A, Class DRR                                                                           | CUSIP: 12549FBR9<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $232785.38      | 0.00%             | 2031-04-27      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| Q-Park Holding I BV                                                              | Q-Park Holding I BV                                                                                                    | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      2412000 | PA      | $2380701.05     | 0.01%             | 2026-03-01      | Floating      | 3.98%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                  | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      6910000 | PA      | $6459848.95     | 0.02%             | 2031-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Southern Power Co.                                                               | Southern Power Co.                                                                                                     | CUSIP: 843646AQ3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5513467.26     | 0.01%             | 2026-06-20      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                              | Huntington Ingalls Industries, Inc.                                                                                    | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |       154000 | PA      | $139774.61      | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     20000000 | PA      | $18276.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Taurus FR DAC                                                                    | Taurus FR DAC, Series 2019-1FR, Class C                                                                                | CUSIP: N/A<br>LEI: 635400TNDF7VFMIYOJ83       | Long             | ABS-MBS          | CORP              | IE        |       379606 | PA      | $391153.42      | 0.00%             | 2031-02-02      | Floating      | 2.22%                 | No            | 2                  | On Loan: No      |
| CCC Intelligent Solutions, Inc.                                                  | CCC Intelligent Solutions, Inc., Term Loan                                                                             | CUSIP: 12511BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992481 | PA      | $982556.38      | 0.00%             | 2028-09-21      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     40000000 | PA      | $874292.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Heathrow Funding Ltd.                                                            | Heathrow Funding Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | CORP              | JE        |     11165000 | PA      | $10825634.21    | 0.03%             | 2028-03-16      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Puma International Financing SA                                                  | Puma International Financing SA                                                                                        | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |      9000000 | PA      | $7741687.50     | 0.02%             | 2026-01-24      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                            | New Jersey Health Care Facilities Financing Authority, Series 2021                                                     | CUSIP: 645790PE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4965000 | PA      | $3420528.26     | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       100000 | PA      | $-9774.25       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                       | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $142035.12      | 0.00%             | 2033-01-07      | Variable      | 3.74%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2021-JR1, Class B2                                                 | CUSIP: 12657XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3877614 | PA      | $3376622.21     | 0.01%             | 2066-09-27      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| College Avenue Student Loans LLC                                                 | College Avenue Student Loans LLC, Series 2021-B, Class D                                                               | CUSIP: 19425AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       220000 | PA      | $173548.23      | 0.00%             | 2052-06-25      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                       | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      4215000 | PA      | $4050783.60     | 0.01%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $83754.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     55895000 | PA      | $-204473.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BlueMountain CLO XXII Ltd.                                                       | BlueMountain CLO XXII Ltd., Series 2018-22A, Class A1                                                                  | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     17750000 | PA      | $17468708.65    | 0.05%             | 2031-07-15      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Frontier North, Inc.                                                             | Frontier North, Inc., Series G                                                                                         | CUSIP: 362337AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4850000 | PA      | $4462000.00     | 0.01%             | 2028-02-15      | Fixed         | 6.73%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XLV Ltd.                                                    | Madison Park Funding XLV Ltd., Series 2020-45A, Class SUB                                                              | CUSIP: 55820DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1576192.00     | 0.00%             | 2034-07-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2019-H, Class C                                                                       | CUSIP: 00969XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10242963 | PA      | $9606334.45     | 0.03%             | 2059-11-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                             | Beast Mortgage Trust, Series 2021-SSCP, Class A                                                                        | CUSIP: 05601PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3697000 | PA      | $3541604.00     | 0.01%             | 2036-04-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Hipgnosis Music Assets LP                                                        | Hipgnosis Music Assets LP, Series 2022-1, Class A                                                                      | CUSIP: 43351RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16232000 | PA      | $14934245.11    | 0.04%             | 2062-05-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SLM Private Education Loan Trust                                                 | SLM Private Education Loan Trust, Series 2010-C, Class A5                                                              | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |     24274125 | PA      | $26034001.81    | 0.07%             | 2041-10-15      | Floating      | 9.07%                 | No            | 2                  | On Loan: No      |
| Superannuation & Investments Finco Pty. Ltd.                                     | Superannuation & Investments Finco Pty. Ltd., Term Loan                                                                | CUSIP: Q8800EAD8<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |       992481 | PA      | $973663.75      | 0.00%             | 2028-12-01      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| OP Corporate Bank plc                                                            | OP Corporate Bank plc                                                                                                  | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |     14900000 | PA      | $15592176.41    | 0.04%             | 2025-12-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                          | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      2489000 | PA      | $1533567.11     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Pitney Bowes, Inc.                                                               | Pitney Bowes, Inc.                                                                                                     | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     11775000 | PA      | $9208167.75     | 0.02%             | 2029-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Atrium IX                                                                        | Atrium IX, Series 9A, Class BR2                                                                                        | CUSIP: 55821CAC8<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | KY        |       325000 | PA      | $314954.48      | 0.00%             | 2030-05-28      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/CAD Up-and-out barrier option; Barrier price USD 1.43000                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |     40715000 | PA      | $25262.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO Ltd.                                                       | Anchorage Capital CLO Ltd., Series 2013-1A, Class A2R                                                                  | CUSIP: 033292AS2<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |      3680000 | PA      | $3591814.69     | 0.01%             | 2030-10-13      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2018-COR3, Class XD                                                                  | CUSIP: 12595VAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8680000 | PA      | $611984.27      | 0.00%             | 2051-05-10      | Variable      | 1.75%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                     | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1141781.03     | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2018-1A, Class A                                                                             | CUSIP: 12551RAA6<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246127.98      | 0.00%             | 2031-04-18      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    249920051 | PA      | $-10858071.25   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV5, Class B5                                                                   | CUSIP: 46653XAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       911641 | PA      | $536917.89      | 0.00%             | 2051-12-25      | Variable      | 3.19%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                       | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      4842000 | PA      | $4985928.45     | 0.01%             | 2027-12-15      | Fixed         | 11.25%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     40600000 | PA      | $1463.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                     | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        69247 | NS      | $4259382.97     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                     | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       200000 | PA      | $150149.10      | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LYB International Finance III LLC                                                | LYB International Finance III LLC                                                                                      | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3290742.42     | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -46626000 | PA      | $-2220232.42    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2021-C, Class C                                                               | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1330000 | PA      | $1110006.03     | 0.00%             | 2053-01-15      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                 | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |       200000 | PA      | $170000.00      | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-4A, Class A1                                                              | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1897041 | PA      | $1868042.88     | 0.00%             | 2029-10-15      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                                   | Alimentation Couche-Tard, Inc.                                                                                         | CUSIP: N/A<br>LEI: 549300OSW32RVX8CCZ87       | Long             | DBT              | CORP              | CA        |     20100000 | PA      | $19885860.34    | 0.05%             | 2026-05-06      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -63641000 | PA      | $-4749520.70    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      2340000 | PA      | $159567.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| County of Miami-Dade                                                             | County of Miami-Dade Water & Sewer System, Series 2021                                                                 | CUSIP: 59334DNG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000000 | PA      | $4694901.65     | 0.01%             | 2051-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-60352.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Everi Holdings, Inc.                                                             | Everi Holdings, Inc., Term Loan B                                                                                      | CUSIP: 30034UAC4<br>LEI: 5299006DK5S7BG10K532 | Long             | LON              | CORP              | US        |       992462 | PA      | $982537.71      | 0.00%             | 2028-08-03      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EOG Resources, Inc.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1200 | NC      | $354000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-GM, Class E                                                                                     | CUSIP: 056083AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3300000 | PA      | $2757810.00     | 0.01%             | 2039-06-13      | Variable      | 3.42%                 | No            | 3                  | On Loan: No      |
| Cellnex Finance Co. SA                                                           | Cellnex Finance Co. SA                                                                                                 | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |      9100000 | PA      | $7139306.97     | 0.02%             | 2033-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                   | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       899000 | PA      | $867703.56      | 0.00%             | 2031-04-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Redstone HoldCo 2 LP                                                             | Redstone HoldCo 2 LP, 2nd Lien Term Loan                                                                               | CUSIP: 75774EAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10460000 | PA      | $5158139.80     | 0.01%             | 2029-04-27      | Variable      | 12.11%                | No            | 2                  | On Loan: No      |
| Brex Commercial Charge Card Master Trust                                         | Brex Commercial Charge Card Master Trust, Series 2021-1, Class A                                                       | CUSIP: 05601DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12818000 | PA      | $12678932.39    | 0.03%             | 2024-07-15      | Fixed         | 2.09%                 | No            | 2                  | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      4410000 | PA      | $3381048.65     | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Prodigy Finance DAC                                                              | Prodigy Finance DAC, Series 2021-1A, Class D                                                                           | CUSIP: 742857AA3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       460000 | PA      | $451019.93      | 0.00%             | 2051-07-25      | Floating      | 10.29%                | No            | 2                  | On Loan: No      |
| JPMorgan Mortgage Trust                                                          | JPMorgan Mortgage Trust, Series 2021-4, Class B2                                                                       | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7143671 | PA      | $5345087.66     | 0.01%             | 2051-08-25      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                        | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      4506000 | PA      | $3676120.97     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Greenko Solar Mauritius Ltd.                                                     | Greenko Solar Mauritius Ltd.                                                                                           | CUSIP: N/A<br>LEI: 2138007S1PL541B3KP92       | Long             | DBT              | CORP              | MU        |       200000 | PA      | $187000.00      | 0.00%             | 2025-01-29      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| OCP Euro CLO DAC                                                                 | OCP Euro CLO DAC, Series 2019-3A, Class DR                                                                             | CUSIP: N/A<br>LEI: 635400AITKFDK9OZEW62       | Long             | ABS-CBDO         | CORP              | IE        |       250000 | PA      | $237350.91      | 0.00%             | 2033-04-20      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140Q8Q81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        17280 | PA      | $16476.52       | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TICP CLO IX Ltd.                                                                 | TICP CLO IX Ltd., Series 2017-9A, Class A                                                                              | CUSIP: 87249AAA3<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2967305.10     | 0.01%             | 2031-01-20      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2020-AA, Class B                                                                | CUSIP: 56848MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2030000 | PA      | $1835127.71     | 0.00%             | 2034-08-21      | Fixed         | 3.21%                 | No            | 2                  | On Loan: No      |
| VMware, Inc.                                                                     | VMware, Inc.                                                                                                           | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      1161000 | PA      | $1130668.12     | 0.00%             | 2023-08-15      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      4300000 | PA      | $-218581.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deep Instinct Ltd., Series D-2                                                   | Deep Instinct Ltd., Series D-2                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |      1350837 | NS      | $9280250.19     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2021-A, Class C                                                               | CUSIP: 78448YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25580000 | PA      | $21362789.11    | 0.06%             | 2053-01-15      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                                                               | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      2765000 | PA      | $2477337.20     | 0.01%             | 2025-09-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      6266667 | PA      | $-133294.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| County of Anne Arundel                                                           | County of Anne Arundel, Series 2022                                                                                    | CUSIP: 03588H3S3<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |      1555000 | PA      | $1786374.59     | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Klabin Austria GmbH                                                              | Klabin Austria GmbH                                                                                                    | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |      9608000 | PA      | $7734440.00     | 0.02%             | 2031-01-12      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Generate CLO 3 Ltd.                                                              | Generate CLO 3 Ltd., Series 3A, Class BR                                                                               | CUSIP: 98625UAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10455000 | PA      | $10217765.60    | 0.03%             | 2029-10-20      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2075000 | PA      | $1871412.91     | 0.00%             | 2030-03-20      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/JPY One-touch barrier option; Barrier price USD 125.00000                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      3020000 | PA      | $650295.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                                               | Telecom Italia SpA                                                                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |     10587000 | PA      | $8610339.94     | 0.02%             | 2029-01-18      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                                     | Natixis Commercial Mortgage Securities Trust, Series 2018-FL1, Class A                                                 | CUSIP: 63874MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1087715 | PA      | $1049876.97     | 0.00%             | 2035-06-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| BFLD Trust                                                                       | BFLD Trust, Series 2020-EYP, Class E                                                                                   | CUSIP: 05493AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6517000 | PA      | $5305275.29     | 0.01%             | 2035-10-15      | Floating      | 8.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     27450000 | PA      | $311155.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2007-FLX5, Class 2A2                                                          | CUSIP: 45669WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1598234 | PA      | $1361425.37     | 0.00%             | 2037-08-25      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd.                                                 | Benefit Street Partners CLO Ltd., Series 2021-23A, Class E                                                             | CUSIP: 08186XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1091668.50     | 0.00%             | 2034-04-25      | Floating      | 11.17%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -125 | NC      | $117342.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $91043.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     22396000 | PA      | $22134299.60    | 0.06%             | 2026-07-22      | Variable      | 4.83%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2020-4A, Class E                                                               | CUSIP: 69701QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $960704.10      | 0.00%             | 2028-11-25      | Floating      | 13.33%                | No            | 2                  | On Loan: No      |
| Thomson Reuters Corp.                                                            | Thomson Reuters Corp.                                                                                                  | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |       763000 | PA      | $721802.14      | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925000000 | PA      | $943933593.75   | 2.49%             | 2032-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37046UPF2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |     22927000 | PA      | $22776290.05    | 0.06%             | 2023-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Ballyrock CLO Ltd.                                                               | Ballyrock CLO Ltd., Series 2020-2A, Class DR                                                                           | CUSIP: 05876EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1340000 | PA      | $1181901.44     | 0.00%             | 2031-10-20      | Floating      | 10.39%                | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                                   | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     67455938 | PA      | $62862247.89    | 0.17%             | 2027-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                               | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8102000 | PA      | $6944467.26     | 0.02%             | 2029-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The), Series FXD                                                                                | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15000000 | PA      | $13365301.65    | 0.04%             | 2027-01-12      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2022-SFR3, Class E1                                                                 | CUSIP: 74331UAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4500000 | PA      | $3966421.95     | 0.01%             | 2039-04-17      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Reperforming Loan REMIC Trust                                                    | Reperforming Loan REMIC Trust, Series 2005-R3, Class AF                                                                | CUSIP: 126694JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1850183 | PA      | $1614596.77     | 0.00%             | 2035-09-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                            | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      4900000 | PA      | $5045074.81     | 0.01%             | 2027-12-08      | Variable      | 1.38%                 | No            | 2                  | On Loan: No      |
| Equate Petrochemical BV                                                          | Equate Petrochemical BV                                                                                                | CUSIP: N/A<br>LEI: 635400Y3Z5R4NJSMQ630       | Long             | DBT              | CORP              | NL        |      2264000 | PA      | $2160422.00     | 0.01%             | 2026-11-03      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       722111 | PA      | $-132568.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Rockwell Automation, Inc.                                                                                              | CUSIP: 00CA6HGJ4<br>LEI: N/A                  | N/A              | DE               |  | US        |          199 | NC      | $140295.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        65000 | PA      | $63665.15       | 0.00%             | 2023-12-31      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| RIAL Issuer Ltd.                                                                 | RIAL Issuer Ltd., Series 2022-FL8, Class A                                                                             | CUSIP: 76243NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     29963000 | PA      | $29236357.40    | 0.08%             | 2037-01-19      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     10900000 | PA      | $9629288.64     | 0.03%             | 2028-06-14      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-104696.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Neptune Energy Bondco plc                                                        | Neptune Energy Bondco plc                                                                                              | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |     29291000 | PA      | $28441790.64    | 0.08%             | 2025-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2022-2A, Class B                                                              | CUSIP: 68268VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17533000 | PA      | $17003631.39    | 0.04%             | 2034-10-14      | Fixed         | 5.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     18508500 | PA      | $1089074.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aurium CLO IV DAC                                                                | Aurium CLO IV DAC, Series 4X, Class AR                                                                                 | CUSIP: N/A<br>LEI: 549300LCZQMYMASRK585       | Long             | ABS-CBDO         | CORP              | IE        |      1499379 | PA      | $1568443.42     | 0.00%             | 2031-01-16      | Floating      | 2.11%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2750000 | PA      | $-83021.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2020-3A, Class A2R                                                                      | CUSIP: 69701RAQ0<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |      2040000 | PA      | $1973427.05     | 0.01%             | 2031-11-15      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, Class A                                          | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4834000 | PA      | $4528100.61     | 0.01%             | 2031-07-05      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Energizer Gamma Acquisition BV                                                   | Energizer Gamma Acquisition BV                                                                                         | CUSIP: N/A<br>LEI: 5493002SUYZDHEQ3JN34       | Long             | DBT              | CORP              | NL        |      2644000 | PA      | $2247479.92     | 0.01%             | 2029-06-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MPH Acquisition Holdings LLC                                                     | MPH Acquisition Holdings LLC, Term Loan                                                                                | CUSIP: 55328HAK7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |       992462 | PA      | $843592.97      | 0.00%             | 2028-09-01      | Variable      | 8.98%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140JLA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3150356 | PA      | $3003874.57     | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                                                                    | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |     10743000 | PA      | $9263124.62     | 0.02%             | 2029-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                 | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |      5568425 | PA      | $5568425.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                    | CUSIP: 37331NAM3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     12923000 | PA      | $12138540.95    | 0.03%             | 2024-05-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                                                            | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     10300000 | PA      | $10191559.03    | 0.03%             | 2023-06-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Seagate HDD Cayman                                                               | Seagate HDD Cayman                                                                                                     | CUSIP: 81180WBG5<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      5005000 | PA      | $5489484.00     | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XIX Ltd.                                                        | Sixth Street CLO XIX Ltd., Series 2021-19A, Class E                                                                    | CUSIP: 83011MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4397276.00     | 0.01%             | 2034-07-20      | Floating      | 10.14%                | No            | 2                  | On Loan: No      |
| Clear Creek CLO                                                                  | Clear Creek CLO, Series 2015-1A, Class DR                                                                              | CUSIP: 18452LAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1400000 | PA      | $1203103.58     | 0.00%             | 2030-10-20      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| Fresenius SE & Co. KGaA                                                          | Fresenius SE & Co. KGaA                                                                                                | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | DBT              | CORP              | DE        |     13500000 | PA      | $14227399.82    | 0.04%             | 2026-05-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                          | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      3294000 | PA      | $2073126.37     | 0.01%             | 2061-11-29      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                     | CUSIP: 29273RAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2297000 | PA      | $2292584.82     | 0.01%             | 2023-02-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| PRPM LLC                                                                         | PRPM LLC, Series 2021-4, Class A1                                                                                      | CUSIP: 693583AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6438014 | PA      | $5764823.98     | 0.02%             | 2026-04-25      | Variable      | 1.87%                 | No            | 2                  | On Loan: No      |
| Yango Justice International Ltd.                                                 | Yango Justice International Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |      2633000 | PA      | $39495.00       | 0.00%             | 2024-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      5700000 | PA      | $-18662.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-244473.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                     | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2565000 | PA      | $2295675.00     | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                      | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       100000 | PA      | $82992.26       | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| Nykredit Realkredit A/S                                                          | Nykredit Realkredit A/S                                                                                                | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      1200000 | PA      | $1169632.76     | 0.00%             | 2026-04-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |     16200000 | PA      | $16513104.67    | 0.04%             | 2027-06-15      | Variable      | 3.02%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $17291432.53    | 0.05%             | 2025-10-10      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Blue Racer Midstream LLC                                                         | Blue Racer Midstream LLC                                                                                               | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1592000 | PA      | $1580145.89     | 0.00%             | 2025-12-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Microchip Technology, Inc.                                                       | Microchip Technology, Inc.                                                                                             | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     12560000 | PA      | $11927325.80    | 0.03%             | 2024-02-15      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                           | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       200000 | PA      | $185679.53      | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Tele Columbus AG                                                                 | Tele Columbus AG                                                                                                       | CUSIP: N/A<br>LEI: 3912004GMFDLY04RUQ19       | Long             | DBT              | CORP              | DE        |     11977000 | PA      | $9601328.04     | 0.03%             | 2025-05-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Paragon Mortgages No. 25 plc                                                     | Paragon Mortgages No. 25 plc, Series 25, Class C                                                                       | CUSIP: N/A<br>LEI: 21380052TU89YPMW5366       | Long             | ABS-MBS          | CORP              | GB        |      2985000 | PA      | $3582985.61     | 0.01%             | 2050-05-15      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XDYE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5799447 | PA      | $5339883.34     | 0.01%             | 2050-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Banco BPM SpA                                                                    | Banco BPM SpA                                                                                                          | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      2850000 | PA      | $2532149.48     | 0.01%             | 2032-01-19      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XII Ltd.                                             | Benefit Street Partners CLO XII Ltd., Series 2017-12A, Class B                                                         | CUSIP: 08179HAC4<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-CBDO         | CORP              | KY        |      1375000 | PA      | $1300444.61     | 0.00%             | 2030-10-15      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | Wisconsin Health & Educational Facilities Authority, Series 2016 A                                                     | CUSIP: 97712DQU3<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |      6895000 | PA      | $7199251.25     | 0.02%             | 2035-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      2800000 | PA      | $-194758.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ziggo Financing Partnership                                                      | Ziggo Financing Partnership, Facility Term Loan I                                                                      | CUSIP: N9833RAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $973440.00      | 0.00%             | 2028-04-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| OI European Group BV                                                             | OI European Group BV                                                                                                   | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |       630000 | PA      | $652526.73      | 0.00%             | 2024-11-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                                           | GSAA Home Equity Trust, Series 2005-14, Class 1A2                                                                      | CUSIP: 362341B32<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1961988 | PA      | $859104.61      | 0.00%             | 2035-12-25      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                        | CUSIP: N/A<br>LEI: 549300F5XIFGNNW4CF72       | Long             | DBT              | CORP              | GB        |      4900000 | PA      | $5512786.85     | 0.01%             | 2026-01-14      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Mexico City Airport Trust                                                        | Mexico City Airport Trust                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     10000000 | PA      | $9495625.00     | 0.03%             | 2026-10-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                              | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      7402000 | PA      | $4748882.19     | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $51698.43       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133A34G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2466700 | PA      | $2330612.63     | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        52993 | PA      | $-100178.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2900000 | PA      | $-261036.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Highbridge Loan Management Ltd.                                                  | Highbridge Loan Management Ltd., Series 7A-2015, Class BR                                                              | CUSIP: 40437RAD1<br>LEI: 254900IU43NDZ7HEB142 | Long             | ABS-CBDO         | CORP              | KY        |       580000 | PA      | $569365.99      | 0.00%             | 2027-03-15      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37046URD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |     13920000 | PA      | $13697177.97    | 0.04%             | 2023-04-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2001-R1A, Class A                                         | CUSIP: 65535VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       768151 | PA      | $731699.44      | 0.00%             | 2030-02-19      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-221, Class CI                                                    | CUSIP: 38383FRX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14073100 | PA      | $1879765.03     | 0.00%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                                                    | Pioneer Natural Resources Co.                                                                                          | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |       301000 | PA      | $235719.29      | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Naturgy Finance BV                                                               | Naturgy Finance BV                                                                                                     | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | NL        |      5200000 | PA      | $4824525.00     | 0.01%             | 2026-11-23      | Variable      | 2.37%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                  | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      2352000 | PA      | $1882041.00     | 0.00%             | 2041-10-07      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Russian Federation                                                               | Russian Federation                                                                                                     | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | RU        |   1479489000 | PA      | $5416434.31     | 0.01%             | 2035-07-18      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| New Hampshire Municipal Bond Bank                                                | New Hampshire Municipal Bond Bank, Series 2022 A                                                                       | CUSIP: 64465QJF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1530000 | PA      | $1354514.58     | 0.00%             | 2038-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association, Series 2020-32, Class PI                                                        | CUSIP: 3136B9RB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27745753 | PA      | $5307609.98     | 0.01%             | 2050-05-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Crown PropTech Acquisitions                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       333560 | NS      | $3.34           | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     19170000 | PA      | $228961.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fremont Home Loan Trust                                                          | Fremont Home Loan Trust, Series 2006-3, Class 2A3                                                                      | CUSIP: 35729MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5505954 | PA      | $1926961.28     | 0.01%             | 2037-02-25      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3131XYWF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       287805 | PA      | $273627.98      | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                         | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $3477548.92     | 0.01%             | 2024-03-25      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| CVC Cordatus Loan Fund XX DAC                                                    | CVC Cordatus Loan Fund XX DAC, Series 20A, Class DE                                                                    | CUSIP: N/A<br>LEI: 549300Y0MU701LKFIU29       | Long             | ABS-CBDO         | CORP              | IE        |      1450000 | PA      | $1316045.43     | 0.00%             | 2034-06-22      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                              | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      7345000 | PA      | $6615861.85     | 0.02%             | 2028-08-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-VIV5, Class A                                                                | CUSIP: 05605VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5617650 | PA      | $4482514.50     | 0.01%             | 2044-03-09      | Variable      | 2.84%                 | No            | 2                  | On Loan: No      |
| Motor plc                                                                        | Motor plc, Series 2016-1, Class E                                                                                      | CUSIP: N/A<br>LEI: 2138005W9IXKJNBCS895       | Long             | ABS-O            | CORP              | GB        |       178577 | PA      | $215665.96      | 0.00%             | 2025-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| New Look Builders, Inc.                                                          | New Look Builders, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      8689610 | NS      | $86.90          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class C                                                               | CUSIP: 69701NAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $5617804.80     | 0.01%             | 2030-10-15      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| KeyCorp Student Loan Trust                                                       | KeyCorp Student Loan Trust, Series 2004-A, Class 2D                                                                    | CUSIP: 493268CB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6870000 | PA      | $6357760.43     | 0.02%             | 2042-07-28      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| OZLM VIII Ltd.                                                                   | OZLM VIII Ltd., Series 2014-8A, Class CRR                                                                              | CUSIP: 67107FBJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1835000 | PA      | $1688731.42     | 0.00%             | 2029-10-17      | Floating      | 7.23%                 | No            | 2                  | On Loan: No      |
| CWHEQ Home Equity Loan Trust                                                     | CWHEQ Home Equity Loan Trust, Series 2006-S5, Class A5                                                                 | CUSIP: 126683AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       343957 | PA      | $411229.33      | 0.00%             | 2035-06-25      | Fixed         | 6.16%                 | No            | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     19021000 | PA      | $16807431.13    | 0.04%             | 2026-09-18      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     36586000 | PA      | $31560086.79    | 0.08%             | 2027-09-10      | Variable      | 1.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-610934.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133KPAH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6409711 | PA      | $6217301.96     | 0.02%             | 2052-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     40315000 | PA      | $-521265.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1250793.70     | 0.00%             | 2028-11-02      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                                    | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       200000 | PA      | $167326.00      | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XX Ltd.                                              | Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class ER                                                         | CUSIP: 08182KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $874802.70      | 0.00%             | 2034-07-15      | Floating      | 10.83%                | No            | 2                  | On Loan: No      |
| BCMSC Trust                                                                      | BCMSC Trust, Series 2000-A, Class A4                                                                                   | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5206995 | PA      | $794807.19      | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK4X, Class B                                                                               | CUSIP: N/A<br>LEI: 6354001CXJE7XMMVG324       | Long             | ABS-MBS          | CORP              | IE        |      1500448 | PA      | $1707198.61     | 0.00%             | 2031-08-17      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                                               | Cellnex Telecom SA                                                                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |      7800000 | PA      | $8252891.98     | 0.02%             | 2028-07-05      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    150000000 | PA      | $5610378.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2019-2A, Class A                                                              | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2415000 | PA      | $2155104.70     | 0.01%             | 2036-10-14      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                         | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | DBT              | CORP              | JP        |       685000 | PA      | $520132.34      | 0.00%             | 2040-07-09      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    565000000 | PA      | $529157812.50   | 1.40%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO Ltd.                                                       | Anchorage Capital CLO Ltd., Series 2018-1RA, Class A1                                                                  | CUSIP: 03328YAA2<br>LEI: 549300L8BI45FDIJHO17 | Long             | ABS-CBDO         | CORP              | KY        |      6650000 | PA      | $6564530.21     | 0.02%             | 2031-04-13      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Dana Financing Luxembourg SARL                                                   | Dana Financing Luxembourg SARL                                                                                         | CUSIP: N/A<br>LEI: 222100DKCE3D036DQU13       | Long             | DBT              | CORP              | LU        |       550000 | PA      | $449626.47      | 0.00%             | 2029-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                    | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97435.93       | 0.00%             | 2025-06-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Grupo Bimbo SAB de CV                                                            | Grupo Bimbo SAB de CV                                                                                                  | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |      1712000 | PA      | $1696271.00     | 0.00%             | 2023-04-17      | Variable      | 5.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     27500000 | PA      | $163584.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                            | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95121.51       | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK4X, Class D                                                                               | CUSIP: N/A<br>LEI: 6354001CXJE7XMMVG324       | Long             | ABS-MBS          | CORP              | IE        |      2331518 | PA      | $2492952.78     | 0.01%             | 2031-08-17      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                        | GoodLeap Sustainable Home Solutions Trust, Series 2022-3CS, Class A                                                    | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12011773 | PA      | $11116938.95    | 0.03%             | 2049-07-20      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     28795081 | PA      | $230766.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     31320000 | PA      | $-133412.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mercedes-Benz Group AG                                                           | Mercedes-Benz Group AG                                                                                                 | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |       130413 | NS      | $8528351.77     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     27043525 | PA      | $1527256.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp., Series N                                                                                        | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1679000 | PA      | $1485417.28     | 0.00%             | 2027-03-11      | Variable      | 1.66%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      4900000 | PA      | $5372747.45     | 0.01%             | 2026-05-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| RFMSI Trust                                                                      | RFMSI Trust, Series 2006-SA2, Class 2A1                                                                                | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8230598 | PA      | $5740596.10     | 0.02%             | 2036-08-25      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-LBA, Class FJV                                                                                   | CUSIP: 05609BAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11223000 | PA      | $9974887.93     | 0.03%             | 2036-02-15      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| Rad CLO 7 Ltd.                                                                   | Rad CLO 7 Ltd., Series 2020-7A, Class A1                                                                               | CUSIP: 48661CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $245804.95      | 0.00%             | 2033-04-17      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -57000000 | PA      | $-3985115.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                   | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1025200.13     | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     80388529 | PA      | $3222859.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Agate Bay Mortgage Trust                                                         | Agate Bay Mortgage Trust, Series 2015-3, Class B5                                                                      | CUSIP: 00841YCG1<br>LEI: 549300GXWD0QSMEEID35 | Long             | ABS-MBS          | CORP              | US        |      1520648 | PA      | $978404.24      | 0.00%             | 2045-04-25      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| SUN Country Marine, Inc.                                                         | SUN Country Marine, Inc., Series 2019-1C                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      3542410 | PA      | $3449598.42     | 0.01%             | 2023-12-15      | Fixed         | 7.00%                 | No            | 3                  | On Loan: No      |
| Babson CLO Ltd.                                                                  | Babson CLO Ltd., Series 2015-IA, Class BR                                                                              | CUSIP: 056162AQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $242120.75      | 0.00%             | 2031-01-20      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-4A, Class B                                                               | CUSIP: 69702HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $471094.60      | 0.00%             | 2029-10-15      | Floating      | 5.83%                 | No            | 2                  | On Loan: No      |
| Coherent Corp.                                                                   | Coherent Corp., Term Loan B                                                                                            | CUSIP: 45173JAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1469464 | PA      | $1450728.62     | 0.00%             | 2029-07-02      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings, Inc.                                                 | Medical Solutions Holdings, Inc., 1st Lien Term Loan                                                                   | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       991122 | PA      | $926490.80      | 0.00%             | 2028-11-01      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Deep Instinct Ltd.                                                               | Deep Instinct Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       111033 | NS      | $646212.06      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Northern Graphite Corp.                                                          | Northern Graphite Corp.                                                                                                | CUSIP: 66516A105<br>LEI: 529900OUPY3FCWZYXT60 | Long             | EC               | CORP              | CA        |       435208 | NS      | $155890.61      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                    | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       100000 | PA      | $77412.03       | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2018-D, Class B                                                                       | CUSIP: 00968EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        62092 | PA      | $42874.37       | 0.00%             | 2058-08-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XLII, Ltd.                                                  | Madison Park Funding XLII, Ltd., Series 13A, Class A2                                                                  | CUSIP: 04966HAC0<br>LEI: 549300BF3YFW8EHN6F75 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $968352.10      | 0.00%             | 2030-11-21      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Note                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -4500 | NC      | $-351562.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-55607.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                            | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |       800000 | PA      | $865449.59      | 0.00%             | 2027-06-20      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Millicom International Cellular SA                                               | Millicom International Cellular SA                                                                                     | CUSIP: 600814AP2<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      5400000 | PA      | $5355450.00     | 0.01%             | 2026-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SoFi Technologies, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          700 | NC      | $14350.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rad CLO 5 Ltd.                                                                   | Rad CLO 5 Ltd., Series 2019-5A, Class DR                                                                               | CUSIP: 74923EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $231966.25      | 0.00%             | 2032-07-24      | Floating      | 7.47%                 | No            | 2                  | On Loan: No      |
| SPDR S&P 500 ETF Trust                                                           | SPDR S&P 500 ETF Trust                                                                                                 | CUSIP: 78462F103<br>LEI: 549300NZAMSJ8FXPQQ63 | Long             |  | RF                | US        |         9770 | NS      | $3736341.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Intel Corp.                                                                                                            | CUSIP: 00C9SEE52<br>LEI: N/A                  | N/A              | DE               |  | US        |          722 | NC      | $7220.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2010AAA                                                                   | CUSIP: 74526QXU1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      1710000 | PA      | $1264200.01     | 0.00%             | 2023-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Brookfield Property REIT, Inc.                                                   | Brookfield Property REIT, Inc.                                                                                         | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $167163.06      | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                             | Beast Mortgage Trust, Series 2021-SSCP, Class G                                                                        | CUSIP: 05601PAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7248000 | PA      | $6647478.56     | 0.02%             | 2036-04-15      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     26626000 | PA      | $18969407.47    | 0.05%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                       | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3175000 | PA      | $3012915.55     | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series GG                                                                                | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       720000 | PA      | $598941.72      | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     22791654 | PA      | $2233538.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CSMC OA LLC                                                                      | CSMC OA LLC, Series 2014-USA, Class X2                                                                                 | CUSIP: 12649AAG4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    598765000 | PA      | $1198056.91     | 0.00%             | 2037-09-15      | Variable      | 0.04%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-45T1, Class 2A2                                                                    | CUSIP: 02149JAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2406273 | PA      | $1346907.71     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Canada 10 Year Bonds                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -288 | NC      | $607803.31      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                              | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       170000 | PA      | $212475.25      | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                       | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       200000 | PA      | $181626.47      | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XX Ltd.                                                     | Neuberger Berman CLO XX Ltd., Series 2015-20A, Class ARR                                                               | CUSIP: 64130TBA2<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |       439000 | PA      | $427249.11      | 0.00%             | 2034-07-15      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1515000 | PA      | $1728526.72     | 0.00%             | 2025-06-15      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     49527000 | PA      | $455580.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      8000000 | PA      | $101632.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    198297840 | PA      | $186260.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pearl Holding III Ltd.                                                           | Pearl Holding III Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 5493006KBFRFAYN8S550       | Long             | DBT              | CORP              | KY        |      2660000 | PA      | $927675.00      | 0.00%             | 2025-10-22      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                    | CUSIP: 06406RBC0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     25000000 | PA      | $24201395.25    | 0.06%             | 2025-04-25      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2900000 | PA      | $17871.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                                                      | Raytheon Technologies Corp.                                                                                            | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       200000 | PA      | $180214.05      | 0.00%             | 2048-11-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Ensemble RCM LLC                                                                 | Ensemble RCM LLC, Term Loan                                                                                            | CUSIP: 29359BAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994872 | PA      | $981938.47      | 0.00%             | 2026-08-03      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XVII Ltd.                                                   | Madison Park Funding XVII Ltd., Series 2015-17A, Class AR2                                                             | CUSIP: 55818YBN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       991256 | PA      | $977994.25      | 0.00%             | 2030-07-21      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Strata CLO I Ltd.                                                                | Strata CLO I Ltd., Series 2018-1A, Class E                                                                             | CUSIP: 86267XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1690000 | PA      | $1489850.09     | 0.00%             | 2031-01-15      | Floating      | 11.16%                | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X3AX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1834744 | PA      | $1749439.12     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Stem, Inc.                                                                       | Stem, Inc.                                                                                                             | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |      1234000 | PA      | $775939.20      | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Ziggo BV                                                                         | Ziggo BV                                                                                                               | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $167354.00      | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2268707.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Climate Transition Capital Acquisition I BV                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | NL        |       155663 | NS      | $15163.28       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                          | CUSIP: N/A<br>LEI: 549300GCEDD8YCF5WU84       | Long             | DBT              | CORP              | US        |      7784000 | PA      | $6817805.58     | 0.02%             | 2030-02-25      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp. STACR REMIC Trust                               | Federal Home Loan Mortgage Corp. STACR REMIC Trust Variable Rate Notes, Series 2021-DNA1, Class B1                     | CUSIP: 35564KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10847000 | PA      | $9753206.96     | 0.03%             | 2051-01-25      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class SA                                                                      | CUSIP: 009740AH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       195473 | PA      | $91676.79       | 0.00%             | 2060-12-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Forestar Group, Inc.                                                             | Forestar Group, Inc.                                                                                                   | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |      2712000 | PA      | $2377584.61     | 0.01%             | 2026-05-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                                                  | Nordea Bank Abp                                                                                                        | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |      5900000 | PA      | $5645415.44     | 0.01%             | 2032-12-09      | Variable      | 1.62%                 | No            | 2                  | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16070000 | PA      | $13774599.29    | 0.04%             | 2026-10-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SPDR S&P Regional Banking ETF                                                                                          | CUSIP: 00P83V6R0<br>LEI: N/A                  | N/A              | DE               |  | US        |         8978 | NC      | $511746.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Satus plc                                                                        | Satus plc, Series 2021-1, Class A                                                                                      | CUSIP: N/A<br>LEI: 6354009RPGD3VEUB2K73       | Long             | ABS-O            | CORP              | GB        |       113905 | PA      | $137256.31      | 0.00%             | 2028-08-17      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -54564000 | PA      | $-76865.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      2530000 | PA      | $452855.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      5714000 | PA      | $6005130.47     | 0.02%             | 2028-11-03      | Variable      | 7.39%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2020-VIV4, Class A                                                                | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1284000 | PA      | $1037793.00     | 0.00%             | 2044-03-09      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4                                                    | CUSIP: 61744CUV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7412213 | PA      | $6048271.45     | 0.02%             | 2035-09-25      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    521289000 | PA      | $9847790.23     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $669839.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                      | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       129000 | PA      | $118109.56      | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| EFS Cogen Holdings I LLC                                                         | EFS Cogen Holdings I LLC, Term Loan B                                                                                  | CUSIP: 26844HAJ6<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |      1000000 | PA      | $959460.00      | 0.00%             | 2027-10-01      | Variable      | 8.24%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                       | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $358461.70      | 0.00%             | 2026-03-19      | Fixed         | 1.69%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $83991.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Domi BV                                                                          | Domi BV, Series 2021-1, Class A                                                                                        | CUSIP: N/A<br>LEI: 724500GC0MQI1HTJVG97       | Long             | ABS-MBS          | CORP              | NL        |      2285949 | PA      | $2396370.55     | 0.01%             | 2053-06-15      | Floating      | 2.68%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO IV Ltd.                                                             | Trinitas CLO IV Ltd., Series 2016-4A, Class A2L2                                                                       | CUSIP: 89640XBM7<br>LEI: 635400UFTIJ9NEWTCB16 | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $871191.00      | 0.00%             | 2031-10-18      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Salesforce, Inc.                                                                                                       | CUSIP: 00C7XHNW4<br>LEI: N/A                  | N/A              | DE               |  | US        |          216 | NC      | $324.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Madison Park Funding XXX Ltd.                                                    | Madison Park Funding XXX Ltd., Series 2018-30A, Class A                                                                | CUSIP: 55821TAA5<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |      6507399 | PA      | $6424366.58     | 0.02%             | 2029-04-15      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| European TopSoho SARL                                                            | European TopSoho SARL, Series SMCP                                                                                     | CUSIP: N/A<br>LEI: 222100WPZ89Z7MJRFX19       | Long             | DBT              | CORP              | LU        |     13600000 | PA      | $12387882.82    | 0.03%             | 2021-09-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     11875000 | PA      | $68766.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bahn Finance GmbH                                                       | Deutsche Bahn Finance GmbH                                                                                             | CUSIP: N/A<br>LEI: 52990002BAIDUAIIYU29       | Long             | DBT              | CORP              | DE        |      9900000 | PA      | $9611891.69     | 0.03%             | 2025-01-22      | Variable      | 0.95%                 | No            | 2                  | On Loan: No      |
| TRESTLES CLO V Ltd.                                                              | TRESTLES CLO V Ltd., Series 2021-5A, Class E                                                                           | CUSIP: 89532VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4250000 | PA      | $3668858.83     | 0.01%             | 2034-10-20      | Floating      | 10.59%                | No            | 2                  | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                                                          | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       200000 | PA      | $132152.04      | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2018-1745, Class A                                                       | CUSIP: 94990DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2708000 | PA      | $2313422.47     | 0.01%             | 2036-06-15      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                     | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91221.58       | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     88582710 | PA      | $73443.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       400000 | PA      | $357277.85      | 0.00%             | 2048-10-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                               | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      7300000 | PA      | $7880847.65     | 0.02%             | 2026-01-29      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                                   | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A1                                             | CUSIP: 225470FK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3161763 | PA      | $777453.82      | 0.00%             | 2035-11-25      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      7900000 | PA      | $7099691.95     | 0.02%             | 2029-04-17      | Variable      | 1.12%                 | No            | 2                  | On Loan: No      |
| Impac Secured Assets Trust                                                       | Impac Secured Assets Trust, Series 2006-3, Class A1                                                                    | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1913731 | PA      | $1626547.93     | 0.00%             | 2036-11-25      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Red & Black Auto Germany 8 UG                                                    | Red & Black Auto Germany 8 UG, Series 8, Class C                                                                       | CUSIP: N/A<br>LEI: 391200E3OPA9K4R22Z70       | Long             | ABS-O            | CORP              | DE        |       400000 | PA      | $414436.28      | 0.00%             | 2030-09-15      | Floating      | 2.64%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-222750.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     41846000 | PA      | $-1272751.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     16347000 | PA      | $-136173.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield US Borrower LLC, Term Loan                                                                         | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992347 | PA      | $967895.51      | 0.00%             | 2025-08-21      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO II Ltd.                                                             | Whitebox CLO II Ltd., Series 2020-2A, Class DR                                                                         | CUSIP: 96466CAU2<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      6750000 | PA      | $6119676.23     | 0.02%             | 2034-10-24      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                    | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      5000000 | PA      | $4677500.00     | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | McKesson Corp.                                                                                                         | CUSIP: 00P9F4RD3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -210 | NC      | $-74025.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140K8ZC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5038 | PA      | $4756.92        | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fortune Star BVI Ltd.                                                            | Fortune Star BVI Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 2549008CU8NYQQRSNU62       | Long             | DBT              | CORP              | VG        |      2561000 | PA      | $2013266.13     | 0.01%             | 2025-10-19      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                                                            | Deutsche Lufthansa AG                                                                                                  | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      3200000 | PA      | $2898675.84     | 0.01%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Azure Finance No. 2 plc                                                          | Azure Finance No. 2 plc, Series 2, Class C                                                                             | CUSIP: N/A<br>LEI: 213800O5Z4Y2QLJZQT22       | Long             | ABS-O            | CORP              | GB        |      1699000 | PA      | $2046886.87     | 0.01%             | 2030-07-20      | Floating      | 6.43%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1427000 | PA      | $1115098.47     | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Highbridge Loan Management Ltd.                                                  | Highbridge Loan Management Ltd., Series 12A-18, Class A1B                                                              | CUSIP: 44330QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       930000 | PA      | $895450.41      | 0.00%             | 2031-07-18      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                   | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        12665 | NS      | $805747.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Pikes Peak CLO                                                                   | Pikes Peak CLO 11, Series 2022-11A, Class A1                                                                           | CUSIP: 72132KAA3<br>LEI: 5493008O059R6VFBVX94 | Long             | ABS-CBDO         | CORP              | KY        |     11000000 | PA      | $10737522.40    | 0.03%             | 2034-07-25      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     13745000 | PA      | $271547.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $45259.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RMAC Securities No. 1 plc                                                        | RMAC Securities No. 1 plc, Series 2007-NS1X, Class A2A                                                                 | CUSIP: N/A<br>LEI: 213800C48M2JTBGZT736       | Long             | ABS-MBS          | CORP              | GB        |       312654 | PA      | $359227.91      | 0.00%             | 2044-06-12      | Floating      | 3.70%                 | No            | 2                  | On Loan: No      |
| Bangkok Bank PCL                                                                 | Bangkok Bank PCL                                                                                                       | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |      2577000 | PA      | $2148251.63     | 0.01%             | 2034-09-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                                                                 | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      1100000 | PA      | $715749.62      | 0.00%             | 2027-02-11      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Kimco Realty Corp.                                                               | Kimco Realty Corp.                                                                                                     | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       202000 | PA      | $164642.65      | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31334WXY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       552480 | PA      | $516031.59      | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Seneca Park CLO Ltd.                                                             | Seneca Park CLO Ltd., Series 2014-1A, Class SUB                                                                        | CUSIP: 817174AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $15800.00       | 0.00%             | 2026-07-17      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                  | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     21028000 | PA      | $20472195.05    | 0.05%             | 2024-03-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| CMF plc                                                                          | CMF plc, Series 2020-1, Class B                                                                                        | CUSIP: N/A<br>LEI: 6354005IDWW8PQJAHB37       | Long             | ABS-MBS          | CORP              | GB        |       220000 | PA      | $262179.21      | 0.00%             | 2057-01-16      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| BCP V Modular Services Finance II plc                                            | BCP V Modular Services Finance II plc                                                                                  | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      2888000 | PA      | $2581368.77     | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 5 Ltd.                                                           | Signal Peak CLO 5 Ltd., Series 2018-5A, Class A                                                                        | CUSIP: 56844YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4899188.00     | 0.01%             | 2031-04-25      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                                                         | Virgin Media Bristol LLC, Facility Term Loan N                                                                         | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $981790.00      | 0.00%             | 2028-01-31      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2021-2, Class A                                                                                     | CUSIP: N/A<br>LEI: 213800OI5O7QF6XV6F68       | Long             | ABS-O            | CORP              | GB        |      1281824 | PA      | $1547349.35     | 0.00%             | 2028-10-20      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| Golden State Tobacco Securitization Corp.                                        | Golden State Tobacco Securitization Corp., Series 2021B                                                                | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4140000 | PA      | $3286480.01     | 0.01%             | 2034-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| GoodRx, Inc.                                                                     | GoodRx, Inc., 1st Lien Term Loan                                                                                       | CUSIP: 38245HAC1<br>LEI: 25490061CWK7F0OTY260 | Long             | LON              | CORP              | US        |       992159 | PA      | $963634.27      | 0.00%             | 2025-10-10      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      4435000 | PA      | $4020374.95     | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Prodigy Finance DAC                                                              | Prodigy Finance DAC, Series 2021-1A, Class B                                                                           | CUSIP: 742855AB5<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      1220000 | PA      | $1195116.03     | 0.00%             | 2051-07-25      | Floating      | 6.89%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Bank                                                           | Washington Mutual Escrow Bonds                                                                                         | CUSIP: 939MMIBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2631000 | PA      | $0.26           | 0.00%             | 2017-09-19      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Massachusetts Housing Finance Agency                                             | Massachusetts Housing Finance Agency, Series 2014B                                                                     | CUSIP: 57587ADP0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |       860000 | PA      | $842767.13      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                           | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      8326000 | PA      | $8191313.30     | 0.02%             | 2024-01-31      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| City of Charlotte                                                                | City of Charlotte, Series 2021A                                                                                        | CUSIP: 161036RV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     12920000 | PA      | $9491812.63     | 0.03%             | 2046-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     25354500 | PA      | $-8849.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-CA, Class D                                                                     | CUSIP: 64035GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1880000 | PA      | $1479242.09     | 0.00%             | 2062-04-20      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2015-590M, Class E                                                                | CUSIP: 36250WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2540000 | PA      | $2047633.95     | 0.01%             | 2035-10-10      | Variable      | 3.81%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1674000 | PA      | $228725.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2014-SAF1, Class B5                                                                                 | CUSIP: 12648FAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2835147 | PA      | $2046865.25     | 0.01%             | 2044-03-25      | Variable      | 3.83%                 | No            | 2                  | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                                                           | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |        70000 | PA      | $68250.01       | 0.00%             | 2025-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $32749.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                        | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       500000 | PA      | $497243.61      | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                       | AMSR Trust, Series 2020-SFR4, Class E2                                                                                 | CUSIP: 66981FAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4080000 | PA      | $3554467.44     | 0.01%             | 2037-11-17      | Fixed         | 2.46%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1360000 | PA      | $32722.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hops Hill No. 2 plc                                                              | Hops Hill No. 2 plc, Series 2, Class C                                                                                 | CUSIP: N/A<br>LEI: 213800HS79HZG1YRY579       | Long             | ABS-MBS          | CORP              | GB        |      1077000 | PA      | $1266804.66     | 0.00%             | 2054-11-27      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       500000 | PA      | $401631.68      | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                       | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      9441000 | PA      | $8790908.20     | 0.02%             | 2027-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| LendingPoint Pass-Through Trust                                                  | LendingPoint Pass-Through Trust, Series 2022-ST2, Class A                                                              | CUSIP: 52607QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2115780 | PA      | $2021551.14     | 0.01%             | 2028-04-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-F, Class A                                                                       | CUSIP: 00971FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88420267 | PA      | $77976117.81    | 0.21%             | 2061-06-25      | Variable      | 1.87%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      3056000 | PA      | $3151238.67     | 0.01%             | 2027-01-11      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      8259500 | PA      | $-669447.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                           | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      2489000 | PA      | $1617951.75     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       572000 | PA      | $599344.25      | 0.00%             | 2033-10-18      | Variable      | 6.34%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140L45V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       273107 | PA      | $250584.47      | 0.00%             | 2051-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Park River Holdings, Inc.                                                        | Park River Holdings, Inc.                                                                                              | CUSIP: 70082LAA5<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -3983000 | PA      | $-2652300.29    | -0.01%            | 2029-02-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    229295000 | PA      | $145486.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DMRU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2370620 | PA      | $2111109.77     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                    | Cheplapharm Arzneimittel GmbH                                                                                          | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      5910000 | PA      | $5542207.24     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     15120000 | PA      | $3040955.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GoldentTree Loan Management US CLO 1 Ltd.                                        | GoldentTree Loan Management US CLO 1 Ltd., Series 2021-11A, Class EJ                                                   | CUSIP: 38138RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       375000 | PA      | $350488.95      | 0.00%             | 2034-10-20      | Floating      | 11.99%                | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2019-16A, Class AR                                                                                | CUSIP: 67570QAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $490257.55      | 0.00%             | 2033-04-10      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                       | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     12530000 | PA      | $11360485.39    | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $4753719.66     | 0.01%             | 2023-09-29      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      7750000 | PA      | $-39406.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Triaxx Prime CDO Ltd.                                                            | Triaxx Prime CDO Ltd., Series 2006-1A, Class A2                                                                        | CUSIP: 896005AB1<br>LEI: 549300ONT38CX63OJ636 | Long             | ABS-CBDO         | CORP              | KY        |     50060000 | PA      | $258504.83      | 0.00%             | 2039-03-03      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |      2487550 | PA      | $2487550.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| AREIT LLC                                                                        | AREIT LLC, Series 2022-CRE7, Class A                                                                                   | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11460000 | PA      | $11269496.98    | 0.03%             | 2039-06-17      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                            | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5525000 | PA      | $4648976.11     | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |    107880000 | PA      | $1396900.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TICP CLO III-2 Ltd.                                                              | TICP CLO III-2 Ltd., Series 2018-3R, Class B                                                                           | CUSIP: 87249FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $492293.75      | 0.00%             | 2028-04-20      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    584074500 | PA      | $10798283.08    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6997000 | PA      | $6118057.85     | 0.02%             | 2028-06-01      | Variable      | 2.18%                 | No            | 2                  | On Loan: No      |
| Jingrui Holdings Ltd.                                                            | Jingrui Holdings Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 549300RXCFKI6KHCMP52       | Long             | DBT              | CORP              | KY        |      2542000 | PA      | $101680.00      | 0.00%             | 2023-07-25      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| CARLYLE US CLO Ltd.                                                              | CARLYLE US CLO Ltd., Series 2018-1A, Class A1                                                                          | CUSIP: 14311XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     19500000 | PA      | $19254678.30    | 0.05%             | 2031-04-20      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                                               | Telecom Italia SpA                                                                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      1100000 | PA      | $1068576.71     | 0.00%             | 2026-01-28      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SolarWinds Holdings, Inc.                                                        | SolarWinds Holdings, Inc., First Lien Term Loan                                                                        | CUSIP: 83417UAK2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1255865 | PA      | $1241472.57     | 0.00%             | 2027-02-05      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                      | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       200000 | PA      | $224910.96      | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                                                     | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |      5704000 | PA      | $5530129.82     | 0.01%             | 2026-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2019-2A, Class C                                                                        | CUSIP: 52604AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7820000 | PA      | $6959426.99     | 0.02%             | 2028-04-20      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc., Term Loan                                                                              | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |       992443 | PA      | $975254.21      | 0.00%             | 2026-03-15      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Invesco Euro CLO IV DAC                                                          | Invesco Euro CLO IV DAC, Series 4A, Class B1                                                                           | CUSIP: N/A<br>LEI: 549300LLUOZ9GWTWJV80       | Long             | ABS-CBDO         | CORP              | IE        |       625000 | PA      | $631161.81      | 0.00%             | 2033-04-15      | Floating      | 3.08%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                     | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       270000 | PA      | $260719.09      | 0.00%             | 2024-09-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -50000000 | PA      | $-40062500.00   | -0.11%            | 2052-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3939450.66     | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Penn National Gaming, Inc.                                                       | Penn National Gaming, Inc., Facility Term Loan B                                                                       | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       995000 | PA      | $983527.65      | 0.00%             | 2029-05-03      | Variable      | 7.17%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                 | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93337.00       | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Leviathan Bond Ltd.                                                              | Leviathan Bond Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |      1897000 | PA      | $1883721.00     | 0.00%             | 2023-06-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Stellantis NV                                                                    | Stellantis NV                                                                                                          | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |      4110000 | PA      | $4405612.08     | 0.01%             | 2023-07-07      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418DQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3869469 | PA      | $3660794.16     | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Allegro CLO XI Ltd.                                                              | Allegro CLO XI Ltd., Series 2019-2A, Class C                                                                           | CUSIP: 01750HAG7<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-CBDO         | CORP              | KY        |       560000 | PA      | $536305.62      | 0.00%             | 2033-01-19      | Floating      | 7.23%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                                                          | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      4315000 | PA      | $3850243.43     | 0.01%             | 2028-03-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Avaya, Inc.                                                                      | Avaya, Inc., Term Loan B                                                                                               | CUSIP: 05349UBE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2677000 | PA      | $1586122.50     | 0.00%             | 2027-12-15      | Variable      | 14.34%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     28300447 | PA      | $228194.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AT Securities BV                                                                 | AT Securities BV                                                                                                       | CUSIP: N/A<br>LEI: 894500FVP65TB5QVZL54       | Long             | DBT              | CORP              | NL        |      6250000 | PA      | $2875500.00     | 0.01%             | 2023-07-21      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      4900000 | PA      | $5561018.88     | 0.01%             | 2026-01-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                     | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       300000 | PA      | $200593.88      | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Sky Ltd.                                                                         | Sky Ltd.                                                                                                               | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |      2074000 | PA      | $2024477.19     | 0.01%             | 2024-09-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                     | CUSIP: 25714PED6<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |      4883000 | PA      | $4142309.94     | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Hellenic Republic                                                                | Hellenic Republic                                                                                                      | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |     13034000 | PA      | $12341598.10    | 0.03%             | 2026-02-12      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                       | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      3355000 | PA      | $3149237.85     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Small Balance Commercial Mortgage Trust                          | Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2007-3A, Class M2                                      | CUSIP: 52521UAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5850000 | PA      | $4612281.57     | 0.01%             | 2037-10-25      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Xperi Holding Corp.                                                              | Xperi Holding Corp. Term Loan B                                                                                        | CUSIP: 98422BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1441558 | PA      | $1387500.00     | 0.00%             | 2028-06-08      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                                       | Cedar Funding VII CLO Ltd., Series 2018-7A, Class A2                                                                   | CUSIP: 15032FAC0<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $240239.13      | 0.00%             | 2031-01-20      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                                    | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      7171000 | PA      | $5811839.14     | 0.02%             | 2030-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11920000 | PA      | $-1520501.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     12489000 | PA      | $538047.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                                | GreenPoint Mortgage Funding Trust, Series 2006-AR2, Class 4A1                                                          | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1337255 | PA      | $1264857.43     | 0.00%             | 2036-03-25      | Floating      | 4.05%                 | No            | 2                  | On Loan: No      |
| Sun Country, Inc.                                                                | Sun Country, Inc., Series 2019-1B                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      3444661 | PA      | $3255204.82     | 0.01%             | 2025-12-15      | Fixed         | 4.70%                 | No            | 3                  | On Loan: No      |
| Anchorage Capital Europe CLO DAC                                                 | Anchorage Capital Europe CLO DAC, Series 4A, Class D                                                                   | CUSIP: N/A<br>LEI: 635400DODOOELVF8BK72       | Long             | ABS-CBDO         | CORP              | IE        |       590000 | PA      | $561205.51      | 0.00%             | 2034-04-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                            | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      4070000 | PA      | $3760544.39     | 0.01%             | 2026-08-19      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7339520.23     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AMVH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       941500 | PA      | $867934.90      | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Pitney Bowes, Inc.                                                               | Pitney Bowes, Inc.                                                                                                     | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     28805000 | PA      | $24625106.45    | 0.07%             | 2027-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                 | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $10202270.16    | 0.03%             | 2028-09-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                      | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     13507000 | PA      | $10708391.34    | 0.03%             | 2052-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $41703.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      9000000 | PA      | $8912363.32     | 0.02%             | 2026-05-09      | Variable      | 0.81%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 55B Ltd.                                              | Golub Capital Partners CLO 55B Ltd., Series 2021-55A, Class E                                                          | CUSIP: 38178QAA6<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |      2690000 | PA      | $2368589.12     | 0.01%             | 2034-07-20      | Floating      | 10.80%                | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2022-SFR1, Class G                                                                  | CUSIP: 74333YAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5383000 | PA      | $4202951.66     | 0.01%             | 2041-02-17      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| Network i2i Ltd.                                                                 | Network i2i Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 2549003L8M1FGHLHOX45       | Long             | DBT              | CORP              | MU        |      2162000 | PA      | $2052278.50     | 0.01%             | 2025-01-15      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Paragon Mortgages No. 25 plc                                                     | Paragon Mortgages No. 25 plc, Series 25, Class B                                                                       | CUSIP: N/A<br>LEI: 21380052TU89YPMW5366       | Long             | ABS-MBS          | CORP              | GB        |      3805000 | PA      | $4577937.69     | 0.01%             | 2050-05-15      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                    | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3464365.07     | 0.01%             | 2023-12-18      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                 | CUSIP: 984245AR1<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | NUSS              | AR        |      9226000 | PA      | $5508498.63     | 0.01%             | 2047-12-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| New York City Housing Development Corp.                                          | New York City Housing Development Corp., Series 2018C-1-A                                                              | CUSIP: 64972C4S9<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |      2815000 | PA      | $2525419.37     | 0.01%             | 2038-11-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Liberty Mutual Group, Inc.                                                       | Liberty Mutual Group, Inc.                                                                                             | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |      9425000 | PA      | $8878312.30     | 0.02%             | 2059-05-23      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Metinvest BV                                                                     | Metinvest BV                                                                                                           | CUSIP: N/A<br>LEI: 635400TMCKVEU87EJ582       | Long             | DBT              | CORP              | NL        |      2115000 | PA      | $1047321.56     | 0.00%             | 2029-10-17      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3131Y3Q58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          195 | PA      | $185.94         | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2020-1, Class B                                                                               | CUSIP: N/A<br>LEI: 2138001R7A1P55MJ8S09       | Long             | ABS-MBS          | CORP              | GB        |      2752000 | PA      | $3304592.90     | 0.01%             | 2054-12-12      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                     | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       200000 | PA      | $169606.76      | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                            | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     13500000 | PA      | $13028082.26    | 0.03%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     43962313 | PA      | $4020329.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $290421.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                              | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       139000 | PA      | $128219.67      | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Flexsys Holdings, Inc.                                                           | Flexsys Holdings, Inc., 1st Lien Term Loan                                                                             | CUSIP: 33939NAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4532225 | PA      | $3682432.81     | 0.01%             | 2028-11-01      | Variable      | 9.69%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                       | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     12544000 | PA      | $10254836.28    | 0.03%             | 2062-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2022-NQM1, Class A1                                                               | CUSIP: 06744DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13972071 | PA      | $13384222.48    | 0.04%             | 2052-07-25      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       800000 | PA      | $844877.93      | 0.00%             | 2029-02-20      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Welltower, Inc.                                                                  | Welltower, Inc.                                                                                                        | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      4125000 | PA      | $4017915.00     | 0.01%             | 2025-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| State of Washington                                                              | State of Washington, Series 2022 A                                                                                     | CUSIP: 93974ERU2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |     10000000 | PA      | $11053067.00    | 0.03%             | 2039-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Crown City CLO III                                                               | Crown City CLO III, Series 2021-1A, Class A1A                                                                          | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $238697.08      | 0.00%             | 2034-07-20      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| ThoughtWorks, Inc.                                                               | ThoughtWorks, Inc., Term Loan                                                                                          | CUSIP: 90010LAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1188798 | PA      | $1175424.38     | 0.00%             | 2028-03-24      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| TVC Mortgage Trust                                                               | TVC Mortgage Trust, Series 2020-RTL1, Class A1                                                                         | CUSIP: 90114YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1135999 | PA      | $1132155.79     | 0.00%             | 2024-09-25      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| New York State Urban Development Corp.                                           | New York State Urban Development Corp., Series 2021 B                                                                  | CUSIP: 64985TDG3<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      7085000 | PA      | $5743744.11     | 0.02%             | 2030-03-15      | Fixed         | 2.01%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140JGLQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1461601 | PA      | $1393623.84     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XB                                                              | CUSIP: 12531YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18700000 | PA      | $389399.82      | 0.00%             | 2058-05-10      | Variable      | 0.69%                 | No            | 2                  | On Loan: No      |
| 522 Funding CLO Ltd.                                                             | 522 Funding CLO Ltd., Series 2019-4A, Class CR                                                                         | CUSIP: 33834WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $476061.50      | 0.00%             | 2030-04-20      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAF2<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      4828000 | PA      | $4659925.25     | 0.01%             | 2081-01-23      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                    | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      8200000 | PA      | $7363038.14     | 0.02%             | 2027-01-26      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10979000 | PA      | $6908433.65     | 0.02%             | 2050-06-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                         | CUSIP: 16308NAA2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      5254000 | PA      | $5004435.00     | 0.01%             | 2027-10-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1499 | NC      | $103056.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      6766000 | PA      | $5477499.88     | 0.01%             | 2031-03-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RCKT Mortgage Trust                                                              | RCKT Mortgage Trust, Series 2020-1, Class B4                                                                           | CUSIP: 749389BK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1672687 | PA      | $1320159.87     | 0.00%             | 2050-02-25      | Variable      | 3.47%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      1700000 | PA      | $1547850.00     | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XLI Ltd.                                                    | Madison Park Funding XLI Ltd., Series 12A, Class CR                                                                    | CUSIP: 04965CAN8<br>LEI: 549300O252OCTN35RH57 | Long             | ABS-CBDO         | CORP              | KY        |      4365000 | PA      | $4206797.12     | 0.01%             | 2027-04-22      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2021-AA, Class E                                                                | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5040000 | PA      | $3881911.82     | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2022-CSMO, Class C                                                                | CUSIP: 05610MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3954910.40     | 0.01%             | 2027-06-15      | Floating      | 8.22%                 | No            | 2                  | On Loan: No      |
| CIFC European Funding CLO III DAC                                                | CIFC European Funding CLO III DAC, Series 3A, Class C                                                                  | CUSIP: N/A<br>LEI: 5493000EF0244RPYUG32       | Long             | ABS-CBDO         | CORP              | IE        |       500000 | PA      | $497642.73      | 0.00%             | 2034-01-15      | Floating      | 3.88%                 | No            | 2                  | On Loan: No      |
| Dryden 45 Senior Loan Fund                                                       | Dryden 45 Senior Loan Fund, Series 2016-45A, Class CR                                                                  | CUSIP: 26244MAS1<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |       375000 | PA      | $358134.60      | 0.00%             | 2030-10-15      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority                                                                                   | CUSIP: 74526QXR8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      1150000 | PA      | $850192.99      | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                 | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      9387000 | PA      | $8443390.32     | 0.02%             | 2025-04-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                    | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       151000 | PA      | $133932.95      | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2400000 | PA      | $-453994.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TeamSystem SpA                                                                   | TeamSystem SpA                                                                                                         | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      4381000 | PA      | $4428794.22     | 0.01%             | 2028-02-15      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       357000 | PA      | $349456.40      | 0.00%             | 2024-09-10      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-15, Class GI                                                     | CUSIP: 38382MY37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18754060 | PA      | $2781206.41     | 0.01%             | 2051-01-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       112000 | PA      | $130192.42      | 0.00%             | 2038-05-14      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                           | CUSIP: 03040WAK1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       526000 | PA      | $517588.88      | 0.00%             | 2024-03-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                            | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     31525000 | PA      | $29460868.47    | 0.08%             | 2029-08-18      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |       275000 | PA      | $270500.45      | 0.00%             | 2030-06-10      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Sunrun Xanadu Issuer LLC                                                         | Sunrun Xanadu Issuer LLC, Series 2019-1A, Class A                                                                      | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16172378 | PA      | $14304789.93    | 0.04%             | 2054-06-30      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Humana, Inc.                                                                                                           | CUSIP: 00C80MS10<br>LEI: N/A                  | N/A              | DE               |  | US        |          -61 | NC      | $-610.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ICON plc                                                                         | ICON plc, Term Loan                                                                                                    | CUSIP: L5000DAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       178243 | PA      | $177552.98      | 0.00%             | 2028-07-03      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                  | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     10400000 | PA      | $11147508.73    | 0.03%             | 2029-11-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                    | Bankers Healthcare Group Securitization Trust, Series 2020-A, Class C                                                  | CUSIP: 06616PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       750000 | PA      | $686438.85      | 0.00%             | 2031-09-17      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Vivo Energy Investments BV                                                       | Vivo Energy Investments BV                                                                                             | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |      5993000 | PA      | $5340512.13     | 0.01%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust                                                   | CAMB Commercial Mortgage Trust, Series 2019-LIFE, Class E                                                              | CUSIP: 12482HAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14638000 | PA      | $14012985.21    | 0.04%             | 2037-12-15      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1635000 | PA      | $99025.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2984000 | PA      | $2018749.02     | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Pierpont BTL plc                                                                 | Pierpont BTL plc, Series 2021-1, Class A                                                                               | CUSIP: N/A<br>LEI: 635400BETYQC2GECM352       | Long             | ABS-MBS          | CORP              | GB        |      3281392 | PA      | $3853196.32     | 0.01%             | 2053-12-22      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1800000 | PA      | $-10528.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                               | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     26025000 | PA      | $20571250.45    | 0.05%             | 2030-11-13      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                             | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       700000 | PA      | $674850.57      | 0.00%             | 2025-12-14      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -401536046 | PA      | $-2398325.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                     | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1513849.03     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      5900000 | PA      | $114758.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TICP CLO XI Ltd.                                                                 | TICP CLO XI Ltd., Series 2018-11A, Class B                                                                             | CUSIP: 87249QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1950060.00     | 0.01%             | 2031-10-20      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc., Series FF                                                                                | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93311.39       | 0.00%             | 2030-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20460000 | PA      | $15904941.51    | 0.04%             | 2031-09-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class M1                                                                      | CUSIP: 009695AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1577708 | PA      | $1230066.51     | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140JVCE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       802454 | PA      | $759333.20      | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Barings CLO Ltd.                                                                 | Barings CLO Ltd., Series 2018-3A, Class A1                                                                             | CUSIP: 06760PAC5<br>LEI: 5493000D71NBEM2WZE67 | Long             | ABS-CBDO         | CORP              | KY        |      3514567 | PA      | $3484402.23     | 0.01%             | 2029-07-20      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     12500000 | PA      | $-264967.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vertiv Group Corp.                                                               | Vertiv Group Corp.                                                                                                     | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      6769000 | PA      | $5753650.00     | 0.02%             | 2028-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| FCT Autonoria                                                                    | FCT Autonoria, Series 2019-1, Class E                                                                                  | CUSIP: N/A<br>LEI: 549300J0CMU2QRSXRZ67       | Long             | ABS-O            | CORP              | FR        |       381720 | PA      | $396667.78      | 0.00%             | 2035-09-25      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| University of Massachusetts Building Authority                                   | University of Massachusetts Building Authority, Series 2022-1                                                          | CUSIP: 914440UG5<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |      4780000 | PA      | $5077301.85     | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                            | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $8167447.40     | 0.02%             | 2030-05-11      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Harben Finance                                                                   | Harben Finance, Series 2017-1RX, Class D                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       441000 | PA      | $478873.65      | 0.00%             | 2055-09-28      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Jumpcloud, Inc., Series E-1                                                      | Jumpcloud, Inc., Series E-1                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4516957 | NS      | $16125536.49    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2022-SHIP, Class A                                                          | CUSIP: 36269CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14287000 | PA      | $14087017.72    | 0.04%             | 2036-08-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Apres Static CLO Ltd.                                                            | Apres Static CLO Ltd., Series 2019-1A, Class A1R                                                                       | CUSIP: 03835JBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       436259 | PA      | $431565.37      | 0.00%             | 2028-10-15      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| College Avenue Student Loans LLC                                                 | College Avenue Student Loans LLC, Series 2021-B, Class C                                                               | CUSIP: 19425AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       900000 | PA      | $721016.64      | 0.00%             | 2052-06-25      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| India Green Energy Holdings                                                      | India Green Energy Holdings                                                                                            | CUSIP: 45410FAA3<br>LEI: 2549005BFUXXT5HWAG36 | Long             | DBT              | CORP              | MU        |      1712000 | PA      | $1647800.00     | 0.00%             | 2024-04-29      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                  | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |      4575000 | PA      | $4386784.50     | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Intrum AB                                                                        | Intrum AB                                                                                                              | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |      1286000 | PA      | $1248024.38     | 0.00%             | 2025-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3706667 | PA      | $-136949.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -134080000 | PA      | $-12148.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2022-2A, Class D                                                               | CUSIP: 69702KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     11500000 | PA      | $10522525.30    | 0.03%             | 2030-10-15      | Floating      | 10.06%                | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class C                                                                 | CUSIP: 12434AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10301704 | PA      | $9683601.56     | 0.03%             | 2033-02-15      | Floating      | 8.57%                 | No            | 3                  | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                              | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     19463000 | PA      | $18666196.65    | 0.05%             | 2024-07-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| CFK Trust                                                                        | CFK Trust, Series 2019-FAX, Class D                                                                                    | CUSIP: 12528XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6896750 | PA      | $5817604.49     | 0.02%             | 2039-01-15      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                         | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     28575000 | PA      | $26817927.82    | 0.07%             | 2024-10-18      | Fixed         | 1.22%                 | No            | 2                  | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                   | PKHL Commercial Mortgage Trust, Series 2021-MF, Class G                                                                | CUSIP: 69356GAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3533000 | PA      | $3161127.73     | 0.01%             | 2038-07-15      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| Oregon Health & Science University                                               | Oregon Health & Science University, Series 2021 A                                                                      | CUSIP: 685869HG7<br>LEI: 549300XTWOAGON8L2G98 | Long             | DBT              | MUN               | US        |      5670000 | PA      | $4175808.03     | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                           | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     15000000 | PA      | $12977003.70    | 0.03%             | 2030-05-22      | Variable      | 3.26%                 | No            | 2                  | On Loan: No      |
| HRNI Holdings LLC                                                                | HRNI Holdings LLC, Term Loan B                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36486900 | PA      | $33750382.50    | 0.09%             | 2028-12-11      | Variable      | 8.63%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     36070000 | PA      | $132759.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of East Asia Ltd. (The)                                                     | Bank of East Asia Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | DBT              | CORP              | HK        |       876000 | PA      | $804441.75      | 0.00%             | 2024-09-19      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| SWF Holdings I Corp.                                                             | SWF Holdings I Corp., 1st Lien Term Loan                                                                               | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3996915 | PA      | $3255487.27     | 0.01%             | 2028-10-06      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                       | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2975000 | PA      | $2385022.84     | 0.01%             | 2031-09-18      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc., Term Loan B1                                                                                         | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       382583 | PA      | $347194.16      | 0.00%             | 2027-12-17      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Mariner CLO LLC                                                                  | Mariner CLO LLC, Series 2016-3A, Class CR2                                                                             | CUSIP: 56845AAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     23000000 | PA      | $21975228.10    | 0.06%             | 2029-07-23      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| ZoomInfo LLC                                                                     | ZoomInfo LLC, 1st Lien Term Loan                                                                                       | CUSIP: 25471YAK8<br>LEI: 549300XF0FRWD2286I33 | Long             | LON              | CORP              | US        |      1000000 | PA      | $995310.00      | 0.00%             | 2026-02-02      | Variable      | 7.35%                 | No            | 2                  | On Loan: No      |
| DP World Salaam                                                                  | DP World Salaam                                                                                                        | CUSIP: N/A<br>LEI: 549300SUYBT9X88E9435       | Long             | DBT              | CORP              | KY        |      3424000 | PA      | $3381200.00     | 0.01%             | 2025-10-01      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                       | AMSR Trust, Series 2021-SFR2, Class F1                                                                                 | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6743800 | PA      | $5644193.06     | 0.01%             | 2038-08-17      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| Tesla, Inc.                                                                      | Tesla, Inc.                                                                                                            | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        37820 | NS      | $4658667.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Mortgage Trust                                                          | JPMorgan Mortgage Trust, Series 2021-4, Class B3                                                                       | CUSIP: 46652VBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6748293 | PA      | $4987591.42     | 0.01%             | 2051-08-25      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| NEW Look Retailers                                                               | NEW Look Retailers                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      2172402 | NS      | $26.26          | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| County of Anne Arundel                                                           | County of Anne Arundel, Series 2022                                                                                    | CUSIP: 03588H3L8<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |      1560000 | PA      | $1820461.98     | 0.00%             | 2030-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DBUBS Mortgage Trust                                                             | DBUBS Mortgage Trust, Series 2017-BRBK, Class A                                                                        | CUSIP: 23305JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3281000 | PA      | $3084223.99     | 0.01%             | 2034-10-10      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2022-1, Class D                                                                               | CUSIP: N/A<br>LEI: 213800OFO3J9U3ZZGO47       | Long             | ABS-MBS          | CORP              | GB        |       365000 | PA      | $392554.00      | 0.00%             | 2055-12-01      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Nickel Resources International Holdings Co. Ltd.                                 | Nickel Resources International Holdings Co. Ltd., Series 1                                                             | CUSIP: N/A<br>LEI: 894500QAGLHHA7D10Y73       | Long             | DBT              | CORP              | KY        |      8000000 | PA      | $102492.49      | 0.00%             | 2018-12-12      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -19420000 | PA      | $-159955.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-3A, Class A1                                                               | CUSIP: 07324NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       748730 | PA      | $697961.31      | 0.00%             | 2036-10-25      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| ARES Loan Funding I Ltd.                                                         | ARES Loan Funding I Ltd., Series 2021-ALFA, Class SUB                                                                  | CUSIP: 04018YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14000000 | PA      | $9772126.00     | 0.03%             | 2034-10-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3131Y1SF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       278014 | PA      | $265257.30      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       242000 | PA      | $-259150.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     38800000 | PA      | $243681.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: 03027XAS9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10100000 | PA      | $10000212.93    | 0.03%             | 2026-05-22      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Froneri International Ltd.                                                       | Froneri International Ltd., Facility 1st Lien Term Loan B2                                                             | CUSIP: G3679YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992366 | PA      | $964113.74      | 0.00%             | 2027-01-29      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-667392.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                           | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      4141000 | PA      | $3396389.81     | 0.01%             | 2031-06-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| RXO, Inc.                                                                        | RXO, Inc.                                                                                                              | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |        20000 | NS      | $344000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Informa plc                                                                      | Informa plc                                                                                                            | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |     18950000 | PA      | $19258605.11    | 0.05%             | 2025-10-06      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140QHA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43142835 | PA      | $36945677.77    | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-138358.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                           | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      3424000 | PA      | $2610800.00     | 0.01%             | 2031-11-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     34600000 | PA      | $29241161.52    | 0.08%             | 2029-08-09      | Variable      | 0.58%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2008WW                                                                    | CUSIP: 74526QVD1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      2930000 | PA      | $2166143.87     | 0.01%             | 2033-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5530000 | PA      | $4784106.47     | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Hamilton Projects Acquiror LLC                                                   | Hamilton Projects Acquiror LLC, Term Loan                                                                              | CUSIP: 14314VAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       892734 | PA      | $877486.06      | 0.00%             | 2027-06-17      | Variable      | 9.23%                 | No            | 2                  | On Loan: No      |
| Home Equity Asset Trust                                                          | Home Equity Asset Trust, Series 2007-1, Class 2A3                                                                      | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5098881 | PA      | $3742487.94     | 0.01%             | 2037-05-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                          | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     15869000 | PA      | $12754545.62    | 0.03%             | 2030-10-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                          | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      4175000 | PA      | $3903692.72     | 0.01%             | 2029-07-08      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     15278500 | PA      | $-96321.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1088093 | PA      | $-21824.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1082000000 | PA      | $1083950348.28  | 2.86%             | 2053-02-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Autoflorence SRL                                                                 | Autoflorence SRL, Series 2, Class C                                                                                    | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |       399921 | PA      | $401755.18      | 0.00%             | 2044-12-24      | Floating      | 3.04%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -96713000 | PA      | $-8632485.77    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Steele Creek CLO Ltd.                                                            | Steele Creek CLO Ltd., Series 2017-1A, Class A                                                                         | CUSIP: 85816VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       420000 | PA      | $412681.37      | 0.00%             | 2030-10-15      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| Link CB Ltd.                                                                     | Link CB Ltd.                                                                                                           | CUSIP: N/A<br>LEI: 2549000YKZX6JKWL1X31       | Long             | DBT              | CORP              | VG        |    208000000 | PA      | $28330071.94    | 0.07%             | 2027-12-12      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                                                      | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       400000 | PA      | $369026.58      | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2021-4A, Class A1                                                                 | CUSIP: 05685AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1820000 | PA      | $1772209.17     | 0.00%             | 2034-10-20      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $87443.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Race Point IX CLO Ltd.                                                           | Race Point IX CLO Ltd., Series 2015-9A, Class A1A2                                                                     | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4920487.50     | 0.01%             | 2030-10-15      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| OHA Loan Funding Ltd.                                                            | OHA Loan Funding Ltd., Series 2013-2A, Class AR                                                                        | CUSIP: 67104LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14402000 | PA      | $14177902.00    | 0.04%             | 2031-05-23      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                         | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     12129000 | PA      | $11199403.12    | 0.03%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Gracie Point International Funding                                               | Gracie Point International Funding, Series 2022-2A, Class B                                                            | CUSIP: 38411JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      8470000 | PA      | $8471240.01     | 0.02%             | 2024-07-01      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                             | Credit Suisse First Boston Mortgage Securities Corp., Series 2005-C2, Class AMFX                                       | CUSIP: 225458RW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        21763 | PA      | $21354.32       | 0.00%             | 2037-04-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -21940500 | PA      | $-1530708.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -82805000 | PA      | $-916960.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hydro One Ltd.                                                                   | Hydro One Ltd.                                                                                                         | CUSIP: 448811208<br>LEI: 5493007QZDXTP1W2VL44 | Long             | EC               | CORP              | CA        |        30272 | NS      | $810905.05      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Symbotic Corp. Class A Legended                                                  | Symbotic Corp. Class A Legended, Class A                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       354336 | NS      | $4230771.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                          | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $4079292.63     | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Ronshine China Holdings Ltd.                                                     | Ronshine China Holdings Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300GNBBT32SFSEC47       | Long             | DBT              | CORP              | KY        |      4000000 | PA      | $200000.00      | 0.00%             | 2025-01-25      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                 | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     34027000 | PA      | $29477590.10    | 0.08%             | 2029-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | McKesson Corp.                                                                                                         | CUSIP: 00C9KDE60<br>LEI: N/A                  | N/A              | DE               |  | US        |          214 | NC      | $34240.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-22361.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR5, Class A1A                                              | CUSIP: 93362YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       280271 | PA      | $249839.43      | 0.00%             | 2046-06-25      | Floating      | 3.04%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Borrower LLC, Term Loan                                   | Hilton Grand Vacations Borrower LLC, Term Loan                                                                         | CUSIP: 43283LAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992462 | PA      | $985018.88      | 0.00%             | 2028-08-02      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Bridgepoint CLO IV DAC                                                           | Bridgepoint CLO IV DAC, Series 4X, Class A                                                                             | CUSIP: N/A<br>LEI: 635400KDJN1XKCJGQI35       | Long             | ABS-CBDO         | CORP              | IE        |     11650000 | PA      | $12470742.50    | 0.03%             | 2037-01-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2900000 | PA      | $-7433.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |      3022924 | PA      | $3022923.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class E                                                              | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14125000 | PA      | $12631712.17    | 0.03%             | 2034-09-15      | Floating      | 6.36%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | Avis Budget Group, Inc.                                                                                                | CUSIP: 00P8F3QH9<br>LEI: N/A                  | N/A              | DE               |  | US        |          143 | NC      | $3932.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                  | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     10166000 | PA      | $10054107.41    | 0.03%             | 2025-07-03      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $90927.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                         | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       400000 | PA      | $381008.02      | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $51562.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Lululemon Athletica, Inc.                                                        | Lululemon Athletica, Inc.                                                                                              | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        23217 | NS      | $7438262.46     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                         | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       197000 | PA      | $184616.76      | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Intercorp Peru Ltd.                                                              | Intercorp Peru Ltd.                                                                                                    | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |       630000 | PA      | $518568.75      | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Alphabet, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          580 | NC      | $870.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2850000 | PA      | $30929.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                    | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      6400000 | PA      | $6500016.51     | 0.02%             | 2032-10-13      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                 | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      9681000 | PA      | $8906520.00     | 0.02%             | 2024-11-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| LyondellBasell Industries NV                                                     | LyondellBasell Industries NV                                                                                           | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |     19111000 | PA      | $19161871.19    | 0.05%             | 2024-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       247375 | PA      | $235869.70      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RELX Capital, Inc.                                                               | RELX Capital, Inc.                                                                                                     | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |       133000 | PA      | $113335.59      | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11400000 | PA      | $4714.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -983120060 | PA      | $-2360521.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                   | Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A                                               | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5854000 | PA      | $5658361.85     | 0.01%             | 2036-11-15      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Vista Point Securitization Trust                                                 | Vista Point Securitization Trust, Series 2020-2, Class B1                                                              | CUSIP: 92838TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1160000 | PA      | $956441.58      | 0.00%             | 2065-04-25      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    176000000 | PA      | $148011874.56   | 0.39%             | 2031-05-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                       | AMSR Trust, Series 2020-SFR4, Class G2                                                                                 | CUSIP: 66981FAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4541692 | PA      | $4044307.69     | 0.01%             | 2037-11-17      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                                                           | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      8225000 | PA      | $8025872.34     | 0.02%             | 2032-06-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Industrial Select Sector SPDR Fund                                               | Industrial Select Sector SPDR Fund                                                                                     | CUSIP: 81369Y704<br>LEI: 549300HQI51T8KP6U325 | Long             |  | RF                | US        |        87333 | NS      | $8576973.93     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2015-GC32, Class C                                                                | CUSIP: 36250PAL9<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |      1786000 | PA      | $1596087.30     | 0.00%             | 2048-07-10      | Variable      | 4.41%                 | No            | 2                  | On Loan: No      |
| Carrington Mortgage Loan Trust                                                   | Carrington Mortgage Loan Trust, Series 2006-NC1, Class M2                                                              | CUSIP: 144531EZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1620000 | PA      | $1290111.95     | 0.00%             | 2036-01-25      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                              | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4822000 | PA      | $4758590.70     | 0.01%             | 2024-03-18      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                                                                    | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |     18430000 | PA      | $18057398.57    | 0.05%             | 2025-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2020-151, Class MI                                                    | CUSIP: 38382J3Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125318446 | PA      | $16206833.15    | 0.04%             | 2050-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     19353000 | PA      | $1676335.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bean Creek CLO Ltd.                                                              | Bean Creek CLO Ltd., Series 2015-1A, Class AR                                                                          | CUSIP: 07378WAQ1<br>LEI: 635400STD6UUTEW5KM07 | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2201845.73     | 0.01%             | 2031-04-20      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| TICP CLO IX Ltd.                                                                 | TICP CLO IX Ltd., Series 2017-9A, Class B                                                                              | CUSIP: 87249AAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $244207.00      | 0.00%             | 2031-01-20      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| 245 Park Avenue Trust                                                            | 245 Park Avenue Trust, Series 2017-245P, Class XA                                                                      | CUSIP: 90187LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000000 | PA      | $179760.00      | 0.00%             | 2037-06-05      | Variable      | 0.15%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                                     | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class AR2                                                                | CUSIP: 03328TBA2<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |     14610000 | PA      | $14420077.31    | 0.04%             | 2031-01-28      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                               | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      3595000 | PA      | $3231006.25     | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                   | PKHL Commercial Mortgage Trust, Series 2021-MF, Class F                                                                | CUSIP: 69356GAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3276000 | PA      | $2937511.89     | 0.01%             | 2038-07-15      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| SG Mortgage Securities Trust                                                     | SG Mortgage Securities Trust, Series 2006-FRE2, Class A2C                                                              | CUSIP: 784208AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2383122 | PA      | $536941.87      | 0.00%             | 2036-07-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-99578.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     48805000 | PA      | $-290605.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |       200000 | PA      | $169787.50      | 0.00%             | 2027-07-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     12807000 | PA      | $-87625.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                                                           | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4930544.00     | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133A2YL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1507755 | PA      | $1427066.21     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                               | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2605000 | PA      | $2479417.30     | 0.01%             | 2027-02-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                       | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      8032000 | PA      | $5862356.00     | 0.02%             | 2032-12-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| Intrum AB                                                                        | Intrum AB                                                                                                              | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |      2824422 | PA      | $2894908.15     | 0.01%             | 2024-07-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                   | Structured Adjustable Rate Mortgage Loan Trust, Series 2005-11, Class 1A1                                              | CUSIP: 863579RP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       693215 | PA      | $538934.97      | 0.00%             | 2035-05-25      | Variable      | 3.84%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      7960000 | PA      | $7366131.86     | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | No            | 2                  | On Loan: No      |
| Med Trust                                                                        | Med Trust, Series 2021-MDLN, Class G                                                                                   | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62104313 | PA      | $56752337.20    | 0.15%             | 2038-11-15      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5142, Class PI                                                                | CUSIP: 3137H2EA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25202336 | PA      | $4015127.79     | 0.01%             | 2051-09-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                            | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       278000 | PA      | $242798.15      | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    140937000 | PA      | $-672190.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                                               | Cellnex Telecom SA                                                                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |      1700000 | PA      | $2124628.21     | 0.01%             | 2026-01-16      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2020-VIV3, Class B                                                                | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10747413 | PA      | $8649327.75     | 0.02%             | 2044-03-09      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| Forestar Group, Inc.                                                             | Forestar Group, Inc.                                                                                                   | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     18586000 | PA      | $15946130.24    | 0.04%             | 2028-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent Trust                                                      | American Homes 4 Rent Trust, Series 2014-SFR2, Class E                                                                 | CUSIP: 02665UAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8624000 | PA      | $8399110.23     | 0.02%             | 2036-10-17      | Fixed         | 6.23%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      8800000 | PA      | $9078449.16     | 0.02%             | 2033-11-17      | Variable      | 6.27%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                                            | Covanta Holding Corp.                                                                                                  | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      7037000 | PA      | $5765202.99     | 0.02%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                               | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $196171.48      | 0.00%             | 2025-05-08      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                                                             | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     11071000 | PA      | $9984861.61     | 0.03%             | 2030-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     45890000 | PA      | $36985504.40    | 0.10%             | 2029-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140QEES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        72312 | PA      | $68472.10       | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ares European CLO VII DAC                                                        | Ares European CLO VII DAC, Series 7X, Class AAR                                                                        | CUSIP: N/A<br>LEI: 635400CUKHLJ66G85B27       | Long             | ABS-CBDO         | CORP              | IE        |      1200000 | PA      | $1219763.73     | 0.00%             | 2030-10-15      | Floating      | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         2938 | NC      | $1332686.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | Wisconsin Health & Educational Facilities Authority, Series 2017 A                                                     | CUSIP: 97712DVZ6<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |      5000000 | PA      | $4818156.05     | 0.01%             | 2039-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-CC, Class E                                                                                     | CUSIP: 05607CAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3820000 | PA      | $2878691.24     | 0.01%             | 2037-08-13      | Variable      | 3.55%                 | No            | 3                  | On Loan: No      |
| FCT Noria                                                                        | FCT Noria, Series 2021-1, Class D                                                                                      | CUSIP: N/A<br>LEI: 5493003C5ECZD3NDSV63       | Long             | ABS-O            | CORP              | FR        |       715388 | PA      | $723366.66      | 0.00%             | 2049-10-25      | Floating      | 3.39%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                     | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       110000 | PA      | $108248.38      | 0.00%             | 2025-05-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |      9800000 | PA      | $11803162.61    | 0.03%             | 2026-02-02      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                           | Merrill Lynch Mortgage Investors Trust, Series 2006-RM3, Class A2B                                                     | CUSIP: 590217AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2825096 | PA      | $596882.82      | 0.00%             | 2037-06-25      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.                                              | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class E                                                          | CUSIP: 38178CAA7<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $441600.20      | 0.00%             | 2034-07-20      | Floating      | 10.94%                | No            | 2                  | On Loan: No      |
| Wintershall Dea Finance BV                                                       | Wintershall Dea Finance BV                                                                                             | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |     10100000 | PA      | $7969946.63     | 0.02%             | 2031-09-25      | Fixed         | 1.82%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                           | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     31985000 | PA      | $25617575.25    | 0.07%             | 2031-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                                                     | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $180758.01      | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/CNH Up-and-out barrier option; Barrier price USD 7.65000                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    120730000 | PA      | $431.67         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-142808.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                 | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3909195.30     | 0.01%             | 2031-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                 | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8422000 | PA      | $7239235.38     | 0.02%             | 2030-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                                                      | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |       966000 | PA      | $893784.12      | 0.00%             | 2026-08-16      | Fixed         | 2.27%                 | No            | 2                  | On Loan: No      |
| Vantage Towers AG                                                                | Vantage Towers AG                                                                                                      | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | DBT              | CORP              | DE        |     20400000 | PA      | $20232147.27    | 0.05%             | 2027-03-31      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                                                   | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      1103000 | PA      | $1175957.87     | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |      3130000 | PA      | $2684561.88     | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     12218000 | PA      | $251041.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Trestles CLO III Ltd.                                                            | Trestles CLO III Ltd., Series 2020-3A, Class E                                                                         | CUSIP: 89532RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $1918419.98     | 0.01%             | 2033-01-20      | Floating      | 10.74%                | No            | 2                  | On Loan: No      |
| Greenpoint Manufactured Housing                                                  | Greenpoint Manufactured Housing, Series 1999-5, Class M2                                                               | CUSIP: 395383AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2805974 | PA      | $2412728.71     | 0.01%             | 2029-12-15      | Variable      | 9.23%                 | No            | 2                  | On Loan: No      |
| Sonder Corp.                                                                     | Sonder Corp.                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     35741284 | PA      | $32213619.11    | 0.09%             | 2027-01-19      | Floating      | 11.10%                | No            | 3                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-G, Class C                                                                       | CUSIP: 009703AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27060561 | PA      | $27019283.07    | 0.07%             | 2061-06-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140LPF64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1238753 | PA      | $1132763.74     | 0.00%             | 2051-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Michaels Cos., Inc. (The)                                                        | Michaels Cos., Inc. (The)                                                                                              | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |       100000 | PA      | $66816.83       | 0.00%             | 2029-05-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                             | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       100000 | PA      | $83718.75       | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                         | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      5450000 | PA      | $5788286.41     | 0.02%             | 2053-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-317109.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Flexera Software LLC                                                             | Flexera Software LLC, 1st Lien Term Loan                                                                               | CUSIP: 33937KAV6<br>LEI: FHBIRN3K4PSRU4ZOQQ49 | Long             | LON              | CORP              | US        |       992378 | PA      | $949894.40      | 0.00%             | 2028-03-03      | Variable      | 8.14%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                               | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      3723000 | PA      | $3303697.13     | 0.01%             | 2029-09-30      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Georgia State Road & Tollway Authority                                           | Georgia State Road & Tollway Authority                                                                                 | CUSIP: 37358MEU1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4010000 | PA      | $4128662.60     | 0.01%             | 2038-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HONO Mortgage Trust                                                              | HONO Mortgage Trust, Series 2021-LULU, Class E                                                                         | CUSIP: 40390MAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4693000 | PA      | $4246929.41     | 0.01%             | 2036-10-15      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                 | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     12250000 | PA      | $13272650.31    | 0.04%             | 2031-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                               | Lanebrook Mortgage Transaction plc, Series 2021-1, Class A                                                             | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |      2025209 | PA      | $2385989.63     | 0.01%             | 2058-07-20      | Floating      | 4.10%                 | No            | 2                  | On Loan: No      |
| FCT Autonoria                                                                    | FCT Autonoria, Series 2019-1, Class F                                                                                  | CUSIP: N/A<br>LEI: 549300J0CMU2QRSXRZ67       | Long             | ABS-O            | CORP              | FR        |       127431 | PA      | $132753.04      | 0.00%             | 2035-09-25      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2003NN                                                                    | CUSIP: 74526QAJ1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      2060000 | PA      | $1522954.40     | 0.00%             | 2049-12-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | DBT              | CORP              | US        |      4900000 | PA      | $5964942.86     | 0.02%             | 2027-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                  | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       435000 | PA      | $388220.10      | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2020-C56, Class A5                                                       | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1618000 | PA      | $1343832.81     | 0.00%             | 2053-06-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXIV Ltd.                                                   | Madison Park Funding XXIV Ltd., Series 2016-24A, Class BR                                                              | CUSIP: 55820NAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7250000 | PA      | $7080328.98     | 0.02%             | 2029-10-20      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                        | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     11227000 | PA      | $11643827.30    | 0.03%             | 2029-03-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Wynn Las Vegas LLC                                                               | Wynn Las Vegas LLC                                                                                                     | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1624000 | PA      | $1465612.69     | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     27235000 | PA      | $123556.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Battalion CLO VIII Ltd.                                                          | Battalion CLO VIII Ltd., Series 2015-8A, Class A2R2                                                                    | CUSIP: 07132ACE1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |     11000000 | PA      | $10661132.90    | 0.03%             | 2030-07-18      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                        | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $7837861.41     | 0.02%             | 2030-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    251205000 | PA      | $3980321.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       110469 | PA      | $1037.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Yanlord Land HK Co. Ltd.                                                         | Yanlord Land HK Co. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 549300O56H3950RDWG19       | Long             | DBT              | CORP              | HK        |      1165000 | PA      | $1118400.00     | 0.00%             | 2024-02-27      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5150000 | PA      | $4082415.71     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      7660000 | PA      | $228504.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chubb INA Holdings, Inc.                                                         | Chubb INA Holdings, Inc.                                                                                               | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      8456000 | PA      | $6563954.19     | 0.02%             | 2030-09-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Full House Resorts, Inc.                                                         | Full House Resorts, Inc.                                                                                               | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |      3216000 | PA      | $2847156.96     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| INTOWN Mortgage Trust                                                            | INTOWN Mortgage Trust, Series 2022-STAY, Class A                                                                       | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12733000 | PA      | $12649275.43    | 0.03%             | 2039-08-15      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| OZLME IV DAC                                                                     | OZLME IV DAC, Series 4X, Class B                                                                                       | CUSIP: N/A<br>LEI: 635400BYCDHRFW4EII46       | Long             | ABS-CBDO         | CORP              | IE        |      2890000 | PA      | $2918746.80     | 0.01%             | 2032-07-27      | Floating      | 2.93%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Invesco QQQ Trust 1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1000 | NC      | $-222000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                    | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       100000 | PA      | $109019.42      | 0.00%             | 2029-02-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| TICP CLO XV Ltd.                                                                 | TICP CLO XV Ltd., Series 2020-15A, Class A                                                                             | CUSIP: 87250RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246495.30      | 0.00%             | 2033-04-20      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     54102000 | PA      | $8092271.96     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-2A, Class A2                                                              | CUSIP: 69702DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     11750000 | PA      | $11314792.93    | 0.03%             | 2029-05-20      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Northwest Fiber LLC                                                              | Northwest Fiber LLC, 1st Lien Term Loan                                                                                | CUSIP: 66743UAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992424 | PA      | $961659.10      | 0.00%             | 2027-04-30      | Variable      | 7.98%                 | No            | 2                  | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                          | SG Commercial Mortgage Securities Trust, Series 2019-PREZ, Class D                                                     | CUSIP: 78430EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4690000 | PA      | $3531630.97     | 0.01%             | 2039-09-15      | Variable      | 3.48%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Carnival Corp.                                                                                                         | CUSIP: 00PABU3M2<br>LEI: N/A                  | N/A              | DE               |  | US        |         1000 | NC      | $39500.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                    | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       169000 | PA      | $137738.53      | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Nemak SAB de CV                                                                  | Nemak SAB de CV                                                                                                        | CUSIP: N/A<br>LEI: 5493000MY3DAIB0BP706       | Long             | DBT              | CORP              | MX        |      5000000 | PA      | $3882187.50     | 0.01%             | 2031-06-28      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| California Pollution Control Financing Authority                                 | California Pollution Control Financing Authority, Series 2012                                                          | CUSIP: 13054WAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     11555000 | PA      | $11499804.54    | 0.03%             | 2045-11-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Abertis Infraestructuras Finance BV                                              | Abertis Infraestructuras Finance BV                                                                                    | CUSIP: N/A<br>LEI: 5493007WHKI5H75YJ358       | Long             | DBT              | CORP              | NL        |      4200000 | PA      | $3794531.16     | 0.01%             | 2025-11-24      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Crown Point CLO 9 Ltd.                                                           | Crown Point CLO 9 Ltd., Series 2020-9A, Class DR                                                                       | CUSIP: 22846DAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $886814.60      | 0.00%             | 2034-07-14      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| National Australia Bank Ltd.                                                     | National Australia Bank Ltd.                                                                                           | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |      1224000 | PA      | $1170539.39     | 0.00%             | 2026-01-14      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Star Energy Geothermal Darajat II                                                | Star Energy Geothermal Darajat II                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |      2700000 | PA      | $2238131.25     | 0.01%             | 2038-10-14      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                               | Lanebrook Mortgage Transaction plc, Series 2021-1, Class C                                                             | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |       158000 | PA      | $176900.26      | 0.00%             | 2058-07-20      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class C                                                                       | CUSIP: 009695AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5376836 | PA      | $6925722.99     | 0.02%             | 2061-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31410KD84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1070 | PA      | $1120.60        | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fanatics Holdings, Inc.                                                          | Fanatics Holdings, Inc.                                                                                                | CUSIP: N/A<br>LEI: 254900SDMEGPMGGZLF87       | Long             | EC               | CORP              | US        |       403700 | NS      | $30749829.00    | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2265000 | PA      | $-28357.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Greenpoint Manufactured Housing                                                  | Greenpoint Manufactured Housing, Series 1999-5, Class M1B                                                              | CUSIP: 395383AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1780130 | PA      | $1768087.87     | 0.00%             | 2029-12-15      | Variable      | 8.29%                 | No            | 2                  | On Loan: No      |
| Invesco Euro CLO                                                                 | Invesco Euro CLO, Series 6X, Class E                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       770000 | PA      | $670943.25      | 0.00%             | 2034-07-15      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV7, Class B1                                                                   | CUSIP: 46654CAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7684097 | PA      | $6189110.91     | 0.02%             | 2052-02-25      | Variable      | 3.27%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16780000 | PA      | $1498629.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                           | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     10600000 | PA      | $10799880.81    | 0.03%             | 2028-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Frontier Florida LLC                                                             | Frontier Florida LLC, Series E                                                                                         | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16595000 | PA      | $15281173.85    | 0.04%             | 2028-02-01      | Fixed         | 6.86%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                 | CUSIP: 00C7Y8KT3<br>LEI: N/A                  | N/A              | DE               |  | US        |         7000 | NC      | $150500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2020-SFR2, Class B                                                                  | CUSIP: 74333LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       950000 | PA      | $875735.56      | 0.00%             | 2037-06-17      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                         | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |       612000 | PA      | $732887.72      | 0.00%             | 2030-12-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140K3AY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       222737 | PA      | $210689.32      | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                                                            | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |       235000 | PA      | $182143.46      | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      8090000 | PA      | $7661606.02     | 0.02%             | 2027-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140HKYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        25765 | PA      | $24742.43       | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Citadel Securities LP                                                            | Citadel Securities LP, Term Loan                                                                                       | CUSIP: 17288YAD4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |       994950 | PA      | $974304.30      | 0.00%             | 2028-02-02      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                    | CUSIP: 83367TBV0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      6480000 | PA      | $6211929.98     | 0.02%             | 2023-10-04      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     27325000 | PA      | $432924.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kapitus Asset Securitization LLC                                                 | Kapitus Asset Securitization LLC, Series 2022-1A, Class A                                                              | CUSIP: 48555HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16278000 | PA      | $15097244.34    | 0.04%             | 2028-07-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 549300BO9IWPF3S48F93       | Long             | DBT              | CORP              | US        |      5259000 | PA      | $5226919.99     | 0.01%             | 2026-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2021-A, Class B                                                                       | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1995000 | PA      | $1671112.75     | 0.00%             | 2033-11-17      | Fixed         | 2.79%                 | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                                                            | Deutsche Lufthansa AG                                                                                                  | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $2711787.26     | 0.01%             | 2023-11-16      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class B1                                                                      | CUSIP: 009740AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5213682 | PA      | $4110084.73     | 0.01%             | 2060-12-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                                                                     | DNB Bank ASA                                                                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |       350000 | PA      | $236250.00      | 0.00%             | 2023-02-28      | Floating      | 3.69%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     27245000 | PA      | $12795.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     19633000 | PA      | $1468662.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PRPM LLC                                                                         | PRPM LLC, Series 2020-4, Class A1                                                                                      | CUSIP: 69359XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10592567 | PA      | $10219389.80    | 0.03%             | 2025-10-25      | Variable      | 2.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Corp.                              | JPMorgan Chase Commercial Mortgage Securities Corp., Series 2022-CGSS, Class A                                         | CUSIP: 466304AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9910000 | PA      | $9891039.20     | 0.03%             | 2036-12-15      | Floating      | 6.77%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                                                               | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |       100000 | PA      | $87558.07       | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6200000 | PA      | $-121804.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140M8G37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1907147 | PA      | $1701297.65     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8416.72       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |      9900000 | PA      | $10440930.59    | 0.03%             | 2026-09-22      | Floating      | 3.08%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXVII                                                                 | Apidos CLO XXVII, Series 2017-27A, Class A1R                                                                           | CUSIP: 03767JAF2<br>LEI: 549300EW146C7Q4UV387 | Long             | ABS-CBDO         | CORP              | KY        |     10950000 | PA      | $10824762.66    | 0.03%             | 2030-07-17      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                        | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      7243000 | PA      | $7142974.17     | 0.02%             | 2026-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                                                          | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       266000 | PA      | $207967.91      | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1998-8, Class M1                                                                         | CUSIP: 393505P22<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6258156 | PA      | $5598743.79     | 0.01%             | 2030-09-01      | Variable      | 6.98%                 | No            | 2                  | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                                                     | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     32000000 | PA      | $31900453.76    | 0.08%             | 2023-10-02      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                                 | Unique Pub Finance Co. plc (The), Series M                                                                             | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | DBT              | CORP              | GB        |      8550657 | PA      | $10243564.84    | 0.03%             | 2024-03-28      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |     32170800 | PA      | $34437232.86    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Vivion Investments Sarl                                                          | Vivion Investments Sarl                                                                                                | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      1700000 | PA      | $1347281.22     | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                                    | iShares J.P. Morgan USD Emerging Markets Bond ETF                                                                      | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             |  | RF                | US        |      1599924 | NS      | $135337571.16   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                         | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       200000 | PA      | $162690.14      | 0.00%             | 2030-06-01      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Penta CLO DAC                                                                    | Penta CLO DAC, Series 2022-11A, Class B                                                                                | CUSIP: N/A<br>LEI: 5493006SWLDNT2XZHH97       | Long             | ABS-CBDO         | CORP              | IE        |      2600000 | PA      | $2678903.27     | 0.01%             | 2034-11-15      | Floating      | 2.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       646923 | PA      | $-16435.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                        | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |       200000 | PA      | $225525.98      | 0.00%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6716387 | PA      | $-69340.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     21862000 | PA      | $19425547.87    | 0.05%             | 2028-01-21      | Variable      | 2.48%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                  | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4202000 | PA      | $3958284.00     | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                                | Petco Health & Wellness Co., Inc., 1st Lien Term Loan                                                                  | CUSIP: 71601HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994950 | PA      | $964583.64      | 0.00%             | 2028-03-03      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| STARM Mortgage Loan Trust                                                        | STARM Mortgage Loan Trust, Series 2007-2, Class 3A3                                                                    | CUSIP: 78473TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       476961 | PA      | $286348.76      | 0.00%             | 2037-04-25      | Variable      | 2.28%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      4215000 | PA      | $-31180.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Invesco QQQ Trust 1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1500 | NC      | $3750.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 2A1                                             | CUSIP: 86360JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1016095 | PA      | $644074.91      | 0.00%             | 2046-05-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                       | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      5052000 | PA      | $4525480.56     | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9540.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     68266000 | PA      | $5423530.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Intu Jersey 2 Ltd.                                                               | Intu Jersey 2 Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 2138001VIQT6XAO8XD86       | Long             | DBT              | CORP              | JE        |      3989878 | PA      | $602945.41      | 0.00%             | 2022-11-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4144784 | PA      | $-10444.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-23CB, Class 2A5                                                                    | CUSIP: 02147RAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7538386 | PA      | $1656532.37     | 0.00%             | 2036-08-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     50020000 | PA      | $377100.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH Moet Hennessy Louis Vuitton SE                                                                                    | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        10550 | NS      | $7677164.09     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Tricon American Homes                                                            | Tricon American Homes, Series 2020-SFR1, Class F                                                                       | CUSIP: 89613GAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7772000 | PA      | $6903475.11     | 0.02%             | 2038-07-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                    | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     29325000 | PA      | $27967994.72    | 0.07%             | 2030-07-28      | Variable      | 4.77%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1200000 | PA      | $-20575.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -67199000 | PA      | $-1636235.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| iShares Trust                                                                    | iShares 20+ Year Treasury Bond ETF                                                                                     | CUSIP: 464287432<br>LEI: 549300WWURKS1JGBZU59 | Long             |  | RF                | US        |       130000 | NS      | $12942800.00    | 0.03%             |  |  |  | No            | 1                  | On Loan: —       |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      2713419 | PA      | $2713418.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   4597649420 | PA      | $1136169.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ADLER Group SA                                                                   | ADLER Group SA                                                                                                         | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |      8700000 | PA      | $3678601.43     | 0.01%             | 2026-11-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Teleperformance                                                                  | Teleperformance                                                                                                        | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |        44531 | NS      | $10645823.72    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Atrium IX                                                                        | Atrium IX, Series 9A, Class AR2                                                                                        | CUSIP: 55821CAA2<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | KY        |      2074221 | PA      | $2047066.95     | 0.01%             | 2030-05-28      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2022-C, Class B                                                                       | CUSIP: 08860DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3675000 | PA      | $3611324.38     | 0.01%             | 2035-10-17      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140H2C71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13078 | PA      | $12553.23       | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                                              | Verisure Holding AB                                                                                                    | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      5143000 | PA      | $4752416.19     | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ACRES Commercial Realty Ltd.                                                     | ACRES Commercial Realty Ltd., Series 2021-FL1, Class A                                                                 | CUSIP: 00103CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3050500 | PA      | $2943908.61     | 0.01%             | 2036-06-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     20960000 | PA      | $21779886.12    | 0.06%             | 2027-07-24      | Variable      | 1.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $136202.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Greene King Finance plc                                                          | Greene King Finance plc, Series A6                                                                                     | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |      3509150 | PA      | $3572244.69     | 0.01%             | 2035-03-15      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2005-3A, Class A1                                                               | CUSIP: 07324SCB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3374663 | PA      | $3072585.86     | 0.01%             | 2035-11-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2022-FL10, Class A                                                 | CUSIP: 55285BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7710000 | PA      | $7671167.04     | 0.02%             | 2037-09-17      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | PG&E Corp.                                                                                                             | CUSIP: 00P7XF983<br>LEI: N/A                  | N/A              | DE               |  | US        |         2000 | NC      | $6000.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133KH2A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       148644 | PA      | $141479.56      | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Taurus FR DAC                                                                    | Taurus FR DAC, Series 2019-1FR, Class B                                                                                | CUSIP: N/A<br>LEI: 635400TNDF7VFMIYOJ83       | Long             | ABS-MBS          | CORP              | IE        |       357825 | PA      | $370298.26      | 0.00%             | 2031-02-02      | Floating      | 1.72%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO III Ltd.                                             | Benefit Street Partners CLO III Ltd., Series 2013-IIIA, Class A2R2                                                     | CUSIP: 08180EBL7<br>LEI: 549300Y1V90IQ456QX97 | Long             | ABS-CBDO         | CORP              | KY        |      2850000 | PA      | $2805405.48     | 0.01%             | 2029-07-20      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                           | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      1052000 | PA      | $922491.68      | 0.00%             | 2026-03-01      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                                                  | Madison IAQ LLC, Term Loan                                                                                             | CUSIP: 55759VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992443 | PA      | $921116.43      | 0.00%             | 2028-06-21      | Variable      | 7.99%                 | No            | 2                  | On Loan: No      |
| Theta Capital Pte. Ltd.                                                          | Theta Capital Pte. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 2549003I5QVCGQHCYJ52       | Long             | DBT              | CORP              | SG        |       200000 | PA      | $129787.50      | 0.00%             | 2026-10-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -21940500 | PA      | $-213589.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Symphony Static CLO I Ltd.                                                       | Symphony Static CLO I Ltd., Series 2021-1A, Class C                                                                    | CUSIP: 87190TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1405854.45     | 0.00%             | 2029-10-25      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     34350000 | PA      | $-1523705.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                               | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     12400000 | PA      | $9563348.92     | 0.03%             | 2030-06-15      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Welltower, Inc.                                                                  | Welltower, Inc.                                                                                                        | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $11728414.20    | 0.03%             | 2032-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $80257.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                                                           | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      6410000 | PA      | $6318341.94     | 0.02%             | 2023-11-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| PODS LLC                                                                         | PODS LLC, Term Loan                                                                                                    | CUSIP: 73044EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992462 | PA      | $937053.15      | 0.00%             | 2028-03-31      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -23712000 | PA      | $-1121440.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Harvest CLO XXIII DAC                                                            | Harvest CLO XXIII DAC, Series 23X, Class D                                                                             | CUSIP: N/A<br>LEI: 635400H4BIBT9YC1IC52       | Long             | ABS-CBDO         | CORP              | IE        |      1360000 | PA      | $1252834.53     | 0.00%             | 2032-10-20      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| Enel SpA                                                                         | Enel SpA, Series 6.5Y                                                                                                  | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |     25125000 | PA      | $21214605.21    | 0.06%             | 2027-06-08      | Variable      | 1.38%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                  | CUSIP: 891906AE9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      5600000 | PA      | $5566151.36     | 0.01%             | 2023-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132AEB96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       221757 | PA      | $211445.77      | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                            | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      5969000 | PA      | $5730741.04     | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Pinewood Finance Co. Ltd.                                                        | Pinewood Finance Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     16931000 | PA      | $18790296.39    | 0.05%             | 2025-09-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2020F                                                                       | CUSIP: 64990FXE9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      4005000 | PA      | $2974907.23     | 0.01%             | 2043-02-15      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | Pennsylvania Turnpike Commission, Series 2016A-1                                                                       | CUSIP: 709224QF9<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |      7835000 | PA      | $8084113.59     | 0.02%             | 2041-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-AC1, Class 1A2                                               | CUSIP: 07387UCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3428641 | PA      | $2212117.63     | 0.01%             | 2036-02-25      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179498051 | PA      | $170242042.34   | 0.45%             | 2051-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Western Mortgage Reference Notes                                                 | Western Mortgage Reference Notes, Series 2021-CL2, Class M2                                                            | CUSIP: 95763PEP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17788103 | PA      | $17660110.80    | 0.05%             | 2059-07-25      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| NGG Finance plc                                                                  | NGG Finance plc                                                                                                        | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |     29300000 | PA      | $29124154.91    | 0.08%             | 2079-12-05      | Variable      | 1.62%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                                              | Elmwood CLO II Ltd., Series 2019-2A, Class SUB                                                                         | CUSIP: 29001RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $2899600.00     | 0.01%             | 2034-04-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Prima Capital CRE Securitization Ltd.                                            | Prima Capital CRE Securitization Ltd., Series 2015-4A, Class C                                                         | CUSIP: 74165GAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3645229 | PA      | $3524711.01     | 0.01%             | 2049-08-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       210001 | PA      | $-185450.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MTN Commercial Mortgage Trust                                                    | MTN Commercial Mortgage Trust, Series 2022-LPFL, Class A                                                               | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13000000 | PA      | $12669376.20    | 0.03%             | 2039-03-15      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                                 | Fantasia Holdings Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      3695000 | PA      | $286362.50      | 0.00%             | 2023-10-19      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Select Medical Corp.                                                             | Select Medical Corp.                                                                                                   | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     26248000 | PA      | $24957385.84    | 0.07%             | 2026-08-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2020-1, Class C                                                             | CUSIP: 75907QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1500000 | PA      | $1342139.55     | 0.00%             | 2030-10-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Dutch Property Finance BV                                                        | Dutch Property Finance BV, Series 2021-2, Class C                                                                      | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |       504000 | PA      | $495539.16      | 0.00%             | 2059-04-28      | Floating      | 2.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      7660000 | PA      | $207676.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                       | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      1538000 | PA      | $1231115.76     | 0.00%             | 2029-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A3                                               | CUSIP: 073852AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1266205 | PA      | $1716806.96     | 0.00%             | 2037-04-25      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                           | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $178227.54      | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                         | SCIH Salt Holdings, Inc., 1st Lien Term Loan B1                                                                        | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11385337 | PA      | $11039678.39    | 0.03%             | 2027-03-16      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140QARA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1321806 | PA      | $1260351.81     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Mariner CLO LLC                                                                  | Mariner CLO LLC, Series 2016-3A, Class DR2                                                                             | CUSIP: 56845ABA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3283049.25     | 0.01%             | 2029-07-23      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson Euro Finance SARL                                               | Becton Dickinson Euro Finance SARL                                                                                     | CUSIP: N/A<br>LEI: 549300W40NLZ25XUTH09       | Long             | DBT              | CORP              | LU        |      8815000 | PA      | $5843234.50     | 0.02%             | 2041-08-13      | Fixed         | 1.34%                 | No            | 2                  | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                                                        | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       200000 | PA      | $178550.65      | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                               | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      5582000 | PA      | $5908554.87     | 0.02%             | 2033-11-15      | Variable      | 7.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -748081835 | PA      | $-2726875.53    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Glencore plc                                                                     | Glencore plc                                                                                                           | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |       255000 | NS      | $1700505.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Grand Canyon University                                                          | Grand Canyon University                                                                                                | CUSIP: 38528UAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3053000 | PA      | $3007205.00     | 0.01%             | 2023-10-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                       | CUSIP: N/A<br>LEI: 529900L73GEWN1O5NH84       | Long             | DBT              | CORP              | GB        |      4701000 | PA      | $3800155.49     | 0.01%             | 2028-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| OCI NV                                                                           | OCI NV                                                                                                                 | CUSIP: N/A<br>LEI: 549300NCMRGIBJYUOE57       | Long             | DBT              | CORP              | NL        |      1895400 | PA      | $2005902.56     | 0.01%             | 2025-10-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Paprec Holding SA                                                                | Paprec Holding SA                                                                                                      | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |      4265000 | PA      | $3931827.77     | 0.01%             | 2028-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Newday Funding Master Issuer plc                                                 | Newday Funding Master Issuer plc, Series 2022-2X, Class C                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      3271000 | PA      | $3900599.68     | 0.01%             | 2030-07-15      | Floating      | 8.43%                 | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Mortgage Trust, Series 2013-1515, Class A2                                                                        | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4630080 | PA      | $4411298.53     | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                          | Garfunkelux Holdco 3 SA                                                                                                | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |     12479000 | PA      | $11721778.02    | 0.03%             | 2025-11-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Lehman XS Trust                                                                  | Lehman XS Trust, Series 2007-16N, Class AF2                                                                            | CUSIP: 52525BBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3262898 | PA      | $3791384.17     | 0.01%             | 2047-09-25      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| NACC Reperforming Loan REMIC Trust                                               | NACC Reperforming Loan REMIC Trust, Series 2004-R1, Class A2                                                           | CUSIP: 62951MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       786209 | PA      | $679919.68      | 0.00%             | 2034-03-25      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                               | Lanebrook Mortgage Transaction plc, Series 2021-1, Class B                                                             | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |       266000 | PA      | $303190.78      | 0.00%             | 2058-07-20      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-43458.69      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Great Outdoors Group LLC                                                         | Great Outdoors Group LLC, Term Loan B2                                                                                 | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |       992462 | PA      | $951523.25      | 0.00%             | 2028-03-06      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Ovintiv, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          700 | NC      | $17500.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Strata CLO I Ltd.                                                                | Strata CLO I Ltd., Series 2018-1A, Class USUB                                                                          | CUSIP: 86267XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7680000 | PA      | $2844395.52     | 0.01%             | 2118-01-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| City of Springfield                                                              | City of Springfield, Series 2022                                                                                       | CUSIP: 850752VT0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7795000 | PA      | $6475921.37     | 0.02%             | 2047-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                 | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       439000 | PA      | $345095.66      | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                             | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       200000 | PA      | $207627.93      | 0.00%             | 2033-10-21      | Variable      | 5.85%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                                              | Elmwood CLO II Ltd., Series 2019-2A, Class ER                                                                          | CUSIP: 29001RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14500000 | PA      | $13336828.85    | 0.04%             | 2034-04-20      | Floating      | 11.04%                | No            | 2                  | On Loan: No      |
| Conair Holdings LLC                                                              | Conair Holdings LLC, 1st Lien Term Loan                                                                                | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |      2308622 | PA      | $1930584.78     | 0.01%             | 2028-05-17      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $28311.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OI European Group BV                                                             | OI European Group BV                                                                                                   | CUSIP: N/A<br>LEI: 72450053F5WRDY8CDZ66       | Long             | DBT              | CORP              | NL        |      4279000 | PA      | $4397237.33     | 0.01%             | 2025-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                       | BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class DL                                                  | CUSIP: 054966AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5070000 | PA      | $4302187.23     | 0.01%             | 2032-11-15      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-NXSS, Class A                                         | CUSIP: 465979AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19396000 | PA      | $19347203.54    | 0.05%             | 2039-08-15      | Floating      | 6.51%                 | No            | 2                  | On Loan: No      |
| Solvay SA                                                                        | Solvay SA                                                                                                              | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | DBT              | CORP              | BE        |     12400000 | PA      | $11693094.83    | 0.03%             | 2025-12-02      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Caliber Home Loans                                                               | Caliber Home Loans, Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     50380000 | PA      | $50128100.00    | 0.13%             | 2025-07-01      | Variable      | 7.68%                 | No            | 3                  | On Loan: No      |
| Generate CLO 3 Ltd.                                                              | Generate CLO 3 Ltd., Series 3A, Class DR                                                                               | CUSIP: 98625UBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10777500 | PA      | $9851873.33     | 0.03%             | 2029-10-20      | Floating      | 7.84%                 | No            | 2                  | On Loan: No      |
| AJAX Mortgage Loan Trust                                                         | AJAX Mortgage Loan Trust, Series 2021-F, Class C                                                                       | CUSIP: 00971FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22317798 | PA      | $20420784.98    | 0.05%             | 2061-06-25      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                              | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       939000 | PA      | $800804.35      | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5139, Class IG                                                                | CUSIP: 3137H2BQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44676120 | PA      | $7149939.38     | 0.02%             | 2051-09-25      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $835805.54      | 0.00%             | 2028-09-22      | Variable      | 2.01%                 | No            | 2                  | On Loan: No      |
| Canada Square Funding plc                                                        | Canada Square Funding plc, Series 2021-2, Class A                                                                      | CUSIP: N/A<br>LEI: 6354007J4JIXGCWTSJ05       | Long             | ABS-MBS          | CORP              | GB        |      1831103 | PA      | $2156230.29     | 0.01%             | 2058-06-17      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -46626000 | PA      | $-696551.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UGI International LLC                                                            | UGI International LLC                                                                                                  | CUSIP: N/A<br>LEI: 5493001JFF8MQO00ZQ21       | Long             | DBT              | CORP              | US        |      2936000 | PA      | $2397434.69     | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-120388.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     13826250 | PA      | $773838.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sound Point Euro CLO III Funding DAC                                             | Sound Point Euro CLO III Funding DAC, Series 3X, Class C                                                               | CUSIP: N/A<br>LEI: 635400G1JEJQHA5DT963       | Long             | ABS-CBDO         | CORP              | IE        |       750000 | PA      | $742066.64      | 0.00%             | 2033-04-15      | Floating      | 3.68%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Eli Lilly & Co.                                                                                                        | CUSIP: 00C8RZJE4<br>LEI: N/A                  | N/A              | DE               |  | US        |          124 | NC      | $347510.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryan Specialty Group LLC                                                         | Ryan Specialty Group LLC, Term Loan                                                                                    | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |       992386 | PA      | $984119.22      | 0.00%             | 2027-09-01      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Gemgarto plc                                                                     | Gemgarto plc, Series 2021-1X, Class C                                                                                  | CUSIP: N/A<br>LEI: 635400KLHB2FIID9TE45       | Long             | ABS-MBS          | CORP              | GB        |       218000 | PA      | $251390.85      | 0.00%             | 2067-12-16      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5129                                                                          | CUSIP: 3137H1XY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18256230 | PA      | $2758147.51     | 0.01%             | 2050-09-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| DIC Asset AG                                                                     | DIC Asset AG                                                                                                           | CUSIP: N/A<br>LEI: 52990044JL2ZPWONU738       | Long             | DBT              | CORP              | DE        |      4200000 | PA      | $2562657.30     | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                 | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         2580 | NS      | $814918.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -1975043273 | PA      | $-33241121.35   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Lions Gate Entertainment Corp.                                                   | Lions Gate Entertainment Corp., Class A                                                                                | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |       679791 | NS      | $3881606.61     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Renault SA                                                                       | Renault SA                                                                                                             | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |      1800000 | PA      | $1730811.03     | 0.00%             | 2026-05-25      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                                             | Aeropuertos Dominicanos Siglo XXI SA                                                                                   | CUSIP: 007866AC0<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |      1206000 | PA      | $1168312.50     | 0.00%             | 2029-03-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25637519 | PA      | $24435807.00    | 0.06%             | 2050-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Transcontinental Gas Pipe Line Co. LLC                                           | Transcontinental Gas Pipe Line Co. LLC                                                                                 | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $380196.32      | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CIFC Funding 2013-III-R Ltd.                                                     | CIFC Funding 2013-III-R Ltd., Series 2013-3RA, Class A1                                                                | CUSIP: 12552MAC2<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | KY        |      9000000 | PA      | $8849113.20     | 0.02%             | 2031-04-24      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| Astoria Energy LLC                                                               | Astoria Energy LLC, Term Loan B                                                                                        | CUSIP: 04626LAE9<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |       990750 | PA      | $975888.75      | 0.00%             | 2027-12-10      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Exxon Mobil Corp.                                                                                                      | CUSIP: 00C9K6623<br>LEI: N/A                  | N/A              | DE               |  | US        |          700 | NC      | $22400.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1                                                             | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1085807 | PA      | $848059.04      | 0.00%             | 2035-11-25      | Variable      | 3.44%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2016-2A, Class C1R2                                                                      | CUSIP: 09628WBC5<br>LEI: 549300O2Y407FNHQWX93 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $233807.68      | 0.00%             | 2032-08-20      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                       | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     10800000 | PA      | $10690122.20    | 0.03%             | 2032-12-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                | 1211 Avenue of the Americas Trust, Series 2015-1211, Class C                                                           | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1100000 | PA      | $964124.70      | 0.00%             | 2035-08-10      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                                                   | Core & Main LP, Term Loan B                                                                                            | CUSIP: 40416VAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1492443 | PA      | $1470519.33     | 0.00%             | 2028-07-27      | Variable      | 7.06%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     20306000 | PA      | $-203444.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SES SA                                                                           | SES SA                                                                                                                 | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      8300000 | PA      | $8624767.65     | 0.02%             | 2024-01-29      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |     29300000 | PA      | $29871751.62    | 0.08%             | 2024-12-14      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7456000 | PA      | $4533753.07     | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-20463.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| 522 Funding CLO Ltd.                                                             | 522 Funding CLO Ltd., Series 2019-5A, Class AR                                                                         | CUSIP: 33829WAC3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      6900000 | PA      | $6636309.60     | 0.02%             | 2035-04-15      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Walt Disney Co. (The)                                                                                                  | CUSIP: 00P7Y72Q7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -750 | NC      | $-159750.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Creative Artists Agency LLC                                                      | Creative Artists Agency LLC, Term Loan                                                                                 | CUSIP: 22526WAM0<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |       992327 | PA      | $983436.13      | 0.00%             | 2026-11-27      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Otis Worldwide Corp.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -413 | NC      | $-4130.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ARES LII CLO Ltd.                                                                | ARES LII CLO Ltd., Series 2019-52A, Class A1R                                                                          | CUSIP: 04009AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1971021.20     | 0.01%             | 2031-04-22      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2019-E, Class A                                                                       | CUSIP: 00969TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18355652 | PA      | $18218046.89    | 0.05%             | 2059-09-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2020-A, Class A                                                                | CUSIP: 76042EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9180000 | PA      | $8667631.15     | 0.02%             | 2030-11-20      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                              | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       175000 | PA      | $184384.92      | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Dryden 37 Senior Loan Fund                                                       | Dryden 37 Senior Loan Fund, Series 2015-37A, Class AR                                                                  | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1480299.75     | 0.00%             | 2031-01-15      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Texas Capital Bank NA                                                            | Texas Capital Bank NA                                                                                                  | CUSIP: 88225GAA6<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |     33200000 | PA      | $32178780.62    | 0.08%             | 2024-09-30      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| Kasikornbank PCL                                                                 | Kasikornbank PCL                                                                                                       | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | TH        |      1110000 | PA      | $1050198.75     | 0.00%             | 2025-10-14      | Variable      | 5.28%                 | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2006-AR15, Class A1                                                           | CUSIP: 456610AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       644777 | PA      | $570234.67      | 0.00%             | 2036-07-25      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                                                  | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     15600000 | PA      | $13930769.89    | 0.04%             | 2029-06-14      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2012-GCJ9, Class C                                                                | CUSIP: 36192PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       680904 | PA      | $677883.27      | 0.00%             | 2045-11-10      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2022-1, Class D                                                                                    | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |       307000 | PA      | $335444.53      | 0.00%             | 2059-10-23      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1985000 | PA      | $29339.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| APS Resecuritization Trust                                                       | APS Resecuritization Trust, Series 2016-1, Class 1MZ                                                                   | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20586705 | PA      | $8105228.56     | 0.02%             | 2057-07-31      | Variable      | 3.04%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                              | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       947000 | PA      | $894945.88      | 0.00%             | 2024-04-15      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Monitchem HoldCo 3 SA                                                            | Monitchem HoldCo 3 SA                                                                                                  | CUSIP: N/A<br>LEI: 222100SJHJ1CNJMSW162       | Long             | DBT              | CORP              | LU        |      5602000 | PA      | $5748710.96     | 0.02%             | 2025-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -50078000 | PA      | $-4569.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C16, Class XA                                                             | CUSIP: 12596WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68939147 | PA      | $4938648.82     | 0.01%             | 2052-06-15      | Variable      | 1.55%                 | No            | 2                  | On Loan: No      |
| Insulet Corp.                                                                    | Insulet Corp., Term Loan B                                                                                             | CUSIP: 45784QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992443 | PA      | $976941.37      | 0.00%             | 2028-05-04      | Variable      | 7.69%                 | No            | 2                  | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                                                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      1984000 | PA      | $1860561.47     | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140HL2R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        92117 | PA      | $87833.01       | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                             | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | DBT              | CORP              | US        |     -1235000 | PA      | $-1127360.54    | -0.00%            | 2028-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                     | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92987.44       | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     49553500 | PA      | $-5871543.60    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     17250000 | PA      | $12272296.88    | 0.03%             | 2061-02-02      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                       | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      6810000 | PA      | $6232010.38     | 0.02%             | 2032-04-13      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-42183.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Brignole Co. SRL                                                                 | Brignole Co. SRL, Series 2021, Class B                                                                                 | CUSIP: N/A<br>LEI: 8156006B7CA110881F08       | Long             | ABS-O            | CORP              | IT        |       143000 | PA      | $149755.09      | 0.00%             | 2036-07-24      | Floating      | 2.22%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                             | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      5130000 | PA      | $4714074.45     | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GSAMP Trust                                                                      | GSAMP Trust, Series 2007-H1, Class A1B                                                                                 | CUSIP: 36245YAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3160285 | PA      | $1611576.51     | 0.00%             | 2047-01-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2018-W5FX, Class CFX                                      | CUSIP: 30307MAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10630000 | PA      | $8750808.40     | 0.02%             | 2028-04-25      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-2A, Class A2                                                               | CUSIP: 07324YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       989860 | PA      | $905929.38      | 0.00%             | 2036-07-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| RCS & RDS SA                                                                     | RCS & RDS SA                                                                                                           | CUSIP: N/A<br>LEI: 3157008PTGOXBWZDVF10       | Long             | DBT              | CORP              | RO        |       600000 | PA      | $510925.79      | 0.00%             | 2028-02-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3884000 | PA      | $2609849.68     | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Pivotal Investment Corp. III                                                     | Pivotal Investment Corp. III, Class A                                                                                  | CUSIP: 72582M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       272602 | NS      | $2759004.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     12809000 | PA      | $-90069.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin, Series 2021 B                                                                                      | CUSIP: 97705MWG6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |      9925000 | PA      | $11211541.92    | 0.03%             | 2033-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LCM XIII LP                                                                      | LCM XIII LP, Series 13A, Class AR3                                                                                     | CUSIP: 50184KBL1<br>LEI: 549300WD241FFLNM0E69 | Long             | ABS-CBDO         | CORP              | KY        |      2813264 | PA      | $2780789.04     | 0.01%             | 2027-07-19      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| County of Miami-Dade                                                             | County of Miami-Dade, Series 2019E                                                                                     | CUSIP: 59333P5G9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7590000 | PA      | $6261446.55     | 0.02%             | 2030-10-01      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                       | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      2591000 | PA      | $2412259.87     | 0.01%             | 2024-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      4900000 | PA      | $5585010.49     | 0.01%             | 2024-10-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     95760000 | PA      | $245165.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2020-1, Class C                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |      2152363 | PA      | $2258762.40     | 0.01%             | 2034-11-14      | Floating      | 3.37%                 | No            | 2                  | On Loan: No      |
| Informa plc                                                                      | Informa plc                                                                                                            | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | DBT              | CORP              | GB        |      4900000 | PA      | $5347677.17     | 0.01%             | 2026-07-05      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                  | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      7677000 | PA      | $6678425.89     | 0.02%             | 2032-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1623273 | PA      | $167643.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      4760000 | PA      | $42821.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     16629000 | PA      | $15163009.81    | 0.04%             | 2030-04-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3138WBTH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        39942 | PA      | $39237.13       | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XV Ltd.                                                             | Symphony CLO XV Ltd., Series 2014-15A, Class AR3                                                                       | CUSIP: 87154EBE9<br>LEI: 549300JNP1PJXORD0Y06 | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4666776.68     | 0.01%             | 2032-01-17      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2017-1A, Class BR                                                                 | CUSIP: 05682QAU0<br>LEI: 549300GUKNMHLHIJO049 | Long             | ABS-CBDO         | CORP              | KY        |      1400000 | PA      | $1347280.62     | 0.00%             | 2030-07-20      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      3740000 | PA      | $821163.75      | 0.00%             | 2026-02-01      | Fixed         | 8.99%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6000000 | PA      | $-102586.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132AEPS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        50324 | PA      | $47985.44       | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    360069300 | PA      | $5866533.68     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                                                                | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     18526000 | PA      | $19174410.00    | 0.05%             | 2027-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       400000 | PA      | $367057.50      | 0.00%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2022-LP2, Class F                                                                 | CUSIP: 05610HAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4561807 | PA      | $4182238.79     | 0.01%             | 2039-02-15      | Floating      | 7.59%                 | No            | 2                  | On Loan: No      |
| Man GLG Euro CLO VI DAC                                                          | Man GLG Euro CLO VI DAC, Series 6A, Class DR                                                                           | CUSIP: N/A<br>LEI: 635400D8TYQFYNLHNR61       | Long             | ABS-CBDO         | CORP              | IE        |       950000 | PA      | $911019.59      | 0.00%             | 2032-10-15      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-179502.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Promigas SA ESP                                                                  | Promigas SA ESP                                                                                                        | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9482000 | PA      | $7715977.50     | 0.02%             | 2029-10-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X7KS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1085482 | PA      | $1035017.15     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3790000 | PA      | $-152336.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CBAM Ltd.                                                                        | CBAM Ltd., Series 2017-1A, Class C                                                                                     | CUSIP: 12480VAJ4<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $713449.65      | 0.00%             | 2030-07-20      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-91924.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                                                        | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       800000 | PA      | $651597.83      | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000000 | PA      | $169849608.90   | 0.45%             | 2026-04-30      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2930000 | PA      | $-400782.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Dynatrace, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -397 | NC      | $-19850.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                         | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     36712000 | PA      | $37229627.09    | 0.10%             | 2032-11-21      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     33300000 | PA      | $75233.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OQ SAOC                                                                          | OQ SAOC                                                                                                                | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | NUSS              | OM        |      1712000 | PA      | $1614416.00     | 0.00%             | 2028-05-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Origen Manufactured Housing Contract Trust                                       | Origen Manufactured Housing Contract Trust, Series 2001-A, Class M1                                                    | CUSIP: 68619AAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3195086 | PA      | $2882899.54     | 0.01%             | 2032-03-15      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| Capital One NA                                                                   | Capital One NA                                                                                                         | CUSIP: 140420NB2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      8500000 | PA      | $8485131.46     | 0.02%             | 2023-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3318808.19     | 0.01%             | 2027-12-01      | Variable      | 10.00%                | No            | 2                  | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Democratic Socialist Republic of Sri Lanka                                                                             | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |      1930000 | PA      | $564283.75      | 0.00%             | 2024-06-28      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Clarify Health Solutions, Inc.                                                   | Clarify Health Solutions, Inc.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1542267 | NS      | $12029682.60    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $140260.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                                                              | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      5355000 | PA      | $5732738.06     | 0.02%             | 2052-11-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV, Series NC5                                                                                       | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |     11100000 | PA      | $11499870.04    | 0.03%             | 2023-09-04      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Redsun Properties Group Ltd.                                                     | Redsun Properties Group Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300TYWIIKAOK07L47       | Long             | DBT              | CORP              | KY        |      4244000 | PA      | $392570.00      | 0.00%             | 2023-04-16      | Fixed         | 9.70%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                           | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $12865455.15    | 0.03%             | 2029-01-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |      5431262 | PA      | $5813894.41     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class XB                                                            | CUSIP: 12595JAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32800000 | PA      | $351579.92      | 0.00%             | 2050-11-15      | Variable      | 0.17%                 | No            | 2                  | On Loan: No      |
| FinCo I LLC                                                                      | FinCo I LLC, Term Loan                                                                                                 | CUSIP: 31774BAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       748063 | PA      | $745025.91      | 0.00%             | 2025-06-27      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2022-ECI, Class D                                                           | CUSIP: 36265XAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4711000 | PA      | $4625088.79     | 0.01%             | 2039-08-15      | Floating      | 8.53%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The), Series A                                                                                    | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       300000 | PA      | $328373.21      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                                            | United Airlines, Inc.                                                                                                  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $87069.57       | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140HLW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       151523 | PA      | $144664.99      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                             | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       589000 | PA      | $552444.85      | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| FS Rialto                                                                        | FS Rialto, Series 2021-FL3, Class A                                                                                    | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2300000 | PA      | $2182007.51     | 0.01%             | 2036-11-16      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2018-1A, Class A                                                                       | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $984692.00      | 0.00%             | 2031-05-20      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $187975.09      | 0.00%             | 2026-03-10      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      2879000 | PA      | $2885186.59     | 0.01%             | 2025-01-20      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Scorpio European Loan Conduit No. 34 DAC                                         | Scorpio European Loan Conduit No. 34 DAC, Series 34A, Class C                                                          | CUSIP: N/A<br>LEI: 635400WEAHNVFBOFYW26       | Long             | ABS-MBS          | CORP              | IE        |      2670316 | PA      | $3123595.06     | 0.01%             | 2029-05-17      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                       | Lamb Weston Holdings, Inc.                                                                                             | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       200000 | PA      | $176640.00      | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CP Iris Holdco I, Inc.                                                           | CP Iris Holdco I, Inc., Delayed Draw 1st Lien Term Loan                                                                | CUSIP: 12659EAD0<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |       307992 | PA      | $273728.03      | 0.00%             | 2028-10-02      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                   | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3736000 | PA      | $3297720.50     | 0.01%             | 2027-04-25      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Dynatrace, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          397 | NC      | $5955.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                         | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     18479000 | PA      | $15083471.55    | 0.04%             | 2030-03-31      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     10500000 | PA      | $10518314.49    | 0.03%             | 2026-07-24      | Variable      | 1.50%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO II Ltd.                                                             | Whitebox CLO II Ltd., Series 2020-2A, Class ER                                                                         | CUSIP: 96466EAE4<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1792313.40     | 0.00%             | 2034-10-24      | Floating      | 11.42%                | No            | 2                  | On Loan: No      |
| AHP Health Partners, Inc.                                                        | AHP Health Partners, Inc., Term Loan                                                                                   | CUSIP: 00130MAJ3<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |       744347 | PA      | $729928.74      | 0.00%             | 2028-08-24      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2020-A, Class C                                                                       | CUSIP: 00969WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16692852 | PA      | $10267405.93    | 0.03%             | 2059-12-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                                    | WaMu Mortgage Pass-Through Certificates Trust, Series 2007-OA5, Class 1A                                               | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7394909 | PA      | $5689394.41     | 0.02%             | 2047-06-25      | Floating      | 2.80%                 | No            | 2                  | On Loan: No      |
| FCA Bank SpA                                                                     | FCA Bank SpA                                                                                                           | CUSIP: N/A<br>LEI: 549300V1VN70Q7PQ7234       | Long             | DBT              | CORP              | IT        |      9300000 | PA      | $9473198.65     | 0.03%             | 2024-04-16      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| iliad SA                                                                         | iliad SA                                                                                                               | CUSIP: N/A<br>LEI: 969500FZ9BTRZS3JNB97       | Long             | DBT              | CORP              | FR        |      7200000 | PA      | $7645582.08     | 0.02%             | 2027-06-14      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                         | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3302604.51     | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Summer BidCo BV                                                                  | Summer BidCo BV                                                                                                        | CUSIP: N/A<br>LEI: 724500EOJYP21L3XM206       | Long             | DBT              | CORP              | NL        |      1959452 | PA      | $1505305.33     | 0.00%             | 2025-11-15      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        23838 | NS      | $784270.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      7650000 | PA      | $7126032.30     | 0.02%             | 2026-07-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Romark CLO IV Ltd.                                                               | Romark CLO IV Ltd., Series 2021-4A, Class C1                                                                           | CUSIP: 77588LAG6<br>LEI: 549300HD9K8XL8QM2Z46 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3094303.10     | 0.01%             | 2034-07-10      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Bank                                                           | Washington Mutual Bank                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     25126000 | PA      | $2.51           | 0.00%             | 2017-09-21      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF                                                                  | CUSIP: 36242DT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3366942 | PA      | $3162978.74     | 0.01%             | 2035-03-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $284929.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     40000000 | PA      | $8236202.19     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2004-B, Class A2                                                       | CUSIP: 073250BF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       877831 | PA      | $737378.33      | 0.00%             | 2039-05-28      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                 | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       200000 | PA      | $167406.36      | 0.00%             | 2029-06-07      | Variable      | 1.89%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      4160000 | PA      | $231073.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                             | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       200000 | PA      | $153016.44      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      3800000 | PA      | $-27066.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                             | Beast Mortgage Trust, Series 2021-SSCP, Class B                                                                        | CUSIP: 05601PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6829000 | PA      | $6385905.80     | 0.02%             | 2036-04-15      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Affinity Gaming                                                                  | Affinity Gaming                                                                                                        | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4747000 | PA      | $4024691.83     | 0.01%             | 2027-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                      | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4, Class A2A                                                | CUSIP: 00442LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7371059 | PA      | $1287763.02     | 0.00%             | 2037-05-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     81261000 | PA      | $42922.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                        | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     14250000 | PA      | $10719220.50    | 0.03%             | 2032-09-15      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                                            | Countrywide Asset-Backed Certificates, Series 2006-12, Class 1A                                                        | CUSIP: 12667AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2808995 | PA      | $2562349.41     | 0.01%             | 2036-12-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2013-78                                           | CUSIP: 38378KRX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12883598 | PA      | $159388.14      | 0.00%             | 2054-10-16      | Variable      | 0.28%                 | No            | 2                  | On Loan: No      |
| City of Philadelphia                                                             | City of Philadelphia, Series 2017B                                                                                     | CUSIP: 717817UL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3500000 | PA      | $3576955.31     | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-339758.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Shearer's Foods LLC                                                              | Shearer's Foods LLC, 1st Lien Term Loan                                                                                | CUSIP: 82087UAL1<br>LEI: 549300AQWIJSYS2CIH04 | Long             | LON              | CORP              | US        |      1576709 | PA      | $1499623.71     | 0.00%             | 2027-09-23      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                   | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90826.84       | 0.00%             | 2032-05-08      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Invesco QQQ Trust 1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5500 | NC      | $-3198250.00    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Splunk, Inc.                                                                     | Splunk, Inc.                                                                                                           | CUSIP: 848637AC8<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |      5750000 | PA      | $5540125.00     | 0.01%             | 2023-09-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418DRE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1729168 | PA      | $1634129.04     | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     42945000 | PA      | $1118124.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                            | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       300000 | PA      | $279533.77      | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B17, Class XB                                                                    | CUSIP: 08162MBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13340000 | PA      | $381944.74      | 0.00%             | 2053-03-15      | Variable      | 0.53%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2018-2A, Class B                                                                         | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2655997.58     | 0.01%             | 2031-08-15      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                  | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       100000 | PA      | $107358.44      | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2021-BA, Class E                                                                | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2520000 | PA      | $1764615.64     | 0.00%             | 2036-11-20      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      5268000 | PA      | $5203137.75     | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |       200000 | PA      | $173250.00      | 0.00%             | 2027-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-711.07        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| C-BASS Trust                                                                     | C-BASS Trust, Series 2006-CB7, Class A4                                                                                | CUSIP: 12479DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1181136 | PA      | $778591.96      | 0.00%             | 2036-10-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| Oregon School Boards Association                                                 | Oregon School Boards Association, Series 2003B                                                                         | CUSIP: 686053CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      6520000 | PA      | $6679400.57     | 0.02%             | 2028-06-30      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| SACO I Trust                                                                     | SACO I Trust, Series 2006-9, Class A1                                                                                  | CUSIP: 78577RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        65619 | PA      | $65496.52       | 0.00%             | 2036-08-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Rad CLO 17 Ltd.                                                                  | Rad CLO 17 Ltd., Series 2022-17A, Class E                                                                              | CUSIP: 75009KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $472942.70      | 0.00%             | 2035-10-20      | Floating      | 12.26%                | No            | 2                  | On Loan: No      |
| New Jersey Health Care Facilities Financing Authority                            | New Jersey Health Care Facilities Financing Authority, Series 2021 A                                                   | CUSIP: 645790QD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      8560000 | PA      | $7788607.30     | 0.02%             | 2051-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Chanel Ceres plc                                                                 | Chanel Ceres plc                                                                                                       | CUSIP: N/A<br>LEI: 549300FLG0WWSVNA4480       | Long             | DBT              | CORP              | GB        |      3518000 | PA      | $3385801.75     | 0.01%             | 2026-07-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Greene King Finance plc                                                          | Greene King Finance plc, Series B1                                                                                     | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |      2472000 | PA      | $2262312.97     | 0.01%             | 2034-12-15      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2015-4R, Class 1A4                                                                                  | CUSIP: 12650BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5314047 | PA      | $3717767.33     | 0.01%             | 2036-10-27      | Floating      | 3.74%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30373000 | PA      | $27382134.85    | 0.07%             | 2028-02-24      | Variable      | 3.07%                 | No            | 2                  | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                       | Mercury Financial Credit Card Master Trust, Series 2022-1A, Class A                                                    | CUSIP: 58940BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44043000 | PA      | $41872490.49    | 0.11%             | 2026-09-21      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Myers Park CLO Ltd.                                                              | Myers Park CLO Ltd., Series 2018-1A, Class C                                                                           | CUSIP: 62848FAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $952978.40      | 0.00%             | 2030-10-20      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     37194400 | PA      | $3556414.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $140260.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hops Hill No. 2 plc                                                              | Hops Hill No. 2 plc, Series 2, Class B                                                                                 | CUSIP: N/A<br>LEI: 213800HS79HZG1YRY579       | Long             | ABS-MBS          | CORP              | GB        |      4073000 | PA      | $4812799.29     | 0.01%             | 2054-11-27      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Hermes International                                                             | Hermes International                                                                                                   | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |          521 | NS      | $806431.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10639000 | PA      | $10200358.60    | 0.03%             | 2025-02-04      | Variable      | 1.84%                 | No            | 2                  | On Loan: No      |
| Sinic Holdings Group Co. Ltd.                                                    | Sinic Holdings Group Co. Ltd.                                                                                          | CUSIP: N/A<br>LEI: 300300N5XRCGHA7P7B13       | Long             | DBT              | CORP              | KY        |      2919000 | PA      | $29190.00       | 0.00%             | 2022-06-18      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       400000 | PA      | $310973.64      | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Mosaic Solar Loan Trust                                                          | Mosaic Solar Loan Trust, Series 2018-2GS, Class A                                                                      | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9820077 | PA      | $8888239.72     | 0.02%             | 2044-02-22      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Channel Link Enterprises Finance plc                                             | Channel Link Enterprises Finance plc, Series A5                                                                        | CUSIP: N/A<br>LEI: 213800BYHTDDUJYTT475       | Long             | DBT              | CORP              | GB        |      3075000 | PA      | $3092100.68     | 0.01%             | 2050-06-30      | Variable      | 3.04%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO Ltd.                                                             | Birch Grove CLO Ltd., Series 19A, Class DR                                                                             | CUSIP: 09075JAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4795000 | PA      | $4514729.37     | 0.01%             | 2031-06-15      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 30 Year Bond                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          183 | NC      | $774890.63      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | Commonwealth of Puerto Rico, Series 2022                                                                               | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      8945856 | PA      | $3915746.12     | 0.01%             | 2043-11-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Avoca CLO XV DAC                                                                 | Avoca CLO XV DAC, Series 15X, Class B2R                                                                                | CUSIP: N/A<br>LEI: 63540019ZRWR9Z7GEY65       | Long             | ABS-CBDO         | CORP              | IE        |       150000 | PA      | $150982.81      | 0.00%             | 2031-04-15      | Floating      | 2.43%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       693000 | PA      | $676707.76      | 0.00%             | 2025-07-23      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BDS LLC                                                                          | BDS LLC, Series 2022-FL12, Class A                                                                                     | CUSIP: 07336CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6880000 | PA      | $6735561.28     | 0.02%             | 2038-08-19      | Floating      | 6.46%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-A, Class C                                                                      | CUSIP: 64035DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3133000 | PA      | $2498915.89     | 0.01%             | 2062-04-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXX Ltd.                                                    | Madison Park Funding XXX Ltd., Series 2018-30X, Class E                                                                | CUSIP: N/A<br>LEI: 549300FFTJ3WPTJK8589       | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $903093.00      | 0.00%             | 2029-04-15      | Floating      | 9.03%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO II Ltd.                                                             | Whitebox CLO II Ltd., Series 2020-2A, Class A1R                                                                        | CUSIP: 96466CAL2<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4341957.30     | 0.01%             | 2034-10-24      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| Origen Manufactured Housing Contract Trust                                       | Origen Manufactured Housing Contract Trust, Series 2007-B, Class A1                                                    | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |      1967688 | PA      | $1920750.00     | 0.01%             | 2037-10-15      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                                    | iShares Core U.S. Aggregate Bond ETF                                                                                   | CUSIP: 464287226<br>LEI: 549300F7VSXTKBGHJE47 | Long             |  | RF                | US        |        23200 | NS      | $2250168.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                 | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30247000 | PA      | $23431638.58    | 0.06%             | 2031-03-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                            | CUSIP: N/A<br>LEI: 62QBXGPJ34PQ72Z12S66       | Long             | DBT              | CORP              | US        |      4900000 | PA      | $6043740.61     | 0.02%             | 2026-12-07      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                      | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4, Class A2C                                                | CUSIP: 00442LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       363750 | PA      | $64545.43       | 0.00%             | 2037-05-25      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $161585.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SCIL IV LLC                                                                      | SCIL IV LLC                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       481000 | PA      | $440227.91      | 0.00%             | 2026-11-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      8097419 | PA      | $-83598.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2021-1, Class D                                                                       | CUSIP: N/A<br>LEI: 635400RHPRXUESO7KB48       | Long             | ABS-MBS          | CORP              | GB        |       253000 | PA      | $295031.25      | 0.00%             | 2064-07-21      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                               | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      2470000 | PA      | $2392322.38     | 0.01%             | 2028-02-23      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                  | LSTAR Commercial Mortgage Trust, Series 2017-5, Class X                                                                | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7104857 | PA      | $145581.36      | 0.00%             | 2050-03-10      | Variable      | 0.79%                 | No            | 2                  | On Loan: No      |
| Sutton Park CLO DAC                                                              | Sutton Park CLO DAC, Series 1X, Class BE                                                                               | CUSIP: N/A<br>LEI: 54930099DP1YO0ZNSG73       | Long             | ABS-CBDO         | CORP              | IE        |       500000 | PA      | $502312.46      | 0.00%             | 2031-11-15      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| LCM 26 Ltd.                                                                      | LCM 26 Ltd., Series 26A, Class D                                                                                       | CUSIP: 50200FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $325942.32      | 0.00%             | 2031-01-20      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132AEPE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       646279 | PA      | $614009.94      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Lexington County Health Services District, Inc.                                  | Lexington County Health Services District, Inc., Series 2016                                                           | CUSIP: 529050DZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2995000 | PA      | $3022073.42     | 0.01%             | 2041-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     10421500 | PA      | $765137.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mortimer BTL plc                                                                 | Mortimer BTL plc, Series 2021-1, Class C                                                                               | CUSIP: N/A<br>LEI: 213800XP3NPPV83PMY32       | Long             | ABS-MBS          | CORP              | GB        |       110000 | PA      | $124006.32      | 0.00%             | 2053-06-23      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                             | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       100000 | PA      | $110833.10      | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Air Canada Pass-Through Trust                                                    | Air Canada Pass-Through Trust, Series 2015-2, Class B                                                                  | CUSIP: 009088AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      6006183 | PA      | $5879360.76     | 0.02%             | 2023-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3525000 | PA      | $3454855.95     | 0.01%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                              | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       329000 | PA      | $315729.75      | 0.00%             | 2025-11-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| London Wall Mortgage Capital plc                                                 | London Wall Mortgage Capital plc, Series 2021-FL2, Class A                                                             | CUSIP: N/A<br>LEI: 213800QSO8J75OTK5919       | Long             | ABS-MBS          | CORP              | GB        |      1111984 | PA      | $1305546.05     | 0.00%             | 2052-05-15      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower LLC, 1st Lien Term Loan B1                                                            | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |      1492424 | PA      | $1477649.24     | 0.00%             | 2026-09-23      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CVS Health Corp.                                                                                                       | CUSIP: 00C832CC4<br>LEI: N/A                  | N/A              | DE               |  | US        |         1020 | NC      | $6630.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Finsbury Square                                                                  | Finsbury Square, Series 2021-1GRX, Class B                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |      1470000 | PA      | $1679718.56     | 0.00%             | 2067-12-16      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO III Ltd.                                                            | Whitebox CLO III Ltd., Series 2021-3A, Class D                                                                         | CUSIP: 96467HAJ5<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |      5750000 | PA      | $5378295.28     | 0.01%             | 2034-10-15      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6954838 | PA      | $-86541.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO XVIII                                                                 | Apidos CLO XVIII, Series 2018-18A, Class A1                                                                            | CUSIP: 03767NAC0<br>LEI: 549300LPFPUEJZX23R93 | Long             | ABS-CBDO         | CORP              | KY        |       540000 | PA      | $533057.92      | 0.00%             | 2030-10-22      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XBEN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       667869 | PA      | $630610.27      | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1770000 | PA      | $83820.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Axtel SAB de CV                                                                  | Axtel SAB de CV                                                                                                        | CUSIP: 05462GAJ3<br>LEI: 549300BVRDR8XTSXAD13 | Long             | DBT              | CORP              | MX        |     10148000 | PA      | $8275694.00     | 0.02%             | 2024-11-14      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Small Balance Commercial Mortgage Trust                          | Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2007-1A, Class 1A                                      | CUSIP: 52521GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       470619 | PA      | $469223.59      | 0.00%             | 2037-03-25      | Floating      | 4.64%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | GBP/USD One-touch barrier option; Barrier price GBP 1.00000                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      8724685 | PA      | $322778.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PerkinElmer, Inc.                                                                | PerkinElmer, Inc.                                                                                                      | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92668.44       | 0.00%             | 2024-09-15      | Fixed         | 0.85%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-BA, Class C                                                                     | CUSIP: 64034QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1556000 | PA      | $1241738.57     | 0.00%             | 2062-04-20      | Fixed         | 3.57%                 | No            | 2                  | On Loan: No      |
| Oportun Issuance Trust                                                           | Oportun Issuance Trust, Series 2021-C, Class C                                                                         | CUSIP: 68377WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4506000 | PA      | $3818074.84     | 0.01%             | 2031-10-08      | Fixed         | 3.61%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2021-3A, Class A1                                                                       | CUSIP: 69688FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $242100.10      | 0.00%             | 2035-01-15      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| EDP - Energias de Portugal SA                                                    | EDP - Energias de Portugal SA                                                                                          | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |      7500000 | PA      | $7165324.69     | 0.02%             | 2080-07-20      | Variable      | 1.70%                 | No            | 2                  | On Loan: No      |
| FEL Energy VI SARL                                                               | FEL Energy VI SARL                                                                                                     | CUSIP: N/A<br>LEI: 254900H2U8PBIY32VI94       | Long             | DBT              | CORP              | LU        |      3625579 | PA      | $3089220.12     | 0.01%             | 2040-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Enel SpA                                                                         | Enel SpA                                                                                                               | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |      1056039 | NS      | $5679530.40     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Voya Euro CLO II DAC                                                             | Voya Euro CLO II DAC, Series 2A, Class CR                                                                              | CUSIP: N/A<br>LEI: 635400URG3IUW6R6W254       | Long             | ABS-CBDO         | CORP              | IE        |       250000 | PA      | $247665.47      | 0.00%             | 2035-07-15      | Floating      | 3.53%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2017-TIME, Class A                                                                                  | CUSIP: 12652XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2190000 | PA      | $1863685.18     | 0.00%             | 2039-11-13      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class C                                                                       | CUSIP: 00971BAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5873983 | PA      | $6108942.56     | 0.02%             | 2062-03-27      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| LCM XXI LP                                                                       | LCM XXI LP, Series 21A, Class BR                                                                                       | CUSIP: 50189CAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246958.73      | 0.00%             | 2028-04-20      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      7870000 | PA      | $44534.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                                                             | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101632.71      | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                   | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       600000 | PA      | $461762.92      | 0.00%             | 2032-07-20      | Variable      | 2.31%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       100000 | PA      | $77860.06       | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -43409806 | PA      | $-1229889.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO IV Ltd.                                                              | Elmwood CLO IV Ltd., Series 2020-1A, Class B                                                                           | CUSIP: 29002GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5950000 | PA      | $5744729.17     | 0.02%             | 2033-04-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Canada Square Funding plc                                                        | Canada Square Funding plc, Series 6, Class C                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       317000 | PA      | $343926.61      | 0.00%             | 2059-01-17      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-277089.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Finsbury Square plc                                                              | Finsbury Square plc, Series 2021-2X, Class B                                                                           | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |      1339000 | PA      | $1525398.02     | 0.00%             | 2071-12-16      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Gruenenthal GmbH                                                                 | Gruenenthal GmbH                                                                                                       | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      1190000 | PA      | $1163661.47     | 0.00%             | 2026-11-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2020-609M, Class D                                         | CUSIP: 46652RAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2500000 | PA      | $2127863.25     | 0.01%             | 2033-10-15      | Floating      | 7.09%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      4900000 | PA      | $4749367.81     | 0.01%             | 2028-11-03      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -39240000 | PA      | $-235775.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       170000 | PA      | $14802.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2015-2A, Class CR2                                                                      | CUSIP: 69689CBC9<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $460519.55      | 0.00%             | 2030-07-20      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                           | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     37684000 | PA      | $36641894.95    | 0.10%             | 2024-07-30      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| CIFC European Funding CLO III DAC                                                | CIFC European Funding CLO III DAC, Series 3X, Class B1                                                                 | CUSIP: N/A<br>LEI: 5493000EF0244RPYUG32       | Long             | ABS-CBDO         | CORP              | IE        |      4500000 | PA      | $4450656.53     | 0.01%             | 2034-01-15      | Floating      | 2.88%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                     | CUSIP: 02209SAY9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3172948.68     | 0.01%             | 2027-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| RR 3 Ltd.                                                                        | RR 3 Ltd., Series 2018-3A, Class A1R2                                                                                  | CUSIP: 74988LAA2<br>LEI: 549300YH0VOGWM5JZF65 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $494414.90      | 0.00%             | 2030-01-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| CPUK Finance Ltd.                                                                | CPUK Finance Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |      4550000 | PA      | $4550197.65     | 0.01%             | 2027-08-28      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2021-2, Class B                                                                                     | CUSIP: N/A<br>LEI: 213800OI5O7QF6XV6F68       | Long             | ABS-O            | CORP              | GB        |      1200000 | PA      | $1433212.16     | 0.00%             | 2028-10-20      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     10069000 | PA      | $375081.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Generate CLO 2 Ltd.                                                              | Generate CLO 2 Ltd., Series 2A, Class AR                                                                               | CUSIP: 98625TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12939000 | PA      | $12779582.46    | 0.03%             | 2031-01-22      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2021-B, Class C                                                                       | CUSIP: 08862BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1600000 | PA      | $1259327.52     | 0.00%             | 2034-10-17      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-2A, Class D                                                               | CUSIP: 69702FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $440112.15      | 0.00%             | 2029-05-20      | Floating      | 9.68%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -85550000 | PA      | $-14437668.21   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140KDP61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       600755 | PA      | $567612.70      | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $58844.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2020-4A, Class C                                                               | CUSIP: 69701PAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2857959.00     | 0.01%             | 2028-11-25      | Floating      | 8.36%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                     | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7284000 | PA      | $5625705.40     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        82232 | PA      | $78221.89       | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                             | Beast Mortgage Trust, Series 2021-SSCP, Class F                                                                        | CUSIP: 05601PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6430000 | PA      | $5898132.26     | 0.02%             | 2036-04-15      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| BPR Trust                                                                        | BPR Trust, Series 2021-TY, Class E                                                                                     | CUSIP: 05592AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5768000 | PA      | $5212927.48     | 0.01%             | 2038-09-15      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      4259000 | PA      | $4170891.30     | 0.01%             | 2025-10-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Arch Capital Group US, Inc.                                                      | Arch Capital Group US, Inc.                                                                                            | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |        95000 | PA      | $84987.03       | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| ESCI/FL                                                                          | ESCI/FL                                                                                                                | CUSIP: 165ESCAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27853000 | PA      | $2.79           | 0.00%             | 2021-02-15      | Fixed         | 6.12%                 | No            | 3                  | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                                                            | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |        63614 | NS      | $21408019.42    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Koninklijke KPN NV                                                               | Koninklijke KPN NV                                                                                                     | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | DBT              | CORP              | NL        |      5700000 | PA      | $5634490.20     | 0.01%             | 2024-11-08      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| Sesac Finance LLC                                                                | Sesac Finance LLC, Series 2019-1, Class A2                                                                             | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19768928 | PA      | $18249270.27    | 0.05%             | 2049-07-25      | Fixed         | 5.22%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2014-CR21, Class A3                                                                  | CUSIP: 12592RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2186121 | PA      | $2103981.77     | 0.01%             | 2047-12-10      | Fixed         | 3.53%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2019-2A, Class E                                                                                 | CUSIP: 92917XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $223777.28      | 0.00%             | 2032-07-20      | Floating      | 10.84%                | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                      | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       158000 | PA      | $133000.57      | 0.00%             | 2044-11-04      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       742483 | PA      | $707981.21      | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ares XXXVII CLO Ltd.                                                             | Ares XXXVII CLO Ltd., Series 2015-4A, Class A1R                                                                        | CUSIP: 04015NAG9<br>LEI: 635400YF4AHA6NB2CU53 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1484460.60     | 0.00%             | 2030-10-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                           | GSK Consumer Healthcare Capital US LLC                                                                                 | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      5313000 | PA      | $4946168.17     | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                              | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       109000 | PA      | $105934.47      | 0.00%             | 2025-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Woof Holdings, Inc.                                                              | Woof Holdings, Inc., 1st Lien Term Loan                                                                                | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3241013 | PA      | $3041139.37     | 0.01%             | 2027-12-21      | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2022-2, Class D                                                                                     | CUSIP: N/A<br>LEI: 2138007VE7NHNFWYH460       | Long             | ABS-O            | CORP              | GB        |       989000 | PA      | $1187368.08     | 0.00%             | 2029-08-20      | Floating      | 8.68%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -143350000 | PA      | $-130314109.38  | -0.34%            | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XDBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6453813 | PA      | $5705890.40     | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    686691000 | PA      | $-1025197.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Generate CLO 4 Ltd.                                                              | Generate CLO 4 Ltd., Series 4A, Class DR                                                                               | CUSIP: 986252AY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1383407.85     | 0.00%             | 2032-04-20      | Floating      | 7.39%                 | No            | 2                  | On Loan: No      |
| Ares European CLO XII DAC                                                        | Ares European CLO XII DAC, Series 12A, Class B1R                                                                       | CUSIP: N/A<br>LEI: 635400XCOLUI5RNVIZ11       | Long             | ABS-CBDO         | CORP              | IE        |       862000 | PA      | $875305.87      | 0.00%             | 2032-04-20      | Floating      | 3.16%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3131079.10     | 0.01%             | 2025-03-04      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Align Technology, Inc.                                                                                                 | CUSIP: 00P7Y6KC0<br>LEI: N/A                  | N/A              | DE               |  | US        |          -91 | NC      | $-15015.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHC Commercial Mortgage Trust                                                    | CHC Commercial Mortgage Trust, Series 2019-CHC, Class B                                                                | CUSIP: 162665AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13443302 | PA      | $12790095.98    | 0.03%             | 2034-06-15      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc., Term Loan B2                                                                                         | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       611408 | PA      | $554852.83      | 0.00%             | 2027-12-17      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Kernel Holding SA                                                                | Kernel Holding SA                                                                                                      | CUSIP: N/A<br>LEI: 5493003GR6L4DZOS2U12       | Long             | DBT              | CORP              | LU        |      3925000 | PA      | $1609250.00     | 0.00%             | 2027-10-27      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| University of Wisconsin Hospitals & Clinics                                      | University of Wisconsin Hospitals & Clinics, Series 2021 B                                                             | CUSIP: 915260EU3<br>LEI: 549300O76DW14JGO7224 | Long             | DBT              | MUN               | US        |     13795000 | PA      | $12281740.92    | 0.03%             | 2051-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MCM Trust                                                                        | MCM Trust, Series 2018-NPL2                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     38368199 | PA      | $37552875.19    | 0.10%             | 2028-08-25      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | Health & Educational Facilities Authority of the State of Missouri, Series 2015A                                       | CUSIP: 60637AHZ8<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     15155000 | PA      | $13882215.66    | 0.04%             | 2045-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Carbone CLO Ltd.                                                                 | Carbone CLO Ltd., Series 2017-1A, Class A1                                                                             | CUSIP: 141312AA6<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $987012.10      | 0.00%             | 2031-01-20      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                      | CUSIP: 478160CC6<br>LEI: 549300G0CFPGEF6X2043 | Short            | DBT              | CORP              | US        |    -10000000 | PA      | $-8927767.09    | -0.02%            | 2035-05-20      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16420000 | PA      | $451272.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ladder Capital Commercial Mortgage Mortgage Trust                                | Ladder Capital Commercial Mortgage Mortgage Trust, Series 2013-GCP, Class XA                                           | CUSIP: 50184BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6018937 | PA      | $277016.74      | 0.00%             | 2036-02-15      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     22422000 | PA      | $840773.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -65210000 | PA      | $-2518066.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Harvest CLO XVIII DAC                                                            | Harvest CLO XVIII DAC, Series 18X, Class B                                                                             | CUSIP: N/A<br>LEI: 635400FOHHRBPKDLBO13       | Long             | ABS-CBDO         | CORP              | IE        |       700000 | PA      | $708010.66      | 0.00%             | 2030-10-15      | Floating      | 2.58%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2017-5A, Class C                                                                             | CUSIP: 12551MAG4<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |       800000 | PA      | $740554.80      | 0.00%             | 2030-11-16      | Floating      | 6.93%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     14529000 | PA      | $2708750.44     | 0.01%             | 2035-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2021-1A, Class C                                                              | CUSIP: 68269MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       800000 | PA      | $617524.80      | 0.00%             | 2036-06-16      | Fixed         | 2.22%                 | No            | 2                  | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                       | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     16522000 | PA      | $11173002.50    | 0.03%             | 2025-03-11      | Fixed         | 8.95%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2014-1A, Class B3                                               | CUSIP: 61763YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       777115 | PA      | $690082.04      | 0.00%             | 2044-06-25      | Variable      | 5.03%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XBUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       239932 | PA      | $228782.54      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418DSC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       193585 | PA      | $182985.40      | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-F, Class B                                                                       | CUSIP: 00971FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11969558 | PA      | $10613978.03    | 0.03%             | 2061-06-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| IndyMac IMSC Mortgage Loan Trust                                                 | IndyMac IMSC Mortgage Loan Trust, Series 2007-HOA1, Class AXPP                                                         | CUSIP: 45670LAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13884059 | PA      | $85266.17       | 0.00%             | 2047-07-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| APX Group, Inc.                                                                  | APX Group, Inc., Term Loan                                                                                             | CUSIP: 00213NAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994975 | PA      | $980358.70      | 0.00%             | 2028-07-10      | Variable      | 6.74%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2019-E, Class B                                                                       | CUSIP: 00969TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5930000 | PA      | $5854308.89     | 0.02%             | 2059-09-25      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C17, Class A5                                                                        | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1900000 | PA      | $1804977.96     | 0.00%             | 2055-09-15      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $8808912.89     | 0.02%             | 2026-06-11      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| TRI Pointe Homes, Inc.                                                           | TRI Pointe Homes, Inc.                                                                                                 | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11685000 | PA      | $10431550.05    | 0.03%             | 2027-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.                             | Element Materials Technology Group US Holdings, Inc., Term Loan B                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       684211 | PA      | $667105.27      | 0.00%             | 2029-06-22      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2014-5A, Class CR                                                                                 | CUSIP: 67102SAS3<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |      1430000 | PA      | $1263809.55     | 0.00%             | 2031-04-26      | Floating      | 7.23%                 | No            | 2                  | On Loan: No      |
| Mill City Solar Loan Ltd.                                                        | Mill City Solar Loan Ltd., Series 2019-2GS, Class A                                                                    | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     18261427 | PA      | $15746828.51    | 0.04%             | 2043-07-20      | Fixed         | 3.69%                 | No            | 3                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-MFM1, Class F                                                                                    | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4460000 | PA      | $4102392.74     | 0.01%             | 2034-01-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2009-12R, Class 3A1                                                | CUSIP: 12642MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21075945 | PA      | $8325192.01     | 0.02%             | 2037-10-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                                           | GSAA Home Equity Trust, Series 2006-4, Class 1A1                                                                       | CUSIP: 362334FD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3916733 | PA      | $2794304.20     | 0.01%             | 2036-03-25      | Variable      | 3.24%                 | No            | 2                  | On Loan: No      |
| Pearl Finance DAC                                                                | Pearl Finance DAC, Series 2020-1, Class A2                                                                             | CUSIP: N/A<br>LEI: 6354007A1PWPJUA24D35       | Long             | ABS-MBS          | CORP              | IE        |      1128144 | PA      | $1145911.11     | 0.00%             | 2032-11-17      | Floating      | 3.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     22270000 | PA      | $1046912.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       400000 | PA      | $366564.44      | 0.00%             | 2026-04-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Astrazeneca Finance LLC                                                          | Astrazeneca Finance LLC                                                                                                | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     11100000 | PA      | $9527647.82     | 0.03%             | 2028-05-28      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $111557.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     36160000 | PA      | $-3539164.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                  | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      5385000 | PA      | $5219548.03     | 0.01%             | 2024-12-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      8970000 | PA      | $769639.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO X Ltd.                                                               | Elmwood CLO X Ltd., Series 2021-3A, Class A                                                                            | CUSIP: 29002VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $980281.90      | 0.00%             | 2034-10-20      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| MF1 Ltd.                                                                         | MF1 Ltd., Series 2021-FL7, Class A                                                                                     | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1918000 | PA      | $1835253.74     | 0.00%             | 2036-10-16      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                         | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      8000000 | PA      | $5352354.32     | 0.01%             | 2060-07-09      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust, Series 2021-ESH, Class F                                                                  | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11846093 | PA      | $11107061.05    | 0.03%             | 2038-07-15      | Floating      | 8.02%                 | No            | 2                  | On Loan: No      |
| Wynn Resorts Finance LLC                                                         | Wynn Resorts Finance LLC                                                                                               | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8896000 | PA      | $8846684.13     | 0.02%             | 2025-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2021-980M, Class E                                                 | CUSIP: 12659RAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3955000 | PA      | $2861383.18     | 0.01%             | 2031-07-15      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                                                    | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       200000 | PA      | $188622.86      | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TICP CLO II-2 Ltd.                                                               | TICP CLO II-2 Ltd., Series 2018-IIA, Class C                                                                           | CUSIP: 87249TAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       590000 | PA      | $568603.06      | 0.00%             | 2028-04-20      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-564260.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       189000 | PA      | $135236.56      | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                                                       | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class SUB                                                                 | CUSIP: 15033GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     15040000 | PA      | $8105056.00     | 0.02%             | 2033-07-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                             | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       176000 | PA      | $159409.35      | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    604645600 | PA      | $10072412.43    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     52507000 | PA      | $-404211.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CVC Cordatus Loan Fund XIX DAC                                                   | CVC Cordatus Loan Fund XIX DAC, Series 19A, Class D                                                                    | CUSIP: N/A<br>LEI: 635400BFCX9PFNPQKM71       | Long             | ABS-CBDO         | CORP              | IE        |       400000 | PA      | $376706.08      | 0.00%             | 2033-12-23      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| ACAS CLO Ltd.                                                                    | ACAS CLO Ltd., Series 2015-1A, Class AR3                                                                               | CUSIP: 55320RAQ0<br>LEI: 5493005EOEZ6JX072G15 | Long             | ABS-CBDO         | CORP              | KY        |      3677022 | PA      | $3609728.36     | 0.01%             | 2028-10-18      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| Invesco Euro CLO III DAC                                                         | Invesco Euro CLO III DAC, Series 3X, Class F                                                                           | CUSIP: N/A<br>LEI: 549300UGKXS54R7N7T14       | Long             | ABS-CBDO         | CORP              | IE        |       801039 | PA      | $709761.33      | 0.00%             | 2032-07-15      | Floating      | 9.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2825000 | PA      | $-62325.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                 | CUSIP: 00P7XGYK6<br>LEI: N/A                  | N/A              | DE               |  | US        |          400 | NC      | $53200.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                  | CUSIP: 375558BL6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3933793.84     | 0.01%             | 2023-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Rockford Tower Europe CLO DAC                                                    | Rockford Tower Europe CLO DAC, Series 2018-1X, Class B                                                                 | CUSIP: N/A<br>LEI: 635400J1BXSISHD5XN53       | Long             | ABS-CBDO         | CORP              | IE        |      2550000 | PA      | $2594240.61     | 0.01%             | 2031-12-20      | Floating      | 3.90%                 | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust                                                      | Legacy Mortgage Asset Trust, Series 2019-SL2, Class M                                                                  | CUSIP: 52473FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4795656 | PA      | $3646768.34     | 0.01%             | 2059-02-25      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2017-1A, Class AR                                                                            | CUSIP: 12551AAL9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |      8905269 | PA      | $8814877.37     | 0.02%             | 2029-04-23      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                            | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       300000 | PA      | $251402.75      | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2022-AGSS, Class A                                                          | CUSIP: 36270DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19780000 | PA      | $19826148.72    | 0.05%             | 2027-11-15      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $119589.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                             | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     13953000 | PA      | $13545129.67    | 0.04%             | 2024-03-15      | Fixed         | 3.43%                 | No            | 2                  | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2005-AP1, Class 2A4                                       | CUSIP: 65535VHG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       628687 | PA      | $584594.96      | 0.00%             | 2035-02-25      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2933333 | PA      | $5094.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Climate Transition Capital Acquisition I BV                                      | Climate Transition Capital Acquisition I BV                                                                            | CUSIP: N/A<br>LEI: 98450041D8BBCFDFT410       | Long             | EC               | CORP              | NL        |       310735 | NS      | $3276368.87     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Diameter Capital CLO 3 Ltd.                                                      | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1A                                                                 | CUSIP: 25255JAA5<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2421170.25     | 0.01%             | 2037-04-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| Trinitas CLO XIV Ltd.                                                            | Trinitas CLO XIV Ltd., Series 2020-14A, Class C                                                                        | CUSIP: 89641QAG5<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |       625000 | PA      | $594136.94      | 0.00%             | 2034-01-25      | Floating      | 7.36%                 | No            | 2                  | On Loan: No      |
| Charles River Laboratories International, Inc.                                   | Charles River Laboratories International, Inc.                                                                         | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       200000 | PA      | $173000.00      | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-78, Class IC                                                     | CUSIP: 38382TEA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20870730 | PA      | $3314159.26     | 0.01%             | 2051-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Northwoods Capital 19 Euro DAC                                                   | Northwoods Capital 19 Euro DAC, Series 2019-19A, Class C                                                               | CUSIP: N/A<br>LEI: 549300OXT9DWKDJI8F97       | Long             | ABS-CBDO         | CORP              | IE        |       500000 | PA      | $504462.94      | 0.00%             | 2033-11-25      | Floating      | 2.97%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    533651000 | PA      | $13570623.83    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-48949.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                                                                 | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |      2375000 | PA      | $2348542.50     | 0.01%             | 2027-06-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XLII Ltd.                                                   | Madison Park Funding XLII Ltd., Series 13A, Class C                                                                    | CUSIP: 04966HAG1<br>LEI: 549300BF3YFW8EHN6F75 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $5651191.20     | 0.01%             | 2030-11-21      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Naturgy Finance BV                                                               | Naturgy Finance BV                                                                                                     | CUSIP: N/A<br>LEI: 2138005FTXOJUBQ5J563       | Long             | DBT              | CORP              | NL        |       700000 | PA      | $727337.59      | 0.00%             | 2024-04-24      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                    | Nidda Healthcare Holding GmbH                                                                                          | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |     40186000 | PA      | $40920019.90    | 0.11%             | 2026-08-21      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| AGL CLO 9 Ltd.                                                                   | AGL CLO 9 Ltd., Series 2020-9A, Class E                                                                                | CUSIP: 001208AA5<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |       970000 | PA      | $887857.10      | 0.00%             | 2034-01-20      | Floating      | 11.50%                | No            | 2                  | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                 | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11761000 | PA      | $7197773.87     | 0.02%             | 2051-12-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Valley Stream Park CLO Ltd.                                                      | Valley Stream Park CLO Ltd., Series 2022-1A, Class E1                                                                  | CUSIP: 92013BAA5<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |      5500000 | PA      | $5204951.40     | 0.01%             | 2034-10-20      | Floating      | 12.45%                | No            | 2                  | On Loan: No      |
| CFIP CLO Ltd.                                                                    | CFIP CLO Ltd., Series 2017-1A, Class BR                                                                                | CUSIP: 12528JAQ9<br>LEI: 635400N9HTJKJSK1AS88 | Long             | ABS-CBDO         | CORP              | KY        |      3150000 | PA      | $2997189.41     | 0.01%             | 2034-10-18      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| Imprivata, Inc.                                                                  | Imprivata, Inc., Term Loan                                                                                             | CUSIP: 45323KAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994950 | PA      | $955151.52      | 0.00%             | 2027-12-01      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                                                     | ViaSat, Inc.                                                                                                           | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      7441000 | PA      | $6759032.35     | 0.02%             | 2027-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       361000 | PA      | $298692.91      | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                                                            | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       500000 | PA      | $482944.13      | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Verge Genomics                                                                   | Verge Genomics                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1416243 | NS      | $6698829.39     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2019-XL, Class J                                                                  | CUSIP: 056054AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42465036 | PA      | $40365509.53    | 0.11%             | 2036-10-15      | Floating      | 7.10%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance BV                                                     | Trivium Packaging Finance BV                                                                                           | CUSIP: N/A<br>LEI: 724500GMZWW3PVYET548       | Long             | DBT              | CORP              | NL        |      3187000 | PA      | $3104486.98     | 0.01%             | 2026-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                   | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      5135000 | PA      | $4779722.19     | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      4134000 | PA      | $2650927.50     | 0.01%             | 2047-11-28      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                 | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |      1337806 | PA      | $1337806.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1160000 | PA      | $119863.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -80620000 | PA      | $-13143917.19   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133A3Y51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       162011 | PA      | $153139.46      | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       878000 | PA      | $810239.07      | 0.00%             | 2026-08-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2013-3RA, Class B                                                                            | CUSIP: 12552MAG3<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | KY        |       650000 | PA      | $614712.54      | 0.00%             | 2031-04-24      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                       | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     18975000 | PA      | $15495939.63    | 0.04%             | 2031-05-12      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| CMG Media Corp.                                                                  | CMG Media Corp., 1st Lien Term Loan B                                                                                  | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992405 | PA      | $927015.48      | 0.00%             | 2026-12-17      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     11222000 | PA      | $9980209.85     | 0.03%             | 2028-03-07      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                                 | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       726000 | PA      | $696661.16      | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                                                            | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         1902 | NS      | $815501.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    -97795000 | PA      | $-4988220.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Carlyle US CLO Ltd.                                                              | Carlyle US CLO Ltd., Series 2018-4A, Class A2                                                                          | CUSIP: 14315RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       550000 | PA      | $531645.57      | 0.00%             | 2031-01-20      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                               | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       350000 | PA      | $343757.60      | 0.00%             | 2024-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class M1                                                                      | CUSIP: 009740AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8544052 | PA      | $6596168.77     | 0.02%             | 2060-12-25      | Variable      | 2.94%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $134986.07      | 0.00%             | 2042-03-10      | Variable      | 3.81%                 | No            | 2                  | On Loan: No      |
| OHA Credit Partners XIII Ltd.                                                    | OHA Credit Partners XIII Ltd., Series 2016-13A, Class BR                                                               | CUSIP: 67110NAP0<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $718186.50      | 0.00%             | 2034-10-25      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                              | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       400000 | PA      | $315817.23      | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-D, Class C                                                                       | CUSIP: 009723AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16094504 | PA      | $16069855.36    | 0.04%             | 2060-03-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| EIS Group, Ltd.                                                                  | EIS Group, Ltd., Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |     28918576 | PA      | $28123315.16    | 0.07%             | 2028-07-10      | Variable      | 11.09%                | No            | 3                  | On Loan: No      |
| N/A                                                                              | Exxon Mobil Corp.                                                                                                      | CUSIP: 00C9PN5F3<br>LEI: N/A                  | N/A              | DE               |  | US        |         -700 | NC      | $-1750.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp.                                                                      | Cigna Corp.                                                                                                            | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $16813658.41    | 0.04%             | 2023-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Rutgers The State University of New Jersey                                       | Rutgers The State University of New Jersey, Series 2019R                                                               | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |      3750000 | PA      | $2854167.08     | 0.01%             | 2043-05-01      | Fixed         | 3.27%                 | No            | 2                  | On Loan: No      |
| Pike Corp.                                                                       | Pike Corp., Term Loan                                                                                                  | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |      1000000 | PA      | $984840.00      | 0.00%             | 2028-01-21      | Variable      | 7.36%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140Q9C84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        27711 | PA      | $26421.92       | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Finsbury Square plc                                                              | Finsbury Square plc, Series 2019-3, Class C                                                                            | CUSIP: N/A<br>LEI: 213800Z663D4MD7UAR41       | Long             | ABS-MBS          | CORP              | GB        |       789996 | PA      | $950939.19      | 0.00%             | 2069-12-16      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Cedar Funding V CLO Ltd.                                                         | Cedar Funding V CLO Ltd., Series 2016-5A, Class A1R                                                                    | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |      5450000 | PA      | $5354937.83     | 0.01%             | 2031-07-17      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV7, Class A3X                                                                  | CUSIP: 46654CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41698767 | PA      | $1016728.54     | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| Wyeth LLC                                                                        | Wyeth LLC                                                                                                              | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |       700000 | PA      | $747936.09      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2022-1, Class A                                                             | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8970000 | PA      | $8182668.12     | 0.02%             | 2032-03-15      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC, Term Loan                                                                                 | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      7406565 | PA      | $7022386.58     | 0.02%             | 2028-05-12      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      4619100 | PA      | $4619100.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418DAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       158438 | PA      | $151071.12      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      2500000 | PA      | $-33616.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE7, Class 1A2                                               | CUSIP: 07388HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2736297 | PA      | $2608293.51     | 0.01%             | 2036-09-25      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $52939.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                          | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      6925000 | PA      | $5513072.28     | 0.01%             | 2032-07-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                            | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |      3365000 | PA      | $3310876.57     | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-CC, Class D                                                                                     | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1930000 | PA      | $1511494.36     | 0.00%             | 2037-08-13      | Variable      | 3.55%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5022, Class KI                                                                | CUSIP: 3137FXDZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29710157 | PA      | $4593285.42     | 0.01%             | 2050-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                       | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2507000 | PA      | $1683501.04     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2020-1A, Class A2                                                              | CUSIP: 69701EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7600000 | PA      | $7383830.16     | 0.02%             | 2028-02-20      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       135000 | PA      | $105299.96      | 0.00%             | 2048-11-15      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C23, Class D                                           | CUSIP: 61690QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       901221 | PA      | $761589.24      | 0.00%             | 2050-07-15      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| BBCMS Trust                                                                      | BBCMS Trust, Series 2015-SRCH, Class XA                                                                                | CUSIP: 05547HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68603678 | PA      | $2168524.53     | 0.01%             | 2035-08-10      | Variable      | 0.91%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                                    | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       500000 | PA      | $445924.63      | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-J7, Class 2A1                                                                      | CUSIP: 23244FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3865248 | PA      | $2764628.50     | 0.01%             | 2046-11-20      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Massachusetts Development Finance Agency                                         | Massachusetts Development Finance Agency, Series 2018J-2                                                               | CUSIP: 57584YJV2<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |      6880000 | PA      | $6931245.68     | 0.02%             | 2048-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Global Medical Response, Inc.                                                    | Global Medical Response, Inc., Term Loan                                                                               | CUSIP: 00169QAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992405 | PA      | $691587.23      | 0.00%             | 2025-10-02      | Variable      | 8.42%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4420000 | PA      | $-17267.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2021-A, Class D2                                                              | CUSIP: 78448YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5800000 | PA      | $5150081.00     | 0.01%             | 2053-01-15      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| HSBC Bank plc                                                                    | HSBC Bank plc, Series 3M                                                                                               | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | DBT              | CORP              | GB        |      1940000 | PA      | $1338600.00     | 0.00%             | 2023-06-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XIII Ltd.                                                   | Madison Park Funding XIII Ltd., Series 2014-13A, Class AR2                                                             | CUSIP: 55818MBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       283123 | PA      | $280008.62      | 0.00%             | 2030-04-19      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Rotor Acquisition Corp.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       128364 | NS      | $6418.20        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3138WFS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        27311 | PA      | $26159.95       | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Dream Finders Homes, Inc.                                                        | Dream Finders Homes, Inc.                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |        58891 | NS      | $53664423.75    | 0.14%             |  |  |  | No            | 3                  | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Loan Trust                            | Structured Asset Securities Corp. Mortgage Loan Trust, Series 2006-RF4, Class 2A1                                      | CUSIP: 863911AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2302559 | PA      | $1301267.54     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                      | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       200000 | PA      | $141314.87      | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 46 Ltd.                                       | Neuberger Berman Loan Advisers CLO 46 Ltd., Series 2021-46A, Class B                                                   | CUSIP: 64134QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $712336.05      | 0.00%             | 2036-01-20      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| LoanCore Issuer Ltd.                                                             | LoanCore Issuer Ltd., Series 2022-CRE7, Class A                                                                        | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6215000 | PA      | $6016225.66     | 0.02%             | 2037-01-17      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                                                          | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       200000 | PA      | $184994.99      | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      3000000 | PA      | $-58634.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                         | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     26215000 | PA      | $15321537.90    | 0.04%             | 2050-08-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2015-B, Class B                                                               | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-O            | CORP              | US        |     10350000 | PA      | $9795731.63     | 0.03%             | 2040-12-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5167, Class MI                                                                | CUSIP: 3137H3M33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19455984 | PA      | $3318256.94     | 0.01%             | 2051-11-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.                                                   | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class DR2A                                                            | CUSIP: 64129UBY0<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1339387.20     | 0.00%             | 2029-04-22      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140HJHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       296521 | PA      | $282730.34      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1566180 | PA      | $1495049.88     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Korea 10 Year Bond                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |          273 | NC      | $-372077.57     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     28447500 | PA      | $1080499.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BL Consumer Credit                                                               | BL Consumer Credit, Series 2021-1, Class D                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       681000 | PA      | $683161.74      | 0.00%             | 2038-09-25      | Floating      | 3.54%                 | No            | 2                  | On Loan: No      |
| Gruenenthal GmbH                                                                 | Gruenenthal GmbH                                                                                                       | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |      6277000 | PA      | $6030495.15     | 0.02%             | 2028-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     65176600 | PA      | $6230120.70     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X5NU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2945369 | PA      | $2808438.13     | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                                                           | CUSIP: 02665WEA5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       465000 | PA      | $435051.15      | 0.00%             | 2025-01-13      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Louis Dreyfus Co. Finance BV                                                     | Louis Dreyfus Co. Finance BV                                                                                           | CUSIP: N/A<br>LEI: 5493001HHX62PQCEEH95       | Long             | DBT              | CORP              | NL        |     10100000 | PA      | $10286372.91    | 0.03%             | 2025-11-27      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Dual Binary Option: Payout at expiration if the S&P 500 Index is below or at 3687.14 and USOSFR10 is below or at 3.33  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |  31697553532 | NC      | $1079344.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| TAMKO Building Products LLC                                                      | TAMKO Building Products LLC, Term Loan                                                                                 | CUSIP: 87510EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9646595 | PA      | $9296906.13     | 0.02%             | 2026-05-29      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                                   | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    629255567 | PA      | $615886988.78   | 1.63%             | 2024-01-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Temecula Valley Unified School District                                          | Temecula Valley Unified School District, Series 2021-D                                                                 | CUSIP: 87970GQZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000000 | PA      | $3909379.95     | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                                                                | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |       900000 | PA      | $722694.14      | 0.00%             | 2047-03-08      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $159621.13      | 0.00%             | 2031-06-04      | Variable      | 2.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133KPAF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3765073 | PA      | $3643898.69     | 0.01%             | 2052-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -287000000 | PA      | $-267907772.72  | -0.71%            | 2025-02-28      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                 | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      4950000 | PA      | $4134539.77     | 0.01%             | 2028-03-15      | Fixed         | 1.15%                 | No            | 2                  | On Loan: No      |
| MAD Mortgage Trust                                                               | MAD Mortgage Trust, Series 2017-330M, Class E                                                                          | CUSIP: 55282MAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4493000 | PA      | $3946250.42     | 0.01%             | 2034-08-15      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| Last Mile Securities PE DAC                                                      | Last Mile Securities PE DAC, Series 2021-1X, Class C                                                                   | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |      1060782 | PA      | $1016226.85     | 0.00%             | 2031-08-17      | Floating      | 3.40%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      8123000 | PA      | $7876696.34     | 0.02%             | 2025-04-24      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                                              | Verisure Holding AB                                                                                                    | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      5079000 | PA      | $4906813.02     | 0.01%             | 2026-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXX Ltd.                                                    | Madison Park Funding XXX Ltd., Series 2018-30A, Class E                                                                | CUSIP: 55822HAA0<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |      2050000 | PA      | $1851340.65     | 0.00%             | 2029-04-15      | Floating      | 9.03%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -196509077 | PA      | $-504804.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      2710000 | PA      | $2323092.60     | 0.01%             | 2027-03-31      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                 | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     10159000 | PA      | $10131680.32    | 0.03%             | 2023-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                                              | Elmwood CLO II Ltd., Series 2019-2A, Class FR                                                                          | CUSIP: 29001RAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $6808445.25     | 0.02%             | 2034-04-20      | Floating      | 12.24%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -35512099 | PA      | $-268286.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Brookside Mill CLO Ltd.                                                          | Brookside Mill CLO Ltd., Series 2013-1A, Class DR                                                                      | CUSIP: 114521AP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $482598.40      | 0.00%             | 2028-01-17      | Floating      | 6.73%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                      | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     24006000 | PA      | $22379186.36    | 0.06%             | 2026-02-11      | Variable      | 2.16%                 | No            | 2                  | On Loan: No      |
| Herens Midco SARL                                                                | Herens Midco SARL                                                                                                      | CUSIP: N/A<br>LEI: 222100BJH5XPZD1JHF79       | Long             | DBT              | CORP              | LU        |      3310000 | PA      | $2447125.09     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-278174.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mexico City Airport Trust                                                        | Mexico City Airport Trust                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |      3924000 | PA      | $3021480.00     | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                     | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      9039000 | PA      | $8982263.01     | 0.02%             | 2023-09-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO XXVIII Ltd.                                                     | BlueMountain CLO XXVIII Ltd., Series 2021-28A, Class D                                                                 | CUSIP: 09630PAJ2<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1819131.40     | 0.00%             | 2034-04-15      | Floating      | 6.98%                 | No            | 2                  | On Loan: No      |
| BPCRE Ltd.                                                                       | BPCRE Ltd., Series 2022-FL2, Class A                                                                                   | CUSIP: 05602FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     10398000 | PA      | $10235791.20    | 0.03%             | 2037-01-16      | Floating      | 6.72%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3948000 | PA      | $-288501.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      1090000 | PA      | $763000.00      | 0.00%             | 2023-03-31      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2015-37                                           | CUSIP: 38379KFV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1445309 | PA      | $38204.71       | 0.00%             | 2056-10-16      | Variable      | 0.57%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                 | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       253954 | NS      | $9650252.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                  | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     19317000 | PA      | $18003841.74    | 0.05%             | 2030-03-22      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority                                                                                   | CUSIP: 74526QA51<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      7405000 | PA      | $5664825.00     | 0.01%             | 2043-07-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| OZLM VIII Ltd.                                                                   | OZLM VIII Ltd., Series 2014-8A, Class A2R3                                                                             | CUSIP: 67107FBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3815000 | PA      | $3710806.25     | 0.01%             | 2029-10-17      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-L2, Class XA                                                               | CUSIP: 61768HAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22304802 | PA      | $1062629.75     | 0.00%             | 2052-03-15      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                             | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       122000 | PA      | $112833.58      | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3131Y3N69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       616515 | PA      | $588129.65      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     81680000 | PA      | $144958.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    613023000 | PA      | $-4933246.84    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7614615.09     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MC Brazil Downstream Trading SARL                                                | MC Brazil Downstream Trading SARL                                                                                      | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     13182000 | PA      | $10817478.75    | 0.03%             | 2031-06-30      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     13329000 | PA      | $835843.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Bimbo SAB de CV                                                            | Grupo Bimbo SAB de CV                                                                                                  | CUSIP: N/A<br>LEI: 5493000RIXURZEBFEV60       | Long             | DBT              | CORP              | MX        |      6000000 | PA      | $5866050.00     | 0.02%             | 2024-06-27      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      6925000 | PA      | $72899.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -42197000 | PA      | $-3141599.68    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| PCL Funding V plc                                                                | PCL Funding V plc, Series 2021-1, Class C                                                                              | CUSIP: N/A<br>LEI: 213800W4RB7WI93HXU64       | Long             | ABS-O            | CORP              | GB        |       116000 | PA      | $137174.84      | 0.00%             | 2025-10-15      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2017-4A, Class B                                                                                 | CUSIP: 92916QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $723578.55      | 0.00%             | 2030-10-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Electron Bidco, Inc.                                                             | Electron Bidco, Inc., 1st Lien Term Loan                                                                               | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992500 | PA      | $964958.13      | 0.00%             | 2028-11-01      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| St. Paul's CLO XII DAC                                                           | St. Paul's CLO XII DAC, Series 12X, Class B1                                                                           | CUSIP: N/A<br>LEI: 635400TG25DYCKV8CW74       | Long             | ABS-CBDO         | CORP              | IE        |      1350000 | PA      | $1350743.58     | 0.00%             | 2033-04-15      | Floating      | 2.98%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -106925000 | PA      | $-994016.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Avoca CLO XV DAC                                                                 | Avoca CLO XV DAC, Series 15X, Class ER                                                                                 | CUSIP: N/A<br>LEI: 63540019ZRWR9Z7GEY65       | Long             | ABS-CBDO         | CORP              | IE        |      1305000 | PA      | $1102981.98     | 0.00%             | 2031-04-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1421000 | PA      | $194157.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1386661000 | PA      | $-1300216470.06 | -3.43%            | 2053-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2010AA-1                                                       | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      1610000 | PA      | $1727951.61     | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      7900000 | PA      | $8006192.71     | 0.02%             | 2027-01-31      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    107372913 | PA      | $-3340668.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                             | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       276000 | PA      | $226899.02      | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                           | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      4000000 | PA      | $3968000.00     | 0.01%             | 2023-09-18      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Informatica, Inc.                                                                | Informatica, Inc., Class A                                                                                             | CUSIP: 45674M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       519948 | NS      | $8469952.92     | 0.02%             |  |  |  | No            | 1                  | On Loan: —       |
| NGG Finance plc                                                                  | NGG Finance plc                                                                                                        | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |      5200000 | PA      | $5932607.80     | 0.02%             | 2073-06-18      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| Shelf Drilling North Sea Holdings Ltd.                                           | Shelf Drilling North Sea Holdings Ltd.                                                                                 | CUSIP: 822541AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     10061000 | PA      | $9908827.38     | 0.03%             | 2025-10-31      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14625000.00    | 0.04%             | 2024-03-27      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Broadcom Corp.                                                                   | Broadcom Corp.                                                                                                         | CUSIP: 11134LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2865000 | PA      | $2815890.12     | 0.01%             | 2024-01-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                     | CUSIP: N/A<br>LEI: ODVCVCQG2BP6VHV36M30       | Long             | DBT              | CORP              | US        |     10100000 | PA      | $9744229.28     | 0.03%             | 2027-06-21      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  41526500000 | PA      | $6049930.51     | 0.02%             | 2031-03-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIV Ltd.                                                  | Madison Park Funding XXXIV Ltd., Series 2019-34A, Class DR                                                             | CUSIP: 55819GAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $238349.08      | 0.00%             | 2032-04-25      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                  | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       943000 | PA      | $895154.25      | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Voya Euro CLO II DAC                                                             | Voya Euro CLO II DAC, Series 2A, Class B1R                                                                             | CUSIP: N/A<br>LEI: 635400URG3IUW6R6W254       | Long             | ABS-CBDO         | CORP              | IE        |       250000 | PA      | $246988.89      | 0.00%             | 2035-07-15      | Floating      | 3.05%                 | No            | 2                  | On Loan: No      |
| Stanlington No. 2 plc                                                            | Stanlington No. 2 plc, Series 2, Class C                                                                               | CUSIP: N/A<br>LEI: 213800FCNYGLAJQ7PJ81       | Long             | ABS-MBS          | CORP              | GB        |       534000 | PA      | $612770.96      | 0.00%             | 2045-06-12      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE8, Class 1A3                                               | CUSIP: 07388JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2391000 | PA      | $2095724.41     | 0.01%             | 2036-10-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc., Term Loan E                                                                                           | CUSIP: 89364MBQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992327 | PA      | $980627.84      | 0.00%             | 2025-05-30      | Variable      | 6.98%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2018-1, Class M2                                                        | CUSIP: 92257AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       361622 | PA      | $320497.42      | 0.00%             | 2048-04-25      | Fixed         | 4.26%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |       125000 | NS      | $1168702.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       677000 | PA      | $635743.41      | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2006-C, Class 2A                                                        | CUSIP: 126685DJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2218033 | PA      | $2112529.18     | 0.01%             | 2036-05-15      | Floating      | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    467124500 | PA      | $7564015.65     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    800000000 | PA      | $-8726623.39    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Emirates NBD Bank PJSC                                                           | Emirates NBD Bank PJSC                                                                                                 | CUSIP: N/A<br>LEI: 54930029BCN8HF3B1286       | Long             | DBT              | CORP              | AE        |     10000000 | PA      | $9836250.00     | 0.03%             | 2025-03-20      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2856449 | PA      | $38264.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                    | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       150000 | PA      | $154334.11      | 0.00%             | 2028-10-27      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                               | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92051.54       | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $386896.66      | 0.00%             | 2026-03-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $119589.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AW2D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12021447 | PA      | $10714642.83    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                             | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       110000 | PA      | $101938.61      | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                       | CUSIP: 47010BAJ3<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |      4980000 | PA      | $4581600.00     | 0.01%             | 2025-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                               | Lanebrook Mortgage Transaction plc, Series 2021-1, Class D                                                             | CUSIP: N/A<br>LEI: 213800KIKUC4SBO49X16       | Long             | ABS-MBS          | CORP              | GB        |       103000 | PA      | $113493.07      | 0.00%             | 2058-07-20      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Oportun Issuance Trust                                                           | Oportun Issuance Trust, Series 2021-B, Class A                                                                         | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7520000 | PA      | $6568162.02     | 0.02%             | 2031-05-08      | Fixed         | 1.47%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 8 Ltd.                                                     | Anchorage Capital CLO 8 Ltd., Series 2016-8A, Class AR2A                                                               | CUSIP: 03329KAY9<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |      1150000 | PA      | $1116730.50     | 0.00%             | 2034-10-27      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11790000 | PA      | $-53294.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     28000000 | PA      | $58212.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16102289 | PA      | $1960651.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority                                                                                   | CUSIP: 74526QXZ0<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       940000 | PA      | $694940.36      | 0.00%             | 2026-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-48295.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                                                          | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |       100000 | PA      | $80874.17       | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140HBMG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18645 | PA      | $17754.88       | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     26000000 | PA      | $48476.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding XIX Ltd.                                                    | Madison Park Funding XIX Ltd., Series 2015-19A, Class A1R2                                                             | CUSIP: 55819QAY3<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |      9178334 | PA      | $9084493.50     | 0.02%             | 2028-01-22      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1010000 | PA      | $-50417.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust                                        | Navient Private Education Refi Loan Trust, Series 2021-DA, Class D                                                     | CUSIP: 63942CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2550000 | PA      | $2159217.35     | 0.01%             | 2060-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -13150 | NC      | $-164375.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ares XLII CLO Ltd.                                                               | Ares XLII CLO Ltd., Series 2017-42A, Class AR                                                                          | CUSIP: 04016LAQ0<br>LEI: 5493004S1FMDW7K3MU50 | Long             | ABS-CBDO         | CORP              | KY        |      3106875 | PA      | $3073336.27     | 0.01%             | 2028-01-22      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2005-4A, Class A2                                                               | CUSIP: 07324SCS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       142729 | PA      | $130360.25      | 0.00%             | 2036-01-25      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                              | FMG Resources August 2006 Pty. Ltd.                                                                                    | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     14256000 | PA      | $13295145.60    | 0.04%             | 2032-04-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     14216000 | PA      | $-182613.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1847518800 | PA      | $-24011.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Puget Energy, Inc.                                                               | Puget Energy, Inc.                                                                                                     | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |       500000 | PA      | $446480.59      | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     54564000 | PA      | $271705.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7110.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SCC Power plc                                                                    | SCC Power plc                                                                                                          | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |     12196220 | PA      | $363824.59      | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Brunswick Corp.                                                                  | Brunswick Corp.                                                                                                        | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |       300000 | PA      | $253242.75      | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 4995, Class BI                                                                | CUSIP: 3137FUW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12158691 | PA      | $2408912.73     | 0.01%             | 2050-06-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Armada Euro CLO III DAC                                                          | Armada Euro CLO III DAC, Series 3A, Class DR                                                                           | CUSIP: N/A<br>LEI: 549300236OBWCGBX8R96       | Long             | ABS-CBDO         | CORP              | IE        |      2800000 | PA      | $2687728.46     | 0.01%             | 2031-07-15      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X86Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23775936 | PA      | $21288562.94    | 0.06%             | 2050-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Niagara Park CLO Ltd.                                                            | Niagara Park CLO Ltd., Series 2019-1A, Class AR                                                                        | CUSIP: 65357LAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $5880807.60     | 0.02%             | 2032-07-17      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2014-11R, Class 16A1                                                                                | CUSIP: 12649FEE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        99053 | PA      | $98370.25       | 0.00%             | 2047-09-27      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                               | EnBW Energie Baden-Wuerttemberg AG                                                                                     | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |      3100000 | PA      | $3061219.39     | 0.01%             | 2079-11-05      | Variable      | 1.12%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      5100000 | PA      | $4878633.47     | 0.01%             | 2025-06-03      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1985000 | PA      | $27052.30       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140HBGZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2156593 | PA      | $2056298.89     | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO Ltd.                                                       | Anchorage Capital CLO Ltd., Series 2013-1A, Class A1R                                                                  | CUSIP: 033292AQ6<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |      2910000 | PA      | $2877298.58     | 0.01%             | 2030-10-13      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Aurium CLO VIII DAC                                                              | Aurium CLO VIII DAC, Series 8X, Class A                                                                                | CUSIP: N/A<br>LEI: 549300FEAY35HPC4RS38       | Long             | ABS-CBDO         | CORP              | IE        |      5000000 | PA      | $5102897.24     | 0.01%             | 2034-06-23      | Floating      | 2.95%                 | No            | 2                  | On Loan: No      |
| Tereos Finance Groupe I SA                                                       | Tereos Finance Groupe I SA                                                                                             | CUSIP: N/A<br>LEI: 969500183Z46A3QF8W69       | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2232209.39     | 0.01%             | 2023-06-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2211428 | PA      | $161948.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                 | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       500000 | PA      | $401524.01      | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      7900000 | PA      | $7509911.32     | 0.02%             | 2028-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2021-A, Class C                                                                | CUSIP: 76042UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2040000 | PA      | $1772164.12     | 0.00%             | 2031-12-22      | Fixed         | 3.53%                 | No            | 2                  | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                      | Arbor Multifamily Mortgage Securities Trust, Series 2021-MF3, Class A5                                                 | CUSIP: 03882KAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3605000 | PA      | $2920620.31     | 0.01%             | 2054-10-15      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc., Term Loan                                                                                     | CUSIP: 90351JAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992063 | PA      | $989404.76      | 0.00%             | 2027-02-25      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| CPUK Finance Ltd.                                                                | CPUK Finance Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |      1400000 | PA      | $1549680.47     | 0.00%             | 2026-08-28      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                                                         | Becton Dickinson and Co.                                                                                               | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       600000 | PA      | $474478.06      | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  71269343000 | PA      | $-3989527.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Sutton Park CLO DAC                                                              | Sutton Park CLO DAC, Series 1X, Class A2A                                                                              | CUSIP: N/A<br>LEI: 54930099DP1YO0ZNSG73       | Long             | ABS-CBDO         | CORP              | IE        |       345000 | PA      | $351079.52      | 0.00%             | 2031-11-15      | Floating      | 3.50%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       344000 | PA      | $333082.26      | 0.00%             | 2025-04-27      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 35 Ltd.                                              | Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1A                                                         | CUSIP: 67591TAA8<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |      1945000 | PA      | $1920505.84     | 0.01%             | 2031-01-20      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    270000000 | PA      | $-1264643.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                           | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      6250000 | PA      | $5812400.94     | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| LANXESS AG                                                                       | LANXESS AG                                                                                                             | CUSIP: N/A<br>LEI: 529900PTLRE72EMYIJ77       | Long             | DBT              | CORP              | DE        |     12013000 | PA      | $12589733.16    | 0.03%             | 2076-12-06      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -70000000 | PA      | $-55950781.60   | -0.15%            | 2030-11-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| HT Troplast GmbH                                                                 | HT Troplast GmbH                                                                                                       | CUSIP: N/A<br>LEI: 529900Y2N2GAY3FXGP86       | Long             | DBT              | CORP              | DE        |      3837000 | PA      | $3724925.47     | 0.01%             | 2025-07-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3131Y1D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       489074 | PA      | $466405.26      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $8124078.24     | 0.02%             | 2025-09-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Flyreel, Inc.                                                                    | Flyreel, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     23381207 | PA      | $25356918.79    | 0.07%             | 2023-07-20      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     20243000 | PA      | $-20185.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     22000000 | PA      | $86290.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      6650000 | PA      | $8048779.02     | 0.02%             | 2033-11-18      | Variable      | 5.79%                 | No            | 2                  | On Loan: No      |
| ESC Investments & Realty Corp., Inc.                                             | ESC Investments & Realty Corp., Inc.                                                                                   | CUSIP: 165ESCAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1665000 | PA      | $0.17           | 0.00%             | 2026-08-15      | Fixed         | 6.62%                 | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115607554 | PA      | $103174848.48   | 0.27%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-43057.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      8800000 | PA      | $6497.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-247357.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA                                                     | Banco Mercantil del Norte SA                                                                                           | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | MX        |       855000 | PA      | $832716.56      | 0.00%             | 2024-09-27      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXII                                                                  | Apidos CLO XXII, Series 2015-22A, Class A1R                                                                            | CUSIP: 03765XAG1<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |      1765000 | PA      | $1742879.43     | 0.00%             | 2031-04-20      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| EDvestinU Private Education Loan Issue No. LLC                                   | EDvestinU Private Education Loan Issue No. LLC, Series 2022-A, Class A                                                 | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7620523 | PA      | $7395043.26     | 0.02%             | 2040-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M2                                                        | CUSIP: 92259LAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1412689 | PA      | $1185671.60     | 0.00%             | 2050-02-25      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SONIA Index                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          478 | NC      | $291581.97      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Corp.                                                                   | Broadcom Corp.                                                                                                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       301000 | PA      | $284712.94      | 0.00%             | 2027-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -111665000 | PA      | $-1256566.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                     | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      2406000 | PA      | $2288580.05     | 0.01%             | 2024-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                                 | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     11497000 | PA      | $10226394.90    | 0.03%             | 2029-10-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Bytedance Ltd., Series E-1                                                       | Bytedance Ltd., Series E-1                                                                                             | CUSIP: N/A<br>LEI: 2138001IW2EIZVJQ2K36       | Long             | EP               | CORP              | GB        |       296396 | NS      | $48848110.08    | 0.13%             |  |  |  | Yes           | 3                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class E                                          | CUSIP: 466330AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11570000 | PA      | $10960139.52    | 0.03%             | 2038-04-15      | Floating      | 6.77%                 | No            | 2                  | On Loan: No      |
| Intrum AB                                                                        | Intrum AB                                                                                                              | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |      4550000 | PA      | $4809665.66     | 0.01%             | 2028-03-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Penta CLO DAC                                                                    | Penta CLO DAC, Series 2022-11A, Class D                                                                                | CUSIP: N/A<br>LEI: 5493006SWLDNT2XZHH97       | Long             | ABS-CBDO         | CORP              | IE        |      2030000 | PA      | $1990530.56     | 0.01%             | 2034-11-15      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                   | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $184306.11      | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-9T1, Class 1A1                                                                     | CUSIP: 02150JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3923953 | PA      | $2015610.82     | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-198382.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Henley CLO IV DAC                                                                | Henley CLO IV DAC, Series 4X, Class B1                                                                                 | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |       450000 | PA      | $441387.76      | 0.00%             | 2034-04-25      | Floating      | 1.50%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                                                             | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | US        |      2175000 | PA      | $2350742.83     | 0.01%             | 2026-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                  | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      1365000 | PA      | $1344614.63     | 0.00%             | 2024-02-12      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $62865.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aimco CLO 14 Ltd.                                                                | Aimco CLO 14 Ltd., Series 2021-14A, Class SUB                                                                          | CUSIP: 00144FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     20000000 | PA      | $14524880.00    | 0.04%             | 2034-04-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                                                      | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       200000 | PA      | $160534.87      | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                                     | Natixis Commercial Mortgage Securities Trust, Series 2018-RIVA, Class E                                                | CUSIP: 63874JAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1171000 | PA      | $1167859.85     | 0.00%             | 2033-02-15      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                 | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       861000 | PA      | $770372.00      | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     23675400 | PA      | $1109295.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO V Ltd.                                                               | Elmwood CLO V Ltd., Series 2020-2A, Class ER                                                                           | CUSIP: 29003AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4850000 | PA      | $4332304.70     | 0.01%             | 2034-10-20      | Floating      | 10.34%                | No            | 2                  | On Loan: No      |
| Freeport Indonesia PT                                                            | Freeport Indonesia PT                                                                                                  | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      5835000 | PA      | $5594948.10     | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                                    | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      6229000 | PA      | $5524083.50     | 0.01%             | 2027-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Tallgrass Energy Partners LP                                                     | Tallgrass Energy Partners LP                                                                                           | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $177368.00      | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Victor Valley Community College District                                         | Victor Valley Community College District                                                                               | CUSIP: 92603PEK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000000 | PA      | $4723699.20     | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VS Buyer LLC                                                                     | VS Buyer LLC, Term Loan                                                                                                | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992347 | PA      | $961336.10      | 0.00%             | 2027-02-28      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Argent Mortgage Loan Trust                                                       | Argent Mortgage Loan Trust, Series 2005-W1, Class A2                                                                   | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5780578 | PA      | $4994703.49     | 0.01%             | 2035-05-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -14480000 | PA      | $-70844.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OD Intermediate SUBI Holdco II LLC                                               | OD Intermediate SUBI Holdco II LLC, Term Loan                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     44784221 | PA      | $41828462.79    | 0.11%             | 2026-04-01      | Variable      | 10.00%                | No            | 3                  | On Loan: No      |
| N/A                                                                              | Intuit, Inc.                                                                                                           | CUSIP: 00P7XCFA8<br>LEI: N/A                  | N/A              | DE               |  | US        |          -66 | NC      | $-50820.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| LCM XIV LP                                                                       | LCM XIV LP, Series 14A, Class AR                                                                                       | CUSIP: 50184VAR5<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $738554.03      | 0.00%             | 2031-07-20      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                                                       | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $198868.98      | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                    | CUSIP: 907818EH7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      6170000 | PA      | $5834404.57     | 0.02%             | 2026-03-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                                    | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                    | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             |  | RF                | US        |       560702 | NS      | $59114811.86    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| Bank of East Asia Ltd. (The)                                                     | Bank of East Asia Ltd. (The)                                                                                           | CUSIP: N/A<br>LEI: CO6GC26LCGGRTUESIP55       | Long             | DBT              | CORP              | HK        |       800000 | PA      | $700000.00      | 0.00%             | 2025-10-21      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| Kronos Acquisition Holdings, Inc.                                                | Kronos Acquisition Holdings, Inc., Term Loan                                                                           | CUSIP: 50106JAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3320460 | PA      | $3195942.75     | 0.01%             | 2026-12-22      | Variable      | 10.51%                | No            | 2                  | On Loan: No      |
| Element Solutions, Inc.                                                          | Element Solutions, Inc.                                                                                                | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |       302555 | NS      | $5503475.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140M3JB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1126737 | PA      | $1004444.66     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133KJGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       636136 | PA      | $600260.21      | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2930000 | PA      | $-380590.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citibank NA                                                                      | Citibank NA                                                                                                            | CUSIP: 17305T6C1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | STIV             | CORP              | US        |     24829000 | PA      | $24651193.08    | 0.07%             | 2023-08-01      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| STWD Trust                                                                       | STWD Trust, Series 2021-FLWR, Class E                                                                                  | CUSIP: 78485GAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3122000 | PA      | $2926216.57     | 0.01%             | 2036-07-15      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc., Series J                                                                            | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       207000 | PA      | $197687.79      | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2019-5, Class B1                                                                      | CUSIP: 03464KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       715000 | PA      | $577245.81      | 0.00%             | 2049-10-25      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| Banco BPM SpA                                                                    | Banco BPM SpA                                                                                                          | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |     12605000 | PA      | $11165745.77    | 0.03%             | 2031-06-29      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| AusNet Services Holdings Pty. Ltd.                                               | AusNet Services Holdings Pty. Ltd.                                                                                     | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      4500000 | PA      | $4333505.48     | 0.01%             | 2027-02-26      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                                                                | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $443909.00      | 0.00%             | 2026-12-01      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| Vanguard Short-Term Corporate Bond ETF                                           | Vanguard Short-Term Corporate Bond ETF                                                                                 | CUSIP: 92206C409<br>LEI: N/A                  | Long             |  | RF                | US        |      1215000 | NS      | $91355850.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Enel Finance America LLC                                                         | Enel Finance America LLC                                                                                               | CUSIP: 29279HW68<br>LEI: 549300EGNLVUJX1DEC60 | Long             | STIV             | CORP              | US        |     16850000 | PA      | $16137853.45    | 0.04%             | 2023-09-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2370000 | PA      | $-53997.96      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4613624.20     | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OC7, Class 2A3                                                                     | CUSIP: 23243VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5483042 | PA      | $4734457.01     | 0.01%             | 2046-07-25      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                                           | Techem Verwaltungsgesellschaft 675 mbH                                                                                 | CUSIP: N/A<br>LEI: 529900N0M7FQHNAV1A41       | Long             | DBT              | CORP              | DE        |       689000 | PA      | $675771.07      | 0.00%             | 2025-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46625HKC3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       400000 | PA      | $386046.35      | 0.00%             | 2025-01-23      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Anchorage Credit Funding 3 Ltd.                                                  | Anchorage Credit Funding 3 Ltd., Series 2016-3A, Class A1R                                                             | CUSIP: 03330EAJ3<br>LEI: 5493003NNQWXMTSTMF21 | Long             | ABS-CBDO         | CORP              | KY        |      6000000 | PA      | $5245431.00     | 0.01%             | 2039-01-28      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                     | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     12876000 | PA      | $11922532.20    | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2020-D, Class A                                                                       | CUSIP: 00970CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7329604 | PA      | $6827441.35     | 0.02%             | 2060-06-25      | Variable      | 2.25%                 | No            | 2                  | On Loan: No      |
| WP CityMD Bidco LLC                                                              | WP CityMD Bidco LLC, Term Loan                                                                                         | CUSIP: 92940KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992500 | PA      | $990098.15      | 0.00%             | 2028-12-22      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Rolls-Royce plc                                                                  | Rolls-Royce plc                                                                                                        | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |       325000 | PA      | $309562.50      | 0.00%             | 2027-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                              | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      1457000 | PA      | $1420662.51     | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                  | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $13953823.80    | 0.04%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $980145.35      | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1925212.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     13555000 | PA      | $102766.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5112, Class KI                                                                | CUSIP: 3137H0RH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35604871 | PA      | $5596868.60     | 0.01%             | 2051-06-25      | Fixed         | 3.50%                 | No            | 3                  | On Loan: No      |
| Madison Park Funding XXVI Ltd.                                                   | Madison Park Funding XXVI Ltd., Series 2017-26A, Class AR                                                              | CUSIP: 55819YAA8<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2979656.40     | 0.01%             | 2030-07-29      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| State of Ohio                                                                    | State of Ohio, Series 2020 C                                                                                           | CUSIP: 6775225L4<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |      4095000 | PA      | $4554607.44     | 0.01%             | 2039-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $113414.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133A0Z72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       635062 | PA      | $603008.80      | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                               | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14029960.05    | 0.04%             | 2025-01-10      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Goldstory SASU                                                                   | Goldstory SASU                                                                                                         | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |     16523000 | PA      | $16142435.68    | 0.04%             | 2026-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CARLYLE US CLO Ltd.                                                              | CARLYLE US CLO Ltd., Series 2019-2A, Class A1R                                                                         | CUSIP: 14316EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2927934.60     | 0.01%             | 2032-07-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| BCMSC Trust                                                                      | BCMSC Trust, Series 2000-A, Class A2                                                                                   | CUSIP: 09774XBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7776692 | PA      | $1084670.39     | 0.00%             | 2030-06-15      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Ryanair DAC                                                                      | Ryanair DAC                                                                                                            | CUSIP: N/A<br>LEI: 635400WKFIPCHCKVW376       | Short            | DBT              | CORP              | IE        |     -6200000 | PA      | $-5932228.37    | -0.02%            | 2026-05-25      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 32 Ltd.                                       | Neuberger Berman Loan Advisers CLO 32 Ltd., Series 2019-32A, Class ER                                                  | CUSIP: 64132EAL0<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | KY        |       425000 | PA      | $382078.95      | 0.00%             | 2032-01-20      | Floating      | 10.33%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      4033500 | PA      | $32275.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RAMP Series Trust                                                                | RAMP Series Trust, Series 2004-RS7, Class A2A                                                                          | CUSIP: 7609857G0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2660890 | PA      | $2134327.44     | 0.01%             | 2034-07-25      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                       | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       400000 | PA      | $336200.76      | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     18645242 | PA      | $-1437800.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-645072.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -174844892 | PA      | $-933804.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140H7K97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       109657 | PA      | $104556.80      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                       | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $73804.50       | 0.00%             | 2034-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140KS5X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       883270 | PA      | $810553.58      | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                       | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       100000 | PA      | $63497.52       | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Iridium Satellite LLC                                                            | Iridium Satellite LLC, Term Loan B2                                                                                    | CUSIP: 46269KAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       930504 | PA      | $920696.51      | 0.00%             | 2026-11-04      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| Boxer Parent Co., Inc.                                                           | Boxer Parent Co., Inc.                                                                                                 | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | DBT              | CORP              | US        |     12782000 | PA      | $12991115.59    | 0.03%             | 2025-10-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     38391600 | PA      | $3670868.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     21314000 | PA      | $-273765.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-116, Class IA                                                    | CUSIP: 38382WPN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25738061 | PA      | $3454382.43     | 0.01%             | 2051-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2021-2, Class A                                                             | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2361000 | PA      | $1962218.60     | 0.01%             | 2033-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | iShares China Large-Cap ETF                                                                                            | CUSIP: 00CA154F6<br>LEI: N/A                  | N/A              | DE               |  | US        |        19999 | NC      | $1949902.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                      | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       100000 | PA      | $81442.68       | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2019H                                                                            | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      1055000 | PA      | $711084.35      | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| RWE AG                                                                           | RWE AG                                                                                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |      4897000 | PA      | $3747532.71     | 0.01%             | 2033-11-26      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       400000 | PA      | $311710.48      | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                                                     | Xenia Hotels & Resorts, Inc.                                                                                           | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       423967 | NS      | $5587885.06     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cablevision Lightpath LLC                                                        | Cablevision Lightpath LLC, Term Loan                                                                                   | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |      2958844 | PA      | $2823861.40     | 0.01%             | 2027-11-30      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Grupo Antolin-Irausa SA                                                          | Grupo Antolin-Irausa SA                                                                                                | CUSIP: N/A<br>LEI: 213800OILC5Q9AR63B63       | Long             | DBT              | CORP              | ES        |      3013000 | PA      | $2277482.77     | 0.01%             | 2028-04-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust                                        | Navient Private Education Refi Loan Trust, Series 2021-DA, Class A                                                     | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18102519 | PA      | $16655916.26    | 0.04%             | 2060-04-15      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2017-PFHP, Class A                                                                                  | CUSIP: 12595KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2310000 | PA      | $2216060.39     | 0.01%             | 2030-12-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| iShares, Inc.                                                                    | iShares MSCI Brazil ETF                                                                                                | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             |  | RF                | US        |       496774 | NS      | $13894768.78    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                 | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9750000 | PA      | $9756168.44     | 0.03%             | 2023-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2200000 | PA      | $18252.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                           | CUSIP: 00287YBC2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      4098000 | PA      | $4056980.17     | 0.01%             | 2023-11-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                                                     | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       385000 | PA      | $365916.43      | 0.00%             | 2025-03-07      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     20177000 | PA      | $469116.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Allegro CLO VI Ltd.                                                              | Allegro CLO VI Ltd., Series 2017-2A, Class A                                                                           | CUSIP: 01749BAA7<br>LEI: 635400AREEXNEGDZE419 | Long             | ABS-CBDO         | CORP              | KY        |      1350000 | PA      | $1324523.88     | 0.00%             | 2031-01-17      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| China SCE Group Holdings Ltd.                                                    | China SCE Group Holdings Ltd.                                                                                          | CUSIP: N/A<br>LEI: 549300Q8UEI2ERAP6P49       | Long             | DBT              | CORP              | KY        |      1349000 | PA      | $661010.00      | 0.00%             | 2024-04-09      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2489000 | PA      | $1643417.61     | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     10000000 | PA      | $32869.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                     | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       434000 | PA      | $408427.62      | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                            | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |       200000 | PA      | $186111.69      | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     32674500 | PA      | $231120.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     13000000 | PA      | $19465.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Grippen Park CLO Ltd.                                                            | Grippen Park CLO Ltd., Series 2017-1A, Class A                                                                         | CUSIP: 39862EAA2<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |      2730557 | PA      | $2703583.80     | 0.01%             | 2030-01-20      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Eni SpA                                                                          | Eni SpA, Series NC5.                                                                                                   | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     26900000 | PA      | $26038357.54    | 0.07%             | 2025-10-13      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       185000 | PA      | $174655.61      | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     19170000 | PA      | $-399280.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class M3                                                                      | CUSIP: 009695AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       451160 | PA      | $322957.43      | 0.00%             | 2061-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                     | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Short            | DBT              | CORP              | US        |     -1235000 | PA      | $-1109314.05    | -0.00%            | 2028-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     18100000 | PA      | $18886891.35    | 0.05%             | 2032-11-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| New York State Urban Development Corp.                                           | New York State Urban Development Corp., Series 2017D                                                                   | CUSIP: 6500355Y0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      3700000 | PA      | $3330265.36     | 0.01%             | 2029-03-15      | Fixed         | 3.32%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services NV                                                 | Volkswagen Financial Services NV                                                                                       | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      2100000 | PA      | $2433155.74     | 0.01%             | 2025-10-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140HMN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4013211 | PA      | $3828122.43     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Vita Global Finco Ltd.                                                           | Vita Global Finco Ltd., Term Loan                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |     12999150 | PA      | $13219193.11    | 0.03%             | 2028-01-01      | Variable      | 9.44%                 | No            | 3                  | On Loan: No      |
| Sherwood Financing plc                                                           | Sherwood Financing plc                                                                                                 | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |      1987000 | PA      | $1709563.51     | 0.00%             | 2026-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Denver City & County School District No. 1                                       | Denver City & County School District No. 1, Series 2022 A                                                              | CUSIP: 249174YP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5950000 | PA      | $6467639.83     | 0.02%             | 2045-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                       | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     23320000 | PA      | $18738528.55    | 0.05%             | 2030-06-03      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| South Wayne County Water and Sewer Authority                                     | South Wayne County Water and Sewer Authority, Series 2021                                                              | CUSIP: 840627AZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       885000 | PA      | $928984.38      | 0.00%             | 2030-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VFH Parent LLC                                                                   | VFH Parent LLC, Term Loan                                                                                              | CUSIP: 91820UAS9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $971500.00      | 0.00%             | 2029-01-13      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140JGLJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       484637 | PA      | $465643.96      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1444792.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                 | CUSIP: 00C7Y8KX4<br>LEI: N/A                  | N/A              | DE               |  | US        |        -3500 | NC      | $-12250.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2009E                                                                            | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |       805000 | PA      | $828585.03      | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            | 2                  | On Loan: No      |
| Finnair OYJ                                                                      | Finnair OYJ                                                                                                            | CUSIP: N/A<br>LEI: 213800SB6EOB8SSK9W63       | Long             | DBT              | NUSS              | FI        |      2625000 | PA      | $2056667.36     | 0.01%             | 2025-05-19      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Aiven, Inc.                                                                      | Aiven, Inc., Series D                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       169258 | NS      | $17189842.48    | 0.05%             |  |  |  | No            | 3                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       139000 | PA      | $128325.74      | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                                 | Fantasia Holdings Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      5938000 | PA      | $481512.42      | 0.00%             | 2022-07-05      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -375844667 | PA      | $-12634956.29   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Carlson Travel, Inc.                                                             | Carlson Travel, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        17611 | NS      | $107427.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140H2D47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1585995 | PA      | $1512238.46     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XV Ltd.                                              | Octagon Investment Partners XV Ltd., Series 2013-1A, Class A2R                                                         | CUSIP: 67590EAS3<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $972743.00      | 0.00%             | 2030-07-19      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Silver Creek CLO Ltd.                                                            | Silver Creek CLO Ltd., Series 2014-1A, Class AR                                                                        | CUSIP: 827551AL6<br>LEI: 549300LSJSAR2PPV4U78 | Long             | ABS-CBDO         | CORP              | KY        |      3358463 | PA      | $3317796.28     | 0.01%             | 2030-07-20      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    179220000 | PA      | $-2952422.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC Europe Ltd.                                                                  | RBC Europe Ltd.                                                                                                        | CUSIP: N/A<br>LEI: TXDSU46SXBWIGJ8G8E98       | Long             | RA               | CORP              | GB        |      4155650 | PA      | $4448415.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1562000 | PA      | $1355484.84     | 0.00%             | 2027-07-20      | Variable      | 1.51%                 | No            | 2                  | On Loan: No      |
| Heathrow Finance plc                                                             | Heathrow Finance plc                                                                                                   | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      2494000 | PA      | $2246265.37     | 0.01%             | 2029-09-01      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO LLC                                                              | Signal Peak CLO LLC, Series 2015-1A, Class AR2                                                                         | CUSIP: 56844XBG3<br>LEI: 549300SC4HK60KIV1S28 | Long             | ABS-CBDO         | CORP              | US        |      1656028 | PA      | $1632788.73     | 0.00%             | 2029-04-20      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       598000 | PA      | $455566.30      | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            | 2                  | On Loan: No      |
| Oportun Issuance Trust                                                           | Oportun Issuance Trust, Series 2021-B, Class D                                                                         | CUSIP: 68377GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1670000 | PA      | $1348611.17     | 0.00%             | 2031-05-08      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133ADRV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1846023 | PA      | $1649002.29     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                         | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      6555000 | PA      | $6264613.50     | 0.02%             | 2030-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                                       | Cedar Funding VII CLO Ltd., Series 2018-7A, Class A1                                                                   | CUSIP: 15032FAA4<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3456881.40     | 0.01%             | 2031-01-20      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1999-5, Class A6                                                                         | CUSIP: 3935053Q3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2805056 | PA      | $1143973.89     | 0.00%             | 2030-03-01      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR3, Class 1A1                                                        | CUSIP: 07401VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1604774 | PA      | $1337494.86     | 0.00%             | 2037-03-25      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2018-2A, Class D                                                                        | CUSIP: 69688LAA5<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $671825.93      | 0.00%             | 2031-07-16      | Floating      | 9.68%                 | No            | 2                  | On Loan: No      |
| Stonegate Pub Co. Financing plc                                                  | Stonegate Pub Co. Financing plc                                                                                        | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |     11340000 | PA      | $12201448.77    | 0.03%             | 2025-07-13      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                     | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      1628000 | PA      | $1058481.90     | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-1A, Class A2                                                               | CUSIP: 07324SDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       535461 | PA      | $481366.74      | 0.00%             | 2036-04-25      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-SUN, Class A                                                               | CUSIP: 61691MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2330000 | PA      | $2283186.57     | 0.01%             | 2035-07-15      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| eG Global Finance plc                                                            | eG Global Finance plc                                                                                                  | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |      1904000 | PA      | $1763090.24     | 0.00%             | 2025-02-07      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                              | CUSIP: 59523UAA5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      9748000 | PA      | $9690395.36     | 0.03%             | 2023-10-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Latch, Inc.                                                                      | Latch, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       715325 | NS      | $507809.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class XS                                                                      | CUSIP: 009740AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187293615 | PA      | $7693740.77     | 0.02%             | 2060-12-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13420.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                         | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3678000 | PA      | $3154988.40     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                           | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     17390000 | PA      | $16636305.92    | 0.04%             | 2024-11-21      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Channel Link Enterprises Finance plc                                             | Channel Link Enterprises Finance plc, Series A8                                                                        | CUSIP: N/A<br>LEI: 213800BYHTDDUJYTT475       | Long             | DBT              | CORP              | GB        |      4400000 | PA      | $4219143.56     | 0.01%             | 2050-06-30      | Variable      | 2.71%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR4, Class 2A1                                                        | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1080704 | PA      | $970546.23      | 0.00%             | 2037-06-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-BA, Class D                                                                     | CUSIP: 64034QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2780000 | PA      | $2171452.72     | 0.01%             | 2062-04-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Axalta Coating Systems Dutch Holding B BV                                        | Axalta Coating Systems Dutch Holding B BV                                                                              | CUSIP: N/A<br>LEI: 5493007DMEBZH3CQ5E51       | Long             | DBT              | CORP              | NL        |      1816000 | PA      | $1858054.05     | 0.00%             | 2025-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2021-1A, Class X                                                                                 | CUSIP: 92918QAA8<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1096382.31     | 0.00%             | 2034-07-15      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| Power Finance Corp. Ltd.                                                         | Power Finance Corp. Ltd.                                                                                               | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | NUSS              | IN        |      1500000 | PA      | $1374656.25     | 0.00%             | 2029-06-18      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                         | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      3973000 | PA      | $2679545.47     | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| Carlisle Cos., Inc.                                                              | Carlisle Cos., Inc.                                                                                                    | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |       200000 | PA      | $186289.83      | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2020 D                                                                           | CUSIP: 57582RG91<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     12820000 | PA      | $13006174.22    | 0.03%             | 2037-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2019-XL, Class A                                                                  | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4862856 | PA      | $4802901.34     | 0.01%             | 2036-10-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| KKR Apple Bidco LLC                                                              | KKR Apple Bidco LLC, 1st Lien Term Loan                                                                                | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |       992481 | PA      | $977435.19      | 0.00%             | 2028-09-22      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       392000 | PA      | $-45405.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                   | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       400000 | PA      | $379985.77      | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            | 2                  | On Loan: No      |
| Yale Mortgage Loan Trust                                                         | Yale Mortgage Loan Trust, Series 2007-1, Class A                                                                       | CUSIP: 984582AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5749060 | PA      | $1891329.73     | 0.00%             | 2037-06-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                              | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       300000 | PA      | $311539.68      | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            | 2                  | On Loan: No      |
| WMRK Commercial Mortgage Trust                                                   | WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A                                                              | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14598000 | PA      | $14543050.21    | 0.04%             | 2027-11-15      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                         | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $188675.91      | 0.00%             | 2025-02-14      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     33883000 | PA      | $2277335.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cidron Aida Finco SARL                                                           | Cidron Aida Finco SARL                                                                                                 | CUSIP: N/A<br>LEI: 98450036A07991DEBF10       | Long             | DBT              | CORP              | LU        |      4138000 | PA      | $4052134.43     | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.                                      | Park Avenue Institutional Advisers CLO Ltd., Series 2019-1A, Class A1                                                  | CUSIP: 70017WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $491956.15      | 0.00%             | 2032-05-15      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC, Term Loan                                                                                     | CUSIP: 87422LAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27729000 | PA      | $27885114.27    | 0.07%             | 2023-11-13      | Variable      | 9.06%                 | No            | 2                  | On Loan: No      |
| Ares XL CLO Ltd.                                                                 | Ares XL CLO Ltd., Series 2016-40A, Class A1RR                                                                          | CUSIP: 04016GBB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5655252 | PA      | $5577995.28     | 0.01%             | 2029-01-15      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                                                          | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1558630.46     | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                            | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       327000 | PA      | $311944.46      | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                        | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      7900000 | PA      | $7769561.39     | 0.02%             | 2025-09-21      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Array Tech, Inc.                                                                 | Array Tech, Inc., Term Loan                                                                                            | CUSIP: 04270YAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | LON              | CORP              | US        |       990098 | PA      | $944929.98      | 0.00%             | 2027-10-14      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1800000 | PA      | $1204.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DM4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21042294 | PA      | $18809184.30    | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2015-C, Class B                                                               | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |      6210000 | PA      | $5838907.79     | 0.02%             | 2043-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                   | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $195224.99      | 0.00%             | 2028-07-20      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| NOVA Chemicals Corp.                                                             | NOVA Chemicals Corp.                                                                                                   | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      3053000 | PA      | $2953765.93     | 0.01%             | 2024-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Newday Funding Master Issuer plc                                                 | Newday Funding Master Issuer plc, Series 2021-1X, Class B                                                              | CUSIP: N/A<br>LEI: 213800GBPRAJHSB5YK19       | Long             | ABS-O            | CORP              | GB        |       775000 | PA      | $920084.51      | 0.00%             | 2029-03-15      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    740870000 | PA      | $-84193.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1548617.56     | 0.00%             | 2025-12-15      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-34, Class A3                                                                       | CUSIP: 02148AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4721871 | PA      | $1465412.88     | 0.00%             | 2046-11-25      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                               | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    956880000 | PA      | $50204554.61    | 0.13%             | 2030-01-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Allegro CLO II-S Ltd.                                                            | Allegro CLO II-S Ltd., Series 2014-1RA, Class C                                                                        | CUSIP: 01751EAJ7<br>LEI: 635400R1GOVCHJ4SNX58 | Long             | ABS-CBDO         | CORP              | KY        |      7480000 | PA      | $6844999.61     | 0.02%             | 2028-10-21      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| BRF SA                                                                           | BRF SA                                                                                                                 | CUSIP: N/A<br>LEI: 254900MTXR9LUVQFU480       | Long             | DBT              | CORP              | BR        |      3424000 | PA      | $2883222.00     | 0.01%             | 2030-01-24      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Michigan State Housing Development Authority                                     | Michigan State Housing Development Authority, Series 2018A                                                             | CUSIP: 59465M4L6<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |      2710000 | PA      | $2535576.62     | 0.01%             | 2043-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Variable Rate Notes, Series 2017-DNA3, Class B1    | CUSIP: 3137G0RJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      5033848 | PA      | $5297178.15     | 0.01%             | 2030-03-25      | Floating      | 8.84%                 | No            | 2                  | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2017-2, Class A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      3249000 | PA      | $3123263.70     | 0.01%             | 2025-12-15      | Fixed         | 4.00%                 | No            | 3                  | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                                                 | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       600000 | PA      | $606402.31      | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |      1092975 | PA      | $1092975.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BRF GmbH                                                                         | BRF GmbH                                                                                                               | CUSIP: 05583BAA7<br>LEI: 5299002S6DY5RA2IOQ11 | Long             | DBT              | CORP              | AT        |     10946000 | PA      | $9894499.88     | 0.03%             | 2026-09-29      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | iShares China Large-Cap ETF                                                                                            | CUSIP: 00C7XDQC4<br>LEI: N/A                  | N/A              | DE               |  | US        |         2083 | NC      | $7290.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5557454.90     | 0.01%             | 2030-08-14      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                               | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     17112000 | PA      | $16815823.62    | 0.04%             | 2023-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Korian SA                                                                        | Korian SA                                                                                                              | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      6200000 | PA      | $5649725.59     | 0.01%             | 2024-03-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1662495.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mortgage Loan Resecuritization Trust                                             | Mortgage Loan Resecuritization Trust, Series 2009-RS1, Class A85                                                       | CUSIP: 61914WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7417986 | PA      | $6914816.19     | 0.02%             | 2036-04-16      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| Casino Guichard Perrachon SA                                                     | Casino Guichard Perrachon SA                                                                                           | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | DBT              | CORP              | FR        |      1183000 | PA      | $636337.03      | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-22716.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| University of California                                                         | University of California, Series 2009R                                                                                 | CUSIP: 91412F7Y7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3960000 | PA      | $4185080.30     | 0.01%             | 2043-05-15      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| Mill City Solar Loan Ltd.                                                        | Mill City Solar Loan Ltd., Series 2019-1A, Class A                                                                     | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     10753591 | PA      | $10066016.78    | 0.03%             | 2043-03-20      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Sabre Corp.                                                                                                            | CUSIP: 00PADVKZ0<br>LEI: N/A                  | N/A              | DE               |  | US        |          350 | NC      | $6475.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                       | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       113000 | PA      | $100609.50      | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     27595000 | PA      | $-216056.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3393000 | PA      | $3228477.67     | 0.01%             | 2026-03-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO 3 Ltd.                                                           | Birch Grove CLO 3 Ltd., Series 2021-3A, Class D1                                                                       | CUSIP: 09076VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1132062.88     | 0.00%             | 2035-01-19      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| Generate CLO 5 Ltd.                                                              | Generate CLO 5 Ltd., Series 5A, Class B                                                                                | CUSIP: 98625LAC6<br>LEI: 635400TYXCFIHMPETY18 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1679298.95     | 0.00%             | 2031-10-22      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140JGTQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        60135 | PA      | $57338.00       | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     16700000 | PA      | $-3480.78       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                                                   | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        23500 | NS      | $1840285.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140JVCU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1096339 | PA      | $1041971.51     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |      1293000 | PA      | $1549091.30     | 0.00%             | 2024-06-18      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     16347000 | PA      | $-156884.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 4940, Class PI                                                                | CUSIP: 3137FQMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11091819 | PA      | $1750843.69     | 0.00%             | 2049-07-25      | Fixed         | 4.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-984437.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sumter Landing Community Development District                                    | Sumter Landing Community Development District, Series 2016                                                             | CUSIP: 86657MBK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2555000 | PA      | $2118291.53     | 0.01%             | 2047-10-01      | Fixed         | 4.17%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $891300.00      | 0.00%             | 2027-03-01      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Deer Creek CLO Ltd.                                                              | Deer Creek CLO Ltd., Series 2017-1A, Class A                                                                           | CUSIP: 24380LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3461850.35     | 0.01%             | 2030-10-20      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140JJGQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       115527 | PA      | $109976.77      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-55588.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XDEL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1987415 | PA      | $1886602.54     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Republic of Paraguay                                                             | Republic of Paraguay                                                                                                   | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      3625000 | PA      | $3152164.06     | 0.01%             | 2048-03-13      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                              | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       562000 | PA      | $542244.69      | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                            | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1319000 | PA      | $1237451.94     | 0.00%             | 2025-02-21      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Vivion Investments SARL                                                          | Vivion Investments SARL                                                                                                | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     11900000 | PA      | $9846748.42     | 0.03%             | 2024-08-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class C                                                               | CUSIP: 12531YAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6142000 | PA      | $5484065.89     | 0.01%             | 2058-05-10      | Variable      | 4.84%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-70427.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wintershall Dea Finance BV                                                       | Wintershall Dea Finance BV                                                                                             | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |     30800000 | PA      | $29665541.50    | 0.08%             | 2025-09-25      | Fixed         | 0.84%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-151283.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Northwoods Capital 21 Euro DAC                                                   | Northwoods Capital 21 Euro DAC, Series 2020-21X, Class ER                                                              | CUSIP: N/A<br>LEI: 5493006ETJ3EQ0LC1480       | Long             | ABS-CBDO         | CORP              | IE        |      1050000 | PA      | $916016.46      | 0.00%             | 2034-07-22      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corp.                       | Tarrant County Cultural Education Facilities Finance Corp., Series 2016 A                                              | CUSIP: 87638TFN8<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |      9000000 | PA      | $8233011.45     | 0.02%             | 2047-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Eaton Vance CLO Ltd.                                                             | Eaton Vance CLO Ltd., Series 2014-1RA, Class A2                                                                        | CUSIP: 27830TAC9<br>LEI: 549300FPTLP8I41O7F48 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1684174.28     | 0.00%             | 2030-07-15      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain 2022 FT, Series 2022-SP, Class E                                                                       | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |      2300000 | PA      | $2428637.50     | 0.01%             | 2040-01-29      | Floating      | 8.89%                 | No            | 2                  | On Loan: No      |
| FMG Resources August 2006 Pty. Ltd.                                              | FMG Resources August 2006 Pty. Ltd.                                                                                    | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       200000 | PA      | $166336.70      | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $13099721.40    | 0.03%             | 2027-02-26      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Innovid Corp., Class A                                                                                                 | CUSIP: 457679116<br>LEI: N/A                  | N/A              | DE               |  | US        |         3266 | NS      | $1306.40        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                       | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |     14890000 | PA      | $14265405.45    | 0.04%             | 2025-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| American Airlines Group, Inc.                                                    | American Airlines Group, Inc., Series 2017-1C                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1030762 | PA      | $1028184.61     | 0.00%             | 2023-08-15      | Fixed         | 5.18%                 | No            | 3                  | On Loan: No      |
| Home Equity Asset Trust                                                          | Home Equity Asset Trust, Series 2006-3, Class M2                                                                       | CUSIP: 437084UT1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4008000 | PA      | $3544299.25     | 0.01%             | 2036-07-25      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| City of Charleston Waterworks & Sewer System                                     | City of Charleston Waterworks & Sewer System                                                                           | CUSIP: 160429B88<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7985000 | PA      | $8599385.38     | 0.02%             | 2052-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      7169000 | PA      | $6830623.20     | 0.02%             | 2078-10-03      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Offerpad Solutions, Inc.                                                                                               | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |       369311 | NS      | $8309.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                  | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      7455000 | PA      | $6363323.05     | 0.02%             | 2031-01-13      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                      | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1774648.80     | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            | 2                  | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                      | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90122.43       | 0.00%             | 2025-10-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                              | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     13410000 | PA      | $12794537.32    | 0.03%             | 2027-06-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series C                                                                                            | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      2507000 | PA      | $1654118.60     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Ford Motor Co.                                                                                                         | CUSIP: 00PADMU97<br>LEI: N/A                  | N/A              | DE               |  | US        |         2000 | NC      | $54000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barrick North America Finance LLC                                                | Barrick North America Finance LLC                                                                                      | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       191000 | PA      | $191829.26      | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     40805000 | PA      | $-523957.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INEOS Styrolution Group GmbH                                                     | INEOS Styrolution Group GmbH, Term Loan B                                                                              | CUSIP: G4770MAH7<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |       992443 | PA      | $973338.80      | 0.00%             | 2026-01-29      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    102160000 | PA      | $311116.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IMT Trust                                                                        | IMT Trust, Series 2017-APTS, Class EFX                                                                                 | CUSIP: 44974ABE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2090000 | PA      | $1917995.51     | 0.01%             | 2034-06-15      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| RMAC Securities No.1 plc                                                         | RMAC Securities No.1 plc, Series 2007-NS1X, Class M1C                                                                  | CUSIP: N/A<br>LEI: 213800C48M2JTBGZT736       | Long             | ABS-MBS          | CORP              | GB        |      2062925 | PA      | $1998535.36     | 0.01%             | 2044-06-12      | Floating      | 2.26%                 | No            | 2                  | On Loan: No      |
| Bear Stearns ALT-A Trust                                                         | Bear Stearns ALT-A Trust, Series 2007-1, Class 1A1                                                                     | CUSIP: 07386XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1907591 | PA      | $1496932.99     | 0.00%             | 2047-01-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2022-1X, Class C                                                                      | CUSIP: N/A<br>LEI: 635400K8F5HFFPEAHS42       | Long             | ABS-MBS          | CORP              | GB        |       264000 | PA      | $296954.50      | 0.00%             | 2063-12-20      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $46317.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -79661128 | PA      | $-197094.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2014-1A, Class A1R2                                                                          | CUSIP: 12549JAY7<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |       630000 | PA      | $621719.28      | 0.00%             | 2031-01-18      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| RRE 9 Loan Management DAC                                                        | RRE 9 Loan Management DAC, Series 9A, Class A2                                                                         | CUSIP: N/A<br>LEI: 635400OCZYFV6RF6GS55       | Long             | ABS-CBDO         | CORP              | IE        |      1720000 | PA      | $1714902.79     | 0.00%             | 2036-10-15      | Floating      | 1.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X4X43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13012 | PA      | $12398.42       | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Macy's Retail Holdings LLC                                                       | Macy's Retail Holdings LLC                                                                                             | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1015000 | PA      | $853137.95      | 0.00%             | 2032-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| City of Greeley                                                                  | City of Greeley, Series 2022                                                                                           | CUSIP: 392532HD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1340000 | PA      | $1184085.14     | 0.00%             | 2039-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Great Hall Mortgages No. 1 plc                                                   | Great Hall Mortgages No. 1 plc, Series 2007-2X, Class BA                                                               | CUSIP: N/A<br>LEI: 213800TM9KICQKGTYR78       | Long             | ABS-MBS          | CORP              | GB        |      6150000 | PA      | $6931972.65     | 0.02%             | 2039-06-18      | Floating      | 3.85%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F030611<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1098648629 | PA      | $-963920534.63  | -2.55%            | 2053-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                | CUSIP: 55300RAA9<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |       527000 | PA      | $505920.00      | 0.00%             | 2024-05-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Ovintiv, Inc.                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -700 | NC      | $-49000.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class XB                                                             | CUSIP: 12597BAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41829000 | PA      | $1254275.19     | 0.00%             | 2052-09-15      | Variable      | 0.56%                 | No            | 2                  | On Loan: No      |
| Abbott Ireland Financing DAC                                                     | Abbott Ireland Financing DAC                                                                                           | CUSIP: N/A<br>LEI: 54930021QV18ZVZQDE71       | Short            | DBT              | CORP              | IE        |    -10000000 | PA      | $-9328564.98    | -0.02%            | 2027-11-19      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 23A                                               | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3227937 | PA      | $2955447.25     | 0.01%             | 2037-03-25      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $152510.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ADLER Group SA                                                                   | ADLER Group SA                                                                                                         | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |      4100000 | PA      | $2984414.60     | 0.01%             | 2023-11-23      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Broadstreet Partners, Inc.                                                       | Broadstreet Partners, Inc., Term Loan                                                                                  | CUSIP: 11132VAP4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992347 | PA      | $960373.52      | 0.00%             | 2027-01-27      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 6 Ltd.                                                     | Anchorage Capital CLO 6 Ltd., Series 2015-6A, Class ARR                                                                | CUSIP: 03328QAY7<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |      6569602 | PA      | $6479299.78     | 0.02%             | 2030-07-15      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |       200000 | PA      | $196303.40      | 0.00%             | 2029-09-23      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | iShares China Large-Cap ETF                                                                                            | CUSIP: 00CA154K5<br>LEI: N/A                  | N/A              | DE               |  | US        |       -19999 | NC      | $-419979.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Merrill Lynch First Franklin Mortgage Loan Trust                                 | Merrill Lynch First Franklin Mortgage Loan Trust, Series 2007-H1, Class 1A2                                            | CUSIP: 59025TAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4310747 | PA      | $3866375.74     | 0.01%             | 2037-10-25      | Floating      | 7.89%                 | No            | 2                  | On Loan: No      |
| Volvo Treasury AB                                                                | Volvo Treasury AB                                                                                                      | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |     13460000 | PA      | $16127886.46    | 0.04%             | 2026-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| LCM XXI LP                                                                       | LCM XXI LP, Series 21A, Class AR                                                                                       | CUSIP: 50189CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2959335 | PA      | $2928516.02     | 0.01%             | 2028-04-20      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2020-420K, Class E                                                         | CUSIP: 17328QAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2660000 | PA      | $1872147.63     | 0.00%             | 2042-11-10      | Variable      | 3.31%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -592340000 | PA      | $-1351827.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                       | BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class C                                                  | CUSIP: 054967AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       590000 | PA      | $564725.05      | 0.00%             | 2034-09-15      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Pearl Holding II Ltd.                                                            | Pearl Holding II Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 549300BUY3KOHID1L691       | Long             | DBT              | CORP              | KY        |      3339999 | PA      | $97078.61       | 0.00%             | 2023-01-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                                                 | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      2317000 | PA      | $2227708.91     | 0.01%             | 2025-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140KC4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1012054 | PA      | $956219.08      | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fairstone Financial Issuance Trust I                                             | Fairstone Financial Issuance Trust I, Series 2020-1A, Class B                                                          | CUSIP: 30575PAQ9<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |     18261000 | PA      | $12789555.30    | 0.03%             | 2039-10-20      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| BHMS                                                                             | BHMS, Series 2018-ATLS, Class A                                                                                        | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15173016 | PA      | $14567142.30    | 0.04%             | 2035-07-15      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2000000 | PA      | $37664.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corp.                                                   | Olympus Water US Holding Corp.                                                                                         | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      1004000 | PA      | $868681.34      | 0.00%             | 2028-10-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Eaton Vance Corp.                                                                | Eaton Vance Corp.                                                                                                      | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |       431000 | PA      | $401192.03      | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     13797000 | PA      | $12945245.52    | 0.03%             | 2029-02-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GoTo Group, Inc.                                                                 | GoTo Group, Inc., 1st Lien Term Loan                                                                                   | CUSIP: 54142KAD3<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     29308860 | PA      | $18735688.76    | 0.05%             | 2027-08-31      | Variable      | 9.14%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     30006000 | PA      | $-2433414.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140KYDZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2171171 | PA      | $1939574.20     | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                | Taylor Morrison Communities, Inc.                                                                                      | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      4828000 | PA      | $4635465.40     | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XDEZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1904902 | PA      | $1801555.04     | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $42519.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                                                         | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        15540 | NS      | $5829364.80     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| A2A SpA                                                                          | A2A SpA                                                                                                                | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | DBT              | CORP              | IT        |      8850000 | PA      | $9284846.52     | 0.02%             | 2030-09-19      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                   | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      2941434 | PA      | $2648808.56     | 0.01%             | 2027-05-15      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| Datadog, Inc.                                                                    | Datadog, Inc., Class A                                                                                                 | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |        54298 | NS      | $3990903.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -988820408 | PA      | $-33609761.37   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     12900000 | PA      | $12217281.26    | 0.03%             | 2032-06-24      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2017-D, Class B                                                                       | CUSIP: 00968BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        95972 | PA      | $59128.25       | 0.00%             | 2057-12-25      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Huntington National Bank (The)                                                   | Huntington National Bank (The)                                                                                         | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15029788.05    | 0.04%             | 2025-11-18      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                                                  | NGPL PipeCo LLC                                                                                                        | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     15327000 | PA      | $15948000.84    | 0.04%             | 2037-12-15      | Fixed         | 7.77%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -21472500 | PA      | $-371145.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     50148000 | PA      | $-1179042.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       442421 | PA      | $-83666.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Automotive Financing plc                                           | Constellation Automotive Financing plc                                                                                 | CUSIP: N/A<br>LEI: 254900HVTSU7VICDRM89       | Long             | DBT              | CORP              | GB        |      4498000 | PA      | $3543905.85     | 0.01%             | 2027-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                              | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       391000 | PA      | $358438.97      | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Saxon Asset Securities Trust                                                     | Saxon Asset Securities Trust, Series 2007-1, Class M1                                                                  | CUSIP: 80556BAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3223940 | PA      | $2803213.05     | 0.01%             | 2047-01-25      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class M2                                                                      | CUSIP: 00971BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6777185 | PA      | $4865341.11     | 0.01%             | 2062-03-27      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| KKR CLO 13 Ltd.                                                                  | KKR CLO 13 Ltd., Series 13, Class A1R                                                                                  | CUSIP: 48250VAU1<br>LEI: 635400ZS4BDP68TETX94 | Long             | ABS-CBDO         | CORP              | KY        |       592611 | PA      | $588260.65      | 0.00%             | 2028-01-16      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| Dynatrace, Inc.                                                                  | Dynatrace, Inc.                                                                                                        | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       194002 | NS      | $7430276.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                               | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      2772000 | PA      | $2842388.34     | 0.01%             | 2074-07-01      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR2, Class F                                                                  | CUSIP: 74333DAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10966000 | PA      | $9262355.14     | 0.02%             | 2038-04-19      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2020-RPL1, Class B3                                                        | CUSIP: 64828XAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10257650 | PA      | $7460420.64     | 0.02%             | 2059-11-25      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     12000000 | PA      | $66853.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SoftBank Group Corp.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        -5275 | NC      | $-517734.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16089881 | PA      | $15750453.76    | 0.04%             | 2051-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/JPY One-touch barrier option; Barrier price USD 105.00000                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      8990000 | PA      | $93797.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5460000 | PA      | $350096.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                            | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       200000 | PA      | $125252.02      | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Alternative Note Asset Trust                                       | Merrill Lynch Alternative Note Asset Trust, Series 2007-OAR2, Class A2                                                 | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3212665 | PA      | $2653066.87     | 0.01%             | 2037-04-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                     | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6271000 | PA      | $5850364.46     | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TRI Pointe Homes, Inc.                                                           | TRI Pointe Homes, Inc.                                                                                                 | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       562000 | PA      | $509085.88      | 0.00%             | 2028-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     40025000 | PA      | $538973.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Total Return Basket Swap                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |       813897 | NS      | $23849845.03    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2016-1A, Class A1R                                                                               | CUSIP: 92915CAQ7<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1086638.96     | 0.00%             | 2031-01-20      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| CMA CGM SA                                                                       | CMA CGM SA                                                                                                             | CUSIP: N/A<br>LEI: 969500BZJ49IICIBZZ08       | Long             | DBT              | CORP              | FR        |     10258000 | PA      | $11326567.40    | 0.03%             | 2026-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -24820000 | PA      | $-159193.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2022-RPL1, Class C                                                                     | CUSIP: 06745CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8925296 | PA      | $4551900.96     | 0.01%             | 2028-02-25      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Legacy Mortgage Asset Trust                                                      | Legacy Mortgage Asset Trust, Series 2019-SL2, Class A                                                                  | CUSIP: 52473FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9767676 | PA      | $9099674.59     | 0.02%             | 2059-02-25      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-NWM, Class B                                                                 | CUSIP: 12434AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15394033 | PA      | $14470390.87    | 0.04%             | 2033-02-15      | Floating      | 6.47%                 | No            | 3                  | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                                | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      3607000 | PA      | $3259375.38     | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |     32384800 | PA      | $34666309.16    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 18-R Ltd.                                            | Octagon Investment Partners 18-R Ltd., Series 2018-18A, Class A1A                                                      | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9026000 | PA      | $8901728.23     | 0.02%             | 2031-04-16      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                                                    | CUSIP: 05674XAA9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      3000000 | PA      | $3008062.50     | 0.01%             | 2026-07-14      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp., Term Loan                                                                                               | CUSIP: 13134MBQ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992288 | PA      | $978336.36      | 0.00%             | 2026-04-05      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| JDE Peet's NV                                                                    | JDE Peet's NV                                                                                                          | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |     10100000 | PA      | $9595894.88     | 0.03%             | 2026-01-16      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Silver Arrow SA Compartment                                                      | Silver Arrow SA Compartment, Series 10, Class C                                                                        | CUSIP: N/A<br>LEI: 529900IEOK33A1LGEM65       | Long             | ABS-O            | CORP              | LU        |       300000 | PA      | $321092.29      | 0.00%             | 2027-03-15      | Floating      | 3.04%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000000 | PA      | $99453125.00    | 0.26%             | 2027-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Radian Group, Inc.                                                               | Radian Group, Inc.                                                                                                     | CUSIP: 750236AU5<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |       200000 | PA      | $192912.00      | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                                               | Telecom Italia SpA                                                                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      4677000 | PA      | $4868816.05     | 0.01%             | 2024-04-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FreeWire Technologies, Inc.                                                      | FreeWire Technologies, Inc.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     16802288 | PA      | $15416099.24    | 0.04%             | 2025-03-31      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2836666 | PA      | $-11059.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GT Loan Financing I Ltd.                                                         | GT Loan Financing I Ltd., Series 2013-1A, Class CR                                                                     | CUSIP: 36248MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $483053.60      | 0.00%             | 2031-07-28      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| Precise Mortgage Funding plc                                                     | Precise Mortgage Funding plc, Series 2020-1B, Class C                                                                  | CUSIP: N/A<br>LEI: 635400PUIJLOEBLGKA51       | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $115978.80      | 0.00%             | 2056-10-16      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2006-AF1, Class 1A4                                       | CUSIP: 65536PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1574290 | PA      | $346672.82      | 0.00%             | 2036-05-25      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                       | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       100000 | PA      | $85891.73       | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2006-H, Class 1A                                                        | CUSIP: 126686AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1294885 | PA      | $1253031.46     | 0.00%             | 2036-11-15      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                                   | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       100000 | PA      | $79465.07       | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2022-NQM7, Class A1                                                                                  | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9413831 | PA      | $9234892.98     | 0.02%             | 2062-08-25      | Variable      | 5.11%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.                                                   | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class AR2                                                             | CUSIP: 64129UBS3<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |     12198061 | PA      | $12043330.64    | 0.03%             | 2029-04-22      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                         | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $3764607.71     | 0.01%             | 2081-11-23      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust                                        | GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A                                                    | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18683547 | PA      | $13283742.54    | 0.04%             | 2048-05-20      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| LCM XVIII LP                                                                     | LCM XVIII LP, Series 18A, Class A1R                                                                                    | CUSIP: 50188GAT0<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |      9000000 | PA      | $8858927.70     | 0.02%             | 2031-04-20      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $58993.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -460779000 | PA      | $-1256347.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -127090000 | PA      | $-4158777.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140L8NF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1260915 | PA      | $1133137.66     | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BAE Systems plc                                                                  | BAE Systems plc                                                                                                        | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |        83750 | NS      | $865003.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                         | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       800000 | PA      | $668905.68      | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2015-1A, Class A2R4                                                                     | CUSIP: 69689ABL3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2381399.50     | 0.01%             | 2034-05-21      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-60740.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       300000 | PA      | $303408.19      | 0.00%             | 2037-01-29      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2018-1A, Class B                                                                       | CUSIP: 77342JAC7<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $239750.75      | 0.00%             | 2031-05-20      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -389 | NC      | $39634.34       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CarVal CLO II Ltd.                                                               | CarVal CLO II Ltd., Series 2019-1A, Class CR                                                                           | CUSIP: 14686AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $659187.83      | 0.00%             | 2032-04-20      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2014-4R, Class 16A3                                                                                 | CUSIP: 12648JDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2200268 | PA      | $1998685.19     | 0.01%             | 2036-02-27      | Floating      | 3.10%                 | No            | 2                  | On Loan: No      |
| Apollo Credit Funding IV Ltd.                                                    | Apollo Credit Funding IV Ltd., Series 4A, Class A2R                                                                    | CUSIP: 03765WBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $730589.25      | 0.00%             | 2030-07-15      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       579000 | PA      | $-107375.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -394655353 | PA      | $-1561402.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Equate Petrochemical BV                                                          | Equate Petrochemical BV                                                                                                | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |      2452000 | PA      | $2128336.00     | 0.01%             | 2028-04-28      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2013-2A, Class A2R3                                                                     | CUSIP: 69688AAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1205854.88     | 0.00%             | 2031-10-17      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV5, Class A2X                                                                  | CUSIP: 46653XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108095638 | PA      | $2719491.67     | 0.01%             | 2051-12-25      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| Teleperformance                                                                  | Teleperformance                                                                                                        | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |     21700000 | PA      | $21905436.20    | 0.06%             | 2029-06-24      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        25000 | NS      | $2744750.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                       | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       435000 | PA      | $363886.76      | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2018-B, Class B                                                                       | CUSIP: 00969FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       467762 | PA      | $362562.94      | 0.00%             | 2057-02-26      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                  | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      5165000 | PA      | $3371975.72     | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |      4900000 | PA      | $5545142.95     | 0.01%             | 2026-06-24      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series AA                                                                                       | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |       182000 | PA      | $149701.40      | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                                | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       650000 | PA      | $691795.76      | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| OA Leasing Corp.                                                                 | OA Leasing Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      3090000 | PA      | $2067009.54     | 0.01%             | 2024-01-21      | Fixed         | 8.00%                 | No            | 3                  | On Loan: No      |
| Madison Park Funding XXIII Ltd.                                                  | Madison Park Funding XXIII Ltd., Series 2017-23A, Class AR                                                             | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12500000 | PA      | $12348993.75    | 0.03%             | 2031-07-27      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-OPO, Class D                                          | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7412000 | PA      | $5327906.44     | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-ARIA, Class D                                                                                    | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4111000 | PA      | $3801714.26     | 0.01%             | 2036-10-15      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2019-AA, Class B                                                                | CUSIP: 56847MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5530000 | PA      | $5248038.02     | 0.01%             | 2032-07-20      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| Freeport LNG investments, LLLP                                                   | Freeport LNG investments, LLLP, Term Loan B                                                                            | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |       994950 | PA      | $943958.68      | 0.00%             | 2028-12-21      | Variable      | 7.74%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      7900000 | PA      | $6939787.30     | 0.02%             | 2028-01-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    510700000 | PA      | $-564887.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding XXIII Ltd.                                                  | Madison Park Funding XXIII Ltd., Series 2017-23A, Class CR                                                             | CUSIP: 55820TAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2860451.10     | 0.01%             | 2031-07-27      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| Euro-Galaxy III CLO DAC                                                          | Euro-Galaxy III CLO DAC, Series 2013-3A, Class DRRR                                                                    | CUSIP: N/A<br>LEI: 635400H1W7SGWXGQOB43       | Long             | ABS-CBDO         | CORP              | IE        |      1380000 | PA      | $1310052.46     | 0.00%             | 2034-04-24      | Floating      | 3.40%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2017-1A, Class C                                                                             | CUSIP: 12551AAG0<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |      9770000 | PA      | $9449012.51     | 0.02%             | 2029-04-23      | Floating      | 6.73%                 | No            | 2                  | On Loan: No      |
| AI Convoy SARL                                                                   | AI Convoy SARL, Facility Term Loan B                                                                                   | CUSIP: 00135BAC7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       992225 | PA      | $975892.76      | 0.00%             | 2027-01-18      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| GC Treasury Center Co. Ltd.                                                      | GC Treasury Center Co. Ltd.                                                                                            | CUSIP: 36830DAB7<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      1885000 | PA      | $1513065.94     | 0.00%             | 2031-03-18      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     14752000 | PA      | $13658612.74    | 0.04%             | 2025-05-24      | Variable      | 0.98%                 | No            | 2                  | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                                                                | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      7950000 | PA      | $6340143.52     | 0.02%             | 2033-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Median BV                                                                        | Median BV, Facility Term Loan B1                                                                                       | CUSIP: N5554EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |      9000000 | PA      | $8100598.26     | 0.02%             | 2027-10-14      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-3T1, Class 1A1                                                                     | CUSIP: 02149VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       715844 | PA      | $357139.21      | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                            | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     10979000 | PA      | $10787416.45    | 0.03%             | 2027-07-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Dignity Finance plc                                                              | Dignity Finance plc, Series A                                                                                          | CUSIP: N/A<br>LEI: 635400S2VPOBBNC6HF27       | Long             | DBT              | CORP              | GB        |      1687549 | PA      | $1832341.82     | 0.00%             | 2034-12-31      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | Koninklijke Ahold Delhaize NV                                                                                          | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |        28451 | NS      | $818002.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | United Wholesale Mortgage LLC                                                                                          | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     16105000 | PA      | $14504483.17    | 0.04%             | 2025-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |      3047000 | PA      | $3070423.81     | 0.01%             | 2026-01-29      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418DZB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2827554 | PA      | $2669763.16     | 0.01%             | 2051-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Central Parent, Inc.                                                             | Central Parent, Inc., 1st Lien Term Loan                                                                               | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $989770.00      | 0.00%             | 2029-07-06      | Variable      | 9.08%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                        | CUSIP: 68233JAZ7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     11100000 | PA      | $10656224.22    | 0.03%             | 2025-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Ardagh Packaging Finance plc                                                     | Ardagh Packaging Finance plc                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     19271000 | PA      | $15990305.72    | 0.04%             | 2027-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                                   | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     29909867 | PA      | $28034862.29    | 0.07%             | 2026-10-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Trimaran Cavu Ltd.                                                               | Trimaran Cavu Ltd., Series 2019-1A, Class E                                                                            | CUSIP: 896218AA2<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1118538.00     | 0.00%             | 2032-07-20      | Floating      | 11.28%                | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                    | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $994478.11      | 0.00%             | 2026-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                                                   | Fidelity Grand Harbour CLO DAC, Series 2021-1A, Class D                                                                | CUSIP: N/A<br>LEI: 635400KPYNGCFZ6MDR25       | Long             | ABS-CBDO         | CORP              | IE        |      1490000 | PA      | $1364484.50     | 0.00%             | 2034-10-15      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV7, Class A5A                                                                  | CUSIP: 46654CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9186760 | PA      | $7018179.15     | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Rossini SARL                                                                     | Rossini SARL                                                                                                           | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      9159000 | PA      | $9694992.97     | 0.03%             | 2025-10-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| City of Greeley                                                                  | City of Greeley, Series 2022                                                                                           | CUSIP: 392532HC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1275000 | PA      | $1145473.29     | 0.00%             | 2038-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418EA67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5299213 | PA      | $4971000.63     | 0.01%             | 2051-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                              | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       500000 | PA      | $589628.72      | 0.00%             | 2030-06-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                                                          | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96621.70       | 0.00%             | 2025-11-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2270000 | PA      | $42401.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Repsol International Finance BV                                                  | Repsol International Finance BV                                                                                        | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      2029000 | PA      | $2008656.37     | 0.01%             | 2026-03-11      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     33780000 | PA      | $32390069.88    | 0.09%             | 2024-10-24      | Variable      | 0.81%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2013-GAM, Class E                                                                    | CUSIP: 12624UAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1964000 | PA      | $1837448.46     | 0.00%             | 2028-02-10      | Variable      | 3.42%                 | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DM4B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25527667 | PA      | $22710238.33    | 0.06%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Vertiv Group Corp.                                                               | Vertiv Group Corp., Term Loan B                                                                                        | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |       994937 | PA      | $958044.45      | 0.00%             | 2027-03-02      | Variable      | 6.89%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | TPB Acquisition Corp. I                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       147996 | NS      | $69661.72       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                              | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     11292000 | PA      | $11256719.16    | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -1505258000 | PA      | $-733738.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Holding d'Infrastructures des Metiers de l'Environnement                         | Holding d'Infrastructures des Metiers de l'Environnement                                                               | CUSIP: N/A<br>LEI: 969500I3QVK40XEORU25       | Long             | DBT              | CORP              | FR        |     35043000 | PA      | $29293323.61    | 0.08%             | 2028-09-16      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Regatta VIII Funding Ltd.                                                        | Regatta VIII Funding Ltd., Series 2017-1A, Class B                                                                     | CUSIP: 75888KAC8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |      5020000 | PA      | $4871217.74     | 0.01%             | 2030-10-17      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Emerald 2 Ltd.                                                                   | Emerald 2 Ltd., 1st Lien Term Loan                                                                                     | CUSIP: G3030BAG1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       992319 | PA      | $985502.08      | 0.00%             | 2028-07-12      | Variable      | 7.98%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc., Series 2017-2C                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1092438 | PA      | $1078782.13     | 0.00%             | 2023-10-15      | Fixed         | 5.18%                 | No            | 3                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      6540000 | PA      | $6225214.82     | 0.02%             | 2026-03-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Home Equity Loan Trust                                            | Morgan Stanley Home Equity Loan Trust, Series 2006-3, Class A3                                                         | CUSIP: 61749GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2449637 | PA      | $1734199.69     | 0.00%             | 2036-04-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2021-A, Class C                                                                       | CUSIP: 08861YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       160000 | PA      | $128736.03      | 0.00%             | 2033-11-17      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| PFP Ltd.                                                                         | PFP Ltd., Series 2022-9, Class A                                                                                       | CUSIP: 69291QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     15120000 | PA      | $14751437.90    | 0.04%             | 2035-08-19      | Floating      | 6.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $103117.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                           | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       234000 | PA      | $176613.28      | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $30709.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                              | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     27918000 | PA      | $27295986.96    | 0.07%             | 2025-05-13      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| EnBW Energie Baden-Wuerttemberg AG                                               | EnBW Energie Baden-Wuerttemberg AG                                                                                     | CUSIP: N/A<br>LEI: 529900JSFZ4TS59HKD79       | Long             | DBT              | CORP              | DE        |     26200000 | PA      | $18790679.30    | 0.05%             | 2081-08-31      | Variable      | 2.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         -414 | NC      | $-1772.67       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1                                                            | CUSIP: 126694N46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1164200 | PA      | $1062563.79     | 0.00%             | 2046-04-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     22000000 | PA      | $-748555.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    191595000 | PA      | $-666312.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                              | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      7976000 | PA      | $7716780.00     | 0.02%             | 2028-03-03      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     65660000 | PA      | $1842396.26     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2017-14A, Class B                                                                                 | CUSIP: 67097QAG0<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |      1200000 | PA      | $1139865.12     | 0.00%             | 2030-11-20      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| MFT Trust                                                                        | MFT Trust, Series 2020-ABC, Class C                                                                                    | CUSIP: 55317BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3924716 | PA      | $2815583.02     | 0.01%             | 2042-02-10      | Variable      | 3.48%                 | No            | 2                  | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                        | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       200000 | PA      | $158979.68      | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Archrock Partners LP                                                             | Archrock Partners LP                                                                                                   | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $95466.43       | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                             | Ready Capital Mortgage Financing LLC, Series 2022-FL10, Class A                                                        | CUSIP: 755931AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21487449 | PA      | $21373868.62    | 0.06%             | 2039-10-25      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                        | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $1570735.51     | 0.00%             | 2027-05-06      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    400000000 | PA      | $-3743164.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                               | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      3780000 | PA      | $3285954.00     | 0.01%             | 2026-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4519000 | PA      | $4323553.25     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                  | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      5107000 | PA      | $4804890.26     | 0.01%             | 2025-02-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Skyworks Solutions, Inc.                                                         | Skyworks Solutions, Inc.                                                                                               | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |      5860000 | PA      | $5744078.89     | 0.02%             | 2023-06-01      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-1, Class D                                                                               | CUSIP: N/A<br>LEI: 213800DOYEU7P7SSOK83       | Long             | ABS-MBS          | CORP              | GB        |       804000 | PA      | $888451.79      | 0.00%             | 2055-03-12      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       100000 | PA      | $98747.69       | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $199760.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                        | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     31270000 | PA      | $28464602.26    | 0.08%             | 2026-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Cedar Funding IX CLO Ltd.                                                        | Cedar Funding IX CLO Ltd., Series 2018-9A, Class D                                                                     | CUSIP: 15033EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $233203.10      | 0.00%             | 2031-04-20      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| Dutch Property Finance BV                                                        | Dutch Property Finance BV, Series 2021-2, Class A                                                                      | CUSIP: N/A<br>LEI: 724500HXDVQPC2FOAA29       | Long             | ABS-MBS          | CORP              | NL        |      2629823 | PA      | $2767746.64     | 0.01%             | 2059-04-28      | Floating      | 2.28%                 | No            | 2                  | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada (The)                                | Bell Telephone Co. of Canada or Bell Canada (The), Series US-5                                                         | CUSIP: 0778FPAG4<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |       500000 | PA      | $391064.94      | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                            | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93881.86       | 0.00%             | 2026-10-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2020CCC                                                                   | CUSIP: 74526QYZ9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      1635000 | PA      | $1208752.64     | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                                                   | Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class BR                                                              | CUSIP: 64131BAH6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $388125.16      | 0.00%             | 2030-10-17      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Shui On Development Holding Ltd.                                                 | Shui On Development Holding Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003005J4J3G9CZFDK52       | Long             | DBT              | CORP              | KY        |       300000 | PA      | $282000.00      | 0.00%             | 2023-11-12      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                             | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       417000 | PA      | $369706.86      | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| Allegiant Travel Co.                                                             | Allegiant Travel Co.                                                                                                   | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      4805000 | PA      | $4570332.26     | 0.01%             | 2027-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| International Game Technology plc                                                | International Game Technology plc                                                                                      | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $186530.88      | 0.00%             | 2026-04-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     19128000 | PA      | $2383489.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State of Georgia                                                                 | State of Georgia                                                                                                       | CUSIP: 373385KP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7890000 | PA      | $8112815.18     | 0.02%             | 2040-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                       | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      8000000 | PA      | $6639000.00     | 0.02%             | 2026-11-29      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                     | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     32029000 | PA      | $25810771.75    | 0.07%             | 2031-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                                                  | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       700000 | PA      | $651588.63      | 0.00%             | 2024-10-01      | Fixed         | 0.95%                 | No            | 2                  | On Loan: No      |
| San Mateo Joint Powers Financing Authority                                       | San Mateo Joint Powers Financing Authority, Series 2021 A-1                                                            | CUSIP: 79904NHP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4410000 | PA      | $3323634.43     | 0.01%             | 2046-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                         | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       800000 | PA      | $759516.47      | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $32333.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      3066500 | PA      | $345.22         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Transocean Proteus Ltd.                                                          | Transocean Proteus Ltd.                                                                                                | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |      1469600 | PA      | $1447663.82     | 0.00%             | 2024-12-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                                                              | CUSIP: N/A<br>LEI: 529900ERDFHS6C1M4U58       | Long             | DBT              | CORP              | NL        |       837000 | PA      | $1138248.58     | 0.00%             | 2033-01-24      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Easy Tactic Ltd.                                                                 | Easy Tactic Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300WYFMC41MKE6E16       | Long             | DBT              | CORP              | VG        |       749738 | PA      | $142825.09      | 0.00%             | 2028-07-11      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91907.96       | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust                                        | Taubman Centers Commercial Mortgage Trust, Series 2022-DPM, Class A                                                    | CUSIP: 87666YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16590000 | PA      | $16108720.78    | 0.04%             | 2037-05-15      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |       200000 | PA      | $189348.78      | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Avoca CLO XIV DAC                                                                | Avoca CLO XIV DAC, Series 14X, Class ER                                                                                | CUSIP: N/A<br>LEI: 635400IIKEI9HL8LKL36       | Long             | ABS-CBDO         | CORP              | IE        |      2240000 | PA      | $1968439.00     | 0.01%             | 2031-01-12      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     22500000 | PA      | $26500.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Novelis Sheet Ingot GmbH                                                         | Novelis Sheet Ingot GmbH                                                                                               | CUSIP: N/A<br>LEI: 9845005E95899E77AY49       | Long             | DBT              | CORP              | DE        |      1274000 | PA      | $1158344.78     | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XBGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        32756 | PA      | $31036.67       | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                                  | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                                                    | CUSIP: 00900YAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8208670 | PA      | $7416040.50     | 0.02%             | 2026-02-02      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2022-GPA, Class D                                                                                     | CUSIP: 05608UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4450000 | PA      | $4394588.60     | 0.01%             | 2039-10-15      | Floating      | 8.40%                 | No            | 2                  | On Loan: No      |
| Nevada Power Co.                                                                 | Nevada Power Co., Series CC                                                                                            | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93989.50       | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| MASTR Resecuritization Trust                                                     | MASTR Resecuritization Trust, Series 2008-3, Class A1                                                                  | CUSIP: 57643EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1430267 | PA      | $908548.60      | 0.00%             | 2037-08-25      | Variable      | 3.78%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -74330000 | PA      | $-5475118.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $37070.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132A5KB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        30544 | PA      | $29062.03       | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO XV Ltd.                                                          | Sound Point CLO XV Ltd., Series 2017-1A, Class BR                                                                      | CUSIP: 83609RAN1<br>LEI: 549300YVZ0M0XDDYS744 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1960397.20     | 0.01%             | 2029-01-23      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                   | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      2985000 | PA      | $1935260.45     | 0.01%             | 2050-10-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Regatta XVII Funding Ltd.                                                        | Regatta XVII Funding Ltd., Series 2020-1A, Class E                                                                     | CUSIP: 75888DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $456545.80      | 0.00%             | 2033-10-15      | Floating      | 11.69%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1403500 | PA      | $24903.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     11252000 | PA      | $10118056.73    | 0.03%             | 2032-01-15      | Variable      | 2.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      4350000 | PA      | $24014.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-38920.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Park Avenue Tower                                                                | Park Avenue Tower, Term Loan                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     43000000 | PA      | $42204461.30    | 0.11%             | 2100-12-31      | Variable      | 4.88%                 | No            | 3                  | On Loan: No      |
| Swisscom AG                                                                      | Swisscom AG (Registered)                                                                                               | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |         1527 | NS      | $836507.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -44723884 | PA      | $-337879.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AGL Static CLO 18 Ltd.                                                           | AGL Static CLO 18 Ltd., Series 2022-18A, Class B                                                                       | CUSIP: 00850BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     21500000 | PA      | $20437414.10    | 0.05%             | 2031-04-21      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                  | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      9590000 | PA      | $9245395.34     | 0.02%             | 2026-03-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| LLPL Capital Pte. Ltd.                                                           | LLPL Capital Pte. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900VXZ8FXTUQNON22       | Long             | DBT              | CORP              | SG        |      1706400 | PA      | $1467504.00     | 0.00%             | 2039-02-04      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |      5223565 | PA      | $5591565.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Temple College                                                                   | Temple College, Series 2021                                                                                            | CUSIP: 880115DA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      6035000 | PA      | $4595168.19     | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1181000 | PA      | $1125975.27     | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Belden, Inc.                                                                     | Belden, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | DBT              | CORP              | US        |      1000000 | PA      | $972771.44      | 0.00%             | 2028-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OCP Euro CLO DAC                                                                 | OCP Euro CLO DAC, Series 2017-2X, Class F                                                                              | CUSIP: N/A<br>LEI: 635400KNK84TMOLEE581       | Long             | ABS-CBDO         | CORP              | IE        |       600000 | PA      | $480170.81      | 0.00%             | 2032-01-15      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA                                                                                                         | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       101000 | PA      | $83592.10       | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3159878.48     | 0.01%             | 2026-02-26      | Fixed         | 0.85%                 | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                                              | Station Casinos LLC, Facility Term Loan B1                                                                             | CUSIP: 85769EAZ4<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |       992256 | PA      | $966933.23      | 0.00%             | 2027-02-08      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| Keysight Technologies, Inc.                                                      | Keysight Technologies, Inc.                                                                                            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        30000 | NS      | $5132100.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2018-2A, Class A1                                                                            | CUSIP: 17180WAA3<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |      6990000 | PA      | $6874184.79     | 0.02%             | 2031-04-20      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                          | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       500000 | PA      | $327340.16      | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140QAAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3180855 | PA      | $3037378.78     | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B9, Class XA                                                                     | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32568206 | PA      | $1539606.55     | 0.00%             | 2052-03-15      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                | Cornerstone Building Brands, Inc., Term Loan B                                                                         | CUSIP: 72431HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11637503 | PA      | $10403113.25    | 0.03%             | 2028-04-12      | Variable      | 7.57%                 | No            | 2                  | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                        | Carlyle Global Market Strategies CLO Ltd., Series 2014-1A, Class A1R2                                                  | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       498484 | PA      | $491499.01      | 0.00%             | 2031-04-17      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5866667 | PA      | $10090.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2007-AR19, Class 3A1                                                          | CUSIP: 45669NAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5208381 | PA      | $3368604.02     | 0.01%             | 2037-09-25      | Variable      | 3.37%                 | No            | 2                  | On Loan: No      |
| Repsol International Finance BV                                                  | Repsol International Finance BV                                                                                        | CUSIP: N/A<br>LEI: 5493002YCY6HTK0OUR29       | Long             | DBT              | CORP              | NL        |      8065000 | PA      | $7683529.53     | 0.02%             | 2028-09-11      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                           | CUSIP: 31620MBL9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $4288813.59     | 0.01%             | 2025-12-03      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    166050000 | PA      | $154928.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     28000000 | PA      | $599479.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      5383000 | PA      | $3122140.00     | 0.01%             | 2044-06-27      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                      | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       419000 | PA      | $380853.24      | 0.00%             | 2050-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                  | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      5862000 | PA      | $4751189.16     | 0.01%             | 2034-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                              | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      1517000 | PA      | $1411127.36     | 0.00%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -393018154 | PA      | $-3736972.05    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Nikkei 225 Index                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |         -300 | NC      | $-1291526.97    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ Investment Grade Corporate Bond ETF                                                                    | CUSIP: 00P9TWUE0<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1000 | NC      | $-17500.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Condor Merger Sub, Inc.                                                          | Condor Merger Sub, Inc.                                                                                                | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Short            | DBT              | CORP              | US        |     -6855000 | PA      | $-5511631.82    | -0.01%            | 2030-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     97680000 | PA      | $478846.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                                                  | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     10164000 | PA      | $8560637.84     | 0.02%             | 2029-01-14      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| Clorox Co. (The)                                                                 | Clorox Co. (The)                                                                                                       | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |      9200000 | PA      | $8767903.23     | 0.02%             | 2028-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| White Cap Supply Holdings LLC                                                    | White Cap Supply Holdings LLC, Term Loan                                                                               | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13347897 | PA      | $12885525.65    | 0.03%             | 2027-10-19      | Variable      | 7.99%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     48015000 | PA      | $-242512.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Welltower, Inc.                                                                  | Welltower, Inc.                                                                                                        | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      7400000 | PA      | $6935165.52     | 0.02%             | 2028-04-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       560000 | PA      | $-21951.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                     | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      8340000 | PA      | $7869832.50     | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                                                            | Deutsche Lufthansa AG                                                                                                  | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      5300000 | PA      | $5430246.41     | 0.01%             | 2024-07-14      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2011-1, Class B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      1194873 | PA      | $1181489.99     | 0.00%             | 2025-04-22      | Fixed         | 4.87%                 | No            | 3                  | On Loan: No      |
| IMT Trust                                                                        | IMT Trust, Series 2017-APTS, Class AFX                                                                                 | CUSIP: 44974AAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4090000 | PA      | $3899075.12     | 0.01%             | 2034-06-15      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| ECL Entertainment LLC                                                            | ECL Entertainment LLC, Term Loan B                                                                                     | CUSIP: 26826TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9542680 | PA      | $9510902.88     | 0.03%             | 2028-05-01      | Variable      | 11.88%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $35871.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                         | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     34395000 | PA      | $35809309.33    | 0.09%             | 2033-05-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140HDGH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3052423 | PA      | $2904428.68     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Prologis International Funding II SA                                             | Prologis International Funding II SA                                                                                   | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |     12992000 | PA      | $13117547.24    | 0.03%             | 2030-03-07      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                          | CUSIP: 00C7XDVS3<br>LEI: N/A                  | N/A              | DE               |  | US        |       -24001 | NC      | $-72003.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      7660000 | PA      | $107514.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                                                            | Deutsche Lufthansa AG                                                                                                  | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      3300000 | PA      | $3064430.74     | 0.01%             | 2027-05-16      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| FT Santander Consumer Spain Auto                                                 | FT Santander Consumer Spain Auto, Series 2020-1, Class D                                                               | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |       238943 | PA      | $232214.10      | 0.00%             | 2033-03-21      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2022-1, Class D                                                                                     | CUSIP: N/A<br>LEI: 213800CGWK1QL59QO504       | Long             | ABS-O            | CORP              | GB        |       725000 | PA      | $824590.10      | 0.00%             | 2029-01-20      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2020-5, Class M1                                                                    | CUSIP: 92538CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3833500 | PA      | $3046054.63     | 0.01%             | 2065-05-25      | Variable      | 2.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2647000 | PA      | $33797.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| India Green Power Holdings                                                       | India Green Power Holdings                                                                                             | CUSIP: N/A<br>LEI: 254900I7N0GT4VVL6V29       | Long             | DBT              | CORP              | MU        |      1228000 | PA      | $1046870.00     | 0.00%             | 2027-02-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2021-AA, Class D                                                                | CUSIP: 56848DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1180000 | PA      | $931956.80      | 0.00%             | 2036-03-20      | Fixed         | 3.83%                 | No            | 2                  | On Loan: No      |
| The Vinoy St. Petersburg                                                         | The Vinoy St. Petersburg, Term Loan                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27700000 | PA      | $26608348.54    | 0.07%             | 2038-01-01      | Variable      | 5.93%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     79661128 | PA      | $1047301.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                      | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     21126000 | PA      | $20784660.46    | 0.05%             | 2024-06-02      | Variable      | 1.65%                 | No            | 2                  | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                                              | Samhallsbyggnadsbolaget i Norden AB                                                                                    | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |      2400000 | PA      | $962891.18      | 0.00%             | 2026-10-30      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                             | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      6440000 | PA      | $6340594.93     | 0.02%             | 2025-06-08      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2934000 | PA      | $1911778.41     | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK1X, Class B                                                                               | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |       879540 | PA      | $997249.44      | 0.00%             | 2031-05-17      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                          | Symphony CLO XXIII Ltd., Series 2020-23A, Class ER                                                                     | CUSIP: 87167PAE0<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |       510000 | PA      | $465392.75      | 0.00%             | 2034-01-15      | Floating      | 10.23%                | No            | 2                  | On Loan: No      |
| Grand Canyon University                                                          | Grand Canyon University                                                                                                | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8775000 | PA      | $8255432.25     | 0.02%             | 2028-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                    | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     25000000 | PA      | $23214946.75    | 0.06%             | 2029-04-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Jerrold Finco plc                                                                | Jerrold Finco plc                                                                                                      | CUSIP: N/A<br>LEI: 213800F7AYNHLL1BPR31       | Long             | DBT              | CORP              | GB        |      1041000 | PA      | $1081695.32     | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4541148.60     | 0.01%             | 2030-02-07      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                          | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $162489.62      | 0.00%             | 2035-06-30      | Variable      | 5.46%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     27555000 | PA      | $467931.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      5806000 | PA      | $5292061.88     | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXV Ltd.                                                              | Apidos CLO XXV Ltd., Series 2016-25A, Class A1R                                                                        | CUSIP: 03762YAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $393805.96      | 0.00%             | 2031-10-20      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| JobsOhio Beverage System                                                         | JobsOhio Beverage System, Series 2013B                                                                                 | CUSIP: 47770VAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      6260000 | PA      | $6087154.64     | 0.02%             | 2029-01-01      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Resuritization Trust                            | CWHEQ Revolving Home Equity Loan Resuritization Trust, Series 2006-RES, Class 5B1B                                     | CUSIP: 23242YBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       159481 | PA      | $154761.73      | 0.00%             | 2035-05-15      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| BCAP LLC Trust                                                                   | BCAP LLC Trust, Series 2011-RR5, Class 11A5                                                                            | CUSIP: 05533YBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3920258 | PA      | $3700509.81     | 0.01%             | 2036-05-28      | Floating      | 3.89%                 | No            | 2                  | On Loan: No      |
| Owl Rock Capital Corp.                                                           | Owl Rock Capital Corp.                                                                                                 | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |       741000 | PA      | $611273.86      | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                           | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       400000 | PA      | $314104.25      | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                       | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       107000 | PA      | $97520.31       | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Marathon Oil Corp.                                                               | Marathon Oil Corp.                                                                                                     | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |        53047 | NS      | $1435982.29     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                        | CUSIP: 046353AY4<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     16575000 | PA      | $16281485.59    | 0.04%             | 2023-05-26      | Fixed         | 0.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/MXN Down-and-out barrier option; Barrier price USD 19.10000                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     46866000 | PA      | $126423.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2016-36                                           | CUSIP: 38379RHB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2019191 | PA      | $57286.88       | 0.00%             | 2057-08-16      | Variable      | 0.69%                 | No            | 2                  | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class E                                                                               | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |       428102 | PA      | $432745.01      | 0.00%             | 2039-01-31      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| MAF Global Securities Ltd.                                                       | MAF Global Securities Ltd.                                                                                             | CUSIP: N/A<br>LEI: 54930037VUDNYTS17017       | Long             | DBT              | CORP              | KY        |      1712000 | PA      | $1636886.00     | 0.00%             | 2026-03-20      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Board of Water Commissioners City & County of Denver (The)                       | Board of Water Commissioners City & County of Denver (The), Series 2021 A                                              | CUSIP: 24916PJP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      8000000 | PA      | $9252937.60     | 0.02%             | 2035-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F022626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -200268768 | PA      | $-169679015.43  | -0.45%            | 2053-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Allegheny County Airport Authority                                               | Allegheny County Airport Authority, Series 2021 A                                                                      | CUSIP: 01728LFH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7605000 | PA      | $6766699.48     | 0.02%             | 2046-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       300000 | PA      | $272892.30      | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                                                   | Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class CR                                                              | CUSIP: 64131BAJ2<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $238103.75      | 0.00%             | 2030-10-17      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| Washington Mutual, Inc.                                                          | Washington Mutual, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     14745000 | PA      | $1.47           | 0.00%             | 2017-10-03      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Lorca Telecom Bondco SA                                                          | Lorca Telecom Bondco SA                                                                                                | CUSIP: N/A<br>LEI: 9598004HFBAS82YM7X35       | Long             | DBT              | CORP              | ES        |      9356000 | PA      | $8938503.70     | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      2866000 | PA      | $2290214.04     | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                 | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     10000000 | PA      | $7364375.00     | 0.02%             | 2032-05-29      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6225000 | PA      | $5220384.91     | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     22180000 | PA      | $675808.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                                                          | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       900000 | PA      | $796899.87      | 0.00%             | 2030-03-19      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     11946000 | PA      | $11997092.80    | 0.03%             | 2026-09-29      | Variable      | 5.61%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                                    | iShares iBoxx $ High Yield Corporate Bond ETF                                                                          | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             |  | RF                | US        |       750002 | NS      | $55222647.26    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-CA, Class B                                                                     | CUSIP: 64035GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23450144 | PA      | $18256929.05    | 0.05%             | 2062-04-20      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2010-ZZ                                                                   | CUSIP: 74526QXJ6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      6255000 | PA      | $4624310.55     | 0.01%             | 2018-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967HV6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       800000 | PA      | $785668.52      | 0.00%             | 2024-08-05      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2017-2, Class M4                                                        | CUSIP: 92258VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       407648 | PA      | $320155.51      | 0.00%             | 2047-11-25      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1120000 | PA      | $-7414.76       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                                                     | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3011028 | PA      | $2605763.25     | 0.01%             | 2047-04-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Regatta XVI Funding Ltd.                                                         | Regatta XVI Funding Ltd., Series 2019-2A, Class B                                                                      | CUSIP: 75888TAE5<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $240728.78      | 0.00%             | 2033-01-15      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                             | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      9755000 | PA      | $9263538.12     | 0.02%             | 2024-03-25      | Fixed         | 0.90%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2020-PTA, Class C                                                             | CUSIP: 78449VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4455000 | PA      | $3381513.84     | 0.01%             | 2054-09-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      4230000 | PA      | $68605.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      3085000 | PA      | $3240006.62     | 0.01%             | 2025-01-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Dual Binary Option: Payout at expiration if the S&P 500 Index is below or at 3687.14 and USOSFR10 is below or at 3.342 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | US        |  31697553532 | NC      | $1007012.00     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     55090000 | PA      | $1360596.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Regatta IX Funding Ltd.                                                          | Regatta IX Funding Ltd., Series 2017-1A, Class C                                                                       | CUSIP: 75887VAE1<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |      2320000 | PA      | $2243641.38     | 0.01%             | 2030-04-17      | Floating      | 6.53%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                                                    | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       300000 | PA      | $274097.48      | 0.00%             | 2033-04-25      | Variable      | 4.34%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-218811.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Exxon Mobil Corp.                                                                                                      | CUSIP: 00P9G1F90<br>LEI: N/A                  | N/A              | DE               |  | US        |         -180 | NC      | $-8370.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         5922 | NC      | $-915694.58     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                           | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $16597702.80    | 0.04%             | 2049-11-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 5-R Ltd.                                                   | Anchorage Capital CLO 5-R Ltd., Series 2014-5RA, Class C                                                               | CUSIP: 03329AAG0<br>LEI: 549300687XYK5L55VX28 | Long             | ABS-CBDO         | CORP              | KY        |      5245000 | PA      | $5042925.36     | 0.01%             | 2030-01-15      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Dryden XXVI Senior Loan Fund                                                     | Dryden XXVI Senior Loan Fund, Series 2013-26A, Class AR                                                                | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |       450390 | PA      | $445268.83      | 0.00%             | 2029-04-15      | Floating      | 4.98%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     13900000 | PA      | $14073924.45    | 0.04%             | 2027-12-14      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Atom Mortgage Securities DAC                                                     | Atom Mortgage Securities DAC, Series 1X, Class D                                                                       | CUSIP: N/A<br>LEI: 635400S9JQ1OOL8ZRR06       | Long             | ABS-MBS          | CORP              | IE        |      1906208 | PA      | $2009608.78     | 0.01%             | 2031-07-22      | Floating      | 5.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XGPV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10468854 | PA      | $10001857.84    | 0.03%             | 2050-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Yango Justice International Ltd.                                                 | Yango Justice International Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |      2628000 | PA      | $39420.00       | 0.00%             | 2025-02-17      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Regatta IX Funding Ltd.                                                          | Regatta IX Funding Ltd., Series 2017-1A, Class B                                                                       | CUSIP: 75887VAC5<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1216910.50     | 0.00%             | 2030-04-17      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      3940000 | PA      | $3909184.06     | 0.01%             | 2026-03-17      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -82805000 | PA      | $-1189463.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Central Unified School District                                                  | Central Unified School District, Series 2021A                                                                          | CUSIP: 15276PQQ5<br>LEI: 549300AKOP2UG4D0YH67 | Long             | DBT              | MUN               | US        |      5000000 | PA      | $4056224.80     | 0.01%             | 2044-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Canary Wharf Finance II plc                                                      | Canary Wharf Finance II plc, Series II, Class D2                                                                       | CUSIP: N/A<br>LEI: 213800O9MO3KVXP3XQ22       | Long             | ABS-MBS          | CORP              | GB        |     14689000 | PA      | $13983016.78    | 0.04%             | 2037-10-22      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                           | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     55760000 | PA      | $54321935.10    | 0.14%             | 2023-08-03      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2075000 | PA      | $1938157.11     | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -401536046 | PA      | $-810542.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                   | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |       500000 | PA      | $380125.81      | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | First Quantum Minerals Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |          850 | NC      | $13183.16       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3C                                                             | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5834319 | PA      | $3995950.01     | 0.01%             | 2037-05-25      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Republic of Turkey                                                               | Republic of Turkey                                                                                                     | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     25090000 | PA      | $16266160.63    | 0.04%             | 2043-04-16      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -58480000 | PA      | $-5317037.72    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| FS Rialto Issuer LLC                                                             | FS Rialto Issuer LLC, Series 2022-FL5, Class A                                                                         | CUSIP: 30327MAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15514000 | PA      | $15323052.14    | 0.04%             | 2037-06-19      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| City of Detroit Sewage Disposal System                                           | City of Detroit Sewage Disposal System, Series 2006D                                                                   | CUSIP: 251237W66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5685000 | PA      | $5788515.15     | 0.02%             | 2032-07-01      | Floating      | 3.11%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                              | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       423000 | PA      | $361299.15      | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700057000 | PA      | $695572259.84   | 1.84%             | 2025-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $30857.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3131Y3GG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       194740 | PA      | $185681.99      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      4095000 | PA      | $-23459.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -218765000 | PA      | $-792834.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BlueMountain Fuji Eur CLO V DAC                                                  | BlueMountain Fuji Eur CLO V DAC, Series 5X, Class C                                                                    | CUSIP: N/A<br>LEI: 635400IYPG2G6NM3OV52       | Long             | ABS-CBDO         | CORP              | IE        |       500000 | PA      | $497988.11      | 0.00%             | 2033-01-15      | Floating      | 2.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3043536 | PA      | $2909719.71     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| American Home Mortgage Assets Trust                                              | American Home Mortgage Assets Trust, Series 2006-4, Class 1A12                                                         | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5487567 | PA      | $2936319.95     | 0.01%             | 2046-10-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $22238.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New Home Co., Inc. (The)                                                         | New Home Co., Inc. (The)                                                                                               | CUSIP: 645370AC1<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      2117000 | PA      | $1810035.00     | 0.00%             | 2025-10-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                      | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       200000 | PA      | $122072.87      | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Praxair, Inc.                                                                                                          | CUSIP: 00C9GGH57<br>LEI: N/A                  | N/A              | DE               |  | US        |          100 | NC      | $22750.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sunstone Hotel Investors, Inc.                                                   | Sunstone Hotel Investors, Inc.                                                                                         | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |       331117 | NS      | $3198590.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Red & Black Auto Germany 8 UG                                                    | Red & Black Auto Germany 8 UG, Series 8, Class B                                                                       | CUSIP: N/A<br>LEI: 391200E3OPA9K4R22Z70       | Long             | ABS-O            | CORP              | DE        |       500000 | PA      | $524067.70      | 0.00%             | 2030-09-15      | Floating      | 2.44%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |     26700000 | PA      | $29483031.84    | 0.08%             | 2034-10-31      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     14700000 | PA      | $81896.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                                                  | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       354000 | PA      | $277732.72      | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                             | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       400000 | PA      | $376638.71      | 0.00%             | 2030-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Washington Health Care Facilities Authority                                      | Washington Health Care Facilities Authority, Series 2015A                                                              | CUSIP: 93978HLL7<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |     26000000 | PA      | $24441935.96    | 0.06%             | 2045-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      9089383 | PA      | $-176601.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                               | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       271000 | PA      | $254587.13      | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $17997.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3900709 | PA      | $-3519.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                           | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |       200000 | PA      | $196104.79      | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Gol Finance SA                                                                   | Gol Finance SA                                                                                                         | CUSIP: 36254VAA6<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |      9351000 | PA      | $4069438.31     | 0.01%             | 2025-01-31      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Eaton Vance CLO Ltd.                                                             | Eaton Vance CLO Ltd., Series 2018-1A, Class C                                                                          | CUSIP: 27831BAG8<br>LEI: 549300R0C8KS2AMEHL81 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $941822.50      | 0.00%             | 2030-10-15      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| Atlantia SpA                                                                     | Atlantia SpA                                                                                                           | CUSIP: N/A<br>LEI: 8156008DEC771409C487       | Long             | DBT              | CORP              | IT        |      2935000 | PA      | $2918956.37     | 0.01%             | 2025-02-03      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31294000 | PA      | $25187829.60    | 0.07%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-1A, Class D                                                               | CUSIP: 69701VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2717734.50     | 0.01%             | 2029-04-20      | Floating      | 10.24%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    144685977 | PA      | $7849570.96     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                       | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     18120000 | PA      | $15949626.45    | 0.04%             | 2029-03-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Note                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |           92 | NC      | $28750.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                        | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |      3223000 | PA      | $3301923.39     | 0.01%             | 2026-03-19      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2019-C17, Class XA                                                               | CUSIP: 90278MBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68000408 | PA      | $4775539.45     | 0.01%             | 2052-10-15      | Variable      | 1.47%                 | No            | 2                  | On Loan: No      |
| Hanwha Life Insurance Co. Ltd.                                                   | Hanwha Life Insurance Co. Ltd.                                                                                         | CUSIP: N/A<br>LEI: 988400ZKCI3R9DQHR320       | Long             | DBT              | CORP              | KR        |      2167000 | PA      | $2101719.13     | 0.01%             | 2023-04-23      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| CHNGE Mortgage Trust                                                             | CHNGE Mortgage Trust, Series 2022-1, Class A1                                                                          | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5054953 | PA      | $4480989.26     | 0.01%             | 2067-01-25      | Variable      | 3.01%                 | No            | 2                  | On Loan: No      |
| Galaxy Xxviii CLO Ltd.                                                           | Galaxy Xxviii CLO Ltd., Series 2018-28A, Class A2                                                                      | CUSIP: 36321JAE4<br>LEI: 549300QR0537E9AXFW42 | Long             | ABS-CBDO         | CORP              | KY        |       550000 | PA      | $539827.75      | 0.00%             | 2031-07-15      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1000000000 | PA      | $-1696715.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                        | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      2489000 | PA      | $1563467.84     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-20A, Class E                                                                                 | CUSIP: 670864AA5<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1400694.75     | 0.00%             | 2033-10-09      | Floating      | 11.57%                | No            | 2                  | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                              | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      2277000 | PA      | $2315339.17     | 0.01%             | 2025-01-14      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CML Paradise Plaza                                                               | CML Paradise Plaza, Term Loan                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     27800000 | PA      | $26852350.83    | 0.07%             | 2028-01-01      | Variable      | 3.75%                 | No            | 3                  | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                           | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      4945000 | PA      | $2971310.70     | 0.01%             | 2055-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XDQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14296328 | PA      | $12721645.61    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Short            | DBT              | CORP              | US        |      -257000 | PA      | $-251569.46     | -0.00%            | 2024-09-10      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXIV                                                                  | Apidos CLO XXIV, Series 2016-24A, Class A1AL                                                                           | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |     10250000 | PA      | $10086000.00    | 0.03%             | 2030-10-20      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-CA, Class C                                                                     | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1230000 | PA      | $950271.80      | 0.00%             | 2062-04-20      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                     | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     11076000 | PA      | $11006775.00    | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Eaton Vance CLO Ltd.                                                             | Eaton Vance CLO Ltd., Series 2019-1A, Class ER                                                                         | CUSIP: 27830VAG5<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4450462.00     | 0.01%             | 2031-04-15      | Floating      | 10.58%                | No            | 2                  | On Loan: No      |
| American Rock Salt Co. LLC                                                       | American Rock Salt Co. LLC, 1st Lien Term Loan                                                                         | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |      2357070 | PA      | $2209753.56     | 0.01%             | 2028-06-09      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| SpringCastle America Funding LLC                                                 | SpringCastle America Funding LLC, Series 2020-AA, Class A                                                              | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10136553 | PA      | $9140924.52     | 0.02%             | 2037-09-25      | Fixed         | 1.97%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class XD                                          | CUSIP: 61764PAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51913000 | PA      | $1065291.10     | 0.00%             | 2047-12-15      | Variable      | 1.18%                 | No            | 2                  | On Loan: No      |
| Alfa SAB de CV                                                                   | Alfa SAB de CV                                                                                                         | CUSIP: N/A<br>LEI: 549300ZCGJ6T8YDJ4M34       | Long             | DBT              | CORP              | MX        |      7000000 | PA      | $6937875.00     | 0.02%             | 2024-03-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Galaxy XXIII CLO Ltd.                                                            | Galaxy XXIII CLO Ltd., Series 2017-23A, Class AR                                                                       | CUSIP: 36319TAN6<br>LEI: 5493001X8XC4DMSYH466 | Long             | ABS-CBDO         | CORP              | KY        |     16605369 | PA      | $16435195.95    | 0.04%             | 2029-04-24      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                      | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $293363.65      | 0.00%             | 2025-03-22      | Variable      | 4.27%                 | No            | 2                  | On Loan: No      |
| Lending Funding Trust                                                            | Lending Funding Trust, Series 2020-2A, Class B                                                                         | CUSIP: 51507KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3340000 | PA      | $2893585.62     | 0.01%             | 2031-04-21      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       162778 | PA      | $815.06         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Heathrow Finance plc                                                             | Heathrow Finance plc                                                                                                   | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1645985.42     | 0.00%             | 2024-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7810.05       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kenbourne Invest SA                                                              | Kenbourne Invest SA                                                                                                    | CUSIP: 48855KAC4<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |      2532000 | PA      | $1971478.50     | 0.01%             | 2028-01-22      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    355480000 | PA      | $1313311.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kins Technology                                                                  | Kins Technology                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       299400 | NS      | $284430.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1160000 | PA      | $-12805.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class XD                                                      | CUSIP: 95000GAA2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |      9764000 | PA      | $357921.00      | 0.00%             | 2049-08-15      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO III Ltd.                                             | Benefit Street Partners CLO III Ltd., Series 2013-IIIA, Class A1R2                                                     | CUSIP: 08180EBJ2<br>LEI: 549300Y1V90IQ456QX97 | Long             | ABS-CBDO         | CORP              | KY        |       386899 | PA      | $384410.44      | 0.00%             | 2029-07-20      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-31635794.59   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2020-175, Class DI                                                    | CUSIP: 38382LLK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8685177 | PA      | $1084084.69     | 0.00%             | 2050-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Mortgage Trust                                                          | JPMorgan Mortgage Trust, Series 2007-A1, Class 4A1                                                                     | CUSIP: 46630GAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        10477 | PA      | $10192.64       | 0.00%             | 2035-07-25      | Variable      | 3.94%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Rockwell Automation, Inc.                                                                                              | CUSIP: 00PA6FY62<br>LEI: N/A                  | N/A              | DE               |  | US        |         -199 | NC      | $-117410.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Surgery Center Holdings, Inc.                                                    | Surgery Center Holdings, Inc., Term Loan                                                                               | CUSIP: 86880NAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       896901 | PA      | $884469.73      | 0.00%             | 2026-08-31      | Variable      | 8.05%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133A2SG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       873574 | PA      | $832955.74      | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Hammerhead Resources, Inc.                                                       | Hammerhead Resources, Inc., Series AI                                                                                  | CUSIP: 408304AB9<br>LEI: 549300IDIKECPEDTFL90 | Long             | DBT              | CORP              | CA        |     14150692 | PA      | $14150692.00    | 0.04%             | 2022-07-10      | Fixed         | 12.00%                | No            | 3                  | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          200 | NC      | $900.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                         | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | DBT              | CORP              | PA        |     -7906000 | PA      | $-5645200.24    | -0.01%            | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2022-GPA, Class XCP                                                                                   | CUSIP: 05608UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242391000 | PA      | $1533438.18     | 0.00%             | 2039-10-15      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                           | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      8380000 | PA      | $6867395.59     | 0.02%             | 2030-03-05      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                    | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     14599000 | PA      | $14376433.87    | 0.04%             | 2026-07-24      | Variable      | 4.41%                 | No            | 2                  | On Loan: No      |
| Icahn Enterprises LP                                                             | Icahn Enterprises LP                                                                                                   | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        70000 | PA      | $67262.72       | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Carlyle US CLO Ltd.                                                              | Carlyle US CLO Ltd., Series 2021-6A, Class A1                                                                          | CUSIP: 143133AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1953854.40     | 0.01%             | 2034-07-15      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Deer Creek CLO Ltd.                                                              | Deer Creek CLO Ltd., Series 2017-1A, Class E                                                                           | CUSIP: 24380MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $433766.80      | 0.00%             | 2030-10-20      | Floating      | 10.59%                | No            | 2                  | On Loan: No      |
| 522 Funding CLO Ltd.                                                             | 522 Funding CLO Ltd., Series 2019-4A, Class DR                                                                         | CUSIP: 33834WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3175477.90     | 0.01%             | 2030-04-20      | Floating      | 7.89%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XLII Ltd.                                                   | Madison Park Funding XLII Ltd., Series 13A, Class A1                                                                   | CUSIP: 04966HAA4<br>LEI: 549300BF3YFW8EHN6F75 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $992257.70      | 0.00%             | 2030-11-21      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                                                       | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       100000 | PA      | $67808.28       | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ProGroup AG                                                                      | ProGroup AG                                                                                                            | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      8506000 | PA      | $7978473.30     | 0.02%             | 2026-03-31      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                            | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15000000 | PA      | $14551159.95    | 0.04%             | 2024-03-08      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Banco Espirito Santo SA                                                          | Banco Espirito Santo SA                                                                                                | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |      6100000 | PA      | $783569.40      | 0.00%             | 2017-05-08      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2800000 | PA      | $-348187.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Rad CLO 9 Ltd.                                                                   | Rad CLO 9 Ltd., Series 2020-9A, Class B1                                                                               | CUSIP: 48661QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $480237.75      | 0.00%             | 2034-01-15      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                      | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     11207000 | PA      | $10982860.00    | 0.03%             | 2027-09-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Massachusetts Housing Finance Agency                                             | Massachusetts Housing Finance Agency, Series 2014E                                                                     | CUSIP: 57586NWG2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |       100000 | PA      | $97008.86       | 0.00%             | 2029-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                   | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     21422000 | PA      | $21127507.70    | 0.06%             | 2024-09-20      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SG Residential Mortgage Trust                                                    | SG Residential Mortgage Trust, Series 2022-2, Class A1                                                                 | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2974791 | PA      | $2922531.00     | 0.01%             | 2062-08-25      | Variable      | 5.35%                 | No            | 2                  | On Loan: No      |
| PDC Energy, Inc.                                                                 | PDC Energy, Inc.                                                                                                       | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |       261000 | PA      | $249142.77      | 0.00%             | 2026-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Service Experts Issuer LLC                                                       | Service Experts Issuer LLC, Series 2021-1A, Class A                                                                    | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12156823 | PA      | $11040788.98    | 0.03%             | 2032-02-02      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| doValue SpA                                                                      | doValue SpA                                                                                                            | CUSIP: N/A<br>LEI: 8156007AF7DB5FE05555       | Long             | DBT              | CORP              | IT        |      3571000 | PA      | $3351559.02     | 0.01%             | 2026-07-31      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     19114432 | PA      | $2091633.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     77065000 | PA      | $1444025.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      8607462 | PA      | $8607462.50     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Symphony CLO XIV Ltd.                                                            | Symphony CLO XIV Ltd., Series 2014-14A, Class B1RR                                                                     | CUSIP: 87159QBX5<br>LEI: 54930085JMJSZBQ6N270 | Long             | ABS-CBDO         | CORP              | KY        |     25100000 | PA      | $24971116.52    | 0.07%             | 2026-07-14      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                                    | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class A2A                                              | CUSIP: 25151XAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2243829 | PA      | $1902430.49     | 0.01%             | 2047-08-25      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3100000 | PA      | $183869.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| 522 Funding CLO Ltd.                                                             | 522 Funding CLO Ltd., Series 2018-3A, Class CR                                                                         | CUSIP: 33835NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $701300.03      | 0.00%             | 2031-10-20      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                     | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7695000 | PA      | $6274590.26     | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                                                       | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     13500000 | PA      | $13195613.34    | 0.03%             | 2024-05-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Gates Global LLC                                                                 | Gates Global LLC, Term Loan B3                                                                                         | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |       992405 | PA      | $969738.52      | 0.00%             | 2027-03-31      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                                   | Securitized Asset-Backed Receivables LLC Trust, Series 2006-OP1, Class M6                                              | CUSIP: 81375WJL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       569680 | PA      | $403170.40      | 0.00%             | 2035-10-25      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                                                          | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $86893.45       | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       600000 | PA      | $504495.36      | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-327402.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                                                                 | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      5083000 | PA      | $4422210.00     | 0.01%             | 2023-12-11      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Harvest CLO XXIII DAC                                                            | Harvest CLO XXIII DAC, Series 23X, Class A                                                                             | CUSIP: N/A<br>LEI: 635400H4BIBT9YC1IC52       | Long             | ABS-CBDO         | CORP              | IE        |      1817000 | PA      | $1881804.63     | 0.00%             | 2032-10-20      | Floating      | 2.41%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                                        | GS Mortgage-Backed Securities Corp. Trust, Series 2019-PJ2, Class B4                                                   | CUSIP: 36257LAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2588622 | PA      | $2287783.09     | 0.01%             | 2049-11-25      | Variable      | 4.34%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                   | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      1378000 | PA      | $1286263.80     | 0.00%             | 2024-07-29      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Rad CLO 3 Ltd.                                                                   | Rad CLO 3 Ltd., Series 2019-3A, Class BR                                                                               | CUSIP: 48661WAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $385596.64      | 0.00%             | 2032-04-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                                                   | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       495000 | PA      | $548219.74      | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Finsbury Square plc                                                              | Finsbury Square plc, Series 2020-1X, Class C                                                                           | CUSIP: N/A<br>LEI: 635400JVSPJM1HG8EF19       | Long             | ABS-MBS          | CORP              | GB        |       209961 | PA      | $250805.24      | 0.00%             | 2070-03-16      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| CVC Cordatus Loan Fund IV DAC                                                    | CVC Cordatus Loan Fund IV DAC, Series 4X, Class BR1                                                                    | CUSIP: N/A<br>LEI: 2138005AFEIY5AMT4165       | Long             | ABS-CBDO         | CORP              | IE        |      1120000 | PA      | $1110255.72     | 0.00%             | 2034-02-22      | Floating      | 3.12%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-DA, Class C                                                                     | CUSIP: 64034YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2110000 | PA      | $1645170.59     | 0.00%             | 2062-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140KPZA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2673002 | PA      | $2387723.96     | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                       | AMSR Trust, Series 2021-SFR1, Class F                                                                                  | CUSIP: 00179DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5128000 | PA      | $3978479.32     | 0.01%             | 2038-06-17      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X9MV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1070313 | PA      | $1015054.76     | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     60213000 | PA      | $61577.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class B                                                                       | CUSIP: 009695AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10820263 | PA      | $7138607.92     | 0.02%             | 2061-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                                                           | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       200000 | PA      | $162306.79      | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9840000 | PA      | $536247.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                     | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             |  |  | US        |       347950 | NS      | $4130166.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2889000 | PA      | $1958261.33     | 0.01%             | 2060-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Virginia Small Business Financing Authority                                      | Virginia Small Business Financing Authority, Series 2017                                                               | CUSIP: 928097AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2900000 | PA      | $2786650.40     | 0.01%             | 2047-12-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| 245 Park Avenue Trust                                                            | 245 Park Avenue Trust, Series 2017-245P, Class D                                                                       | CUSIP: 90187LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1100000 | PA      | $843677.34      | 0.00%             | 2037-06-05      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     47880000 | PA      | $316626.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ZF Europe Finance BV                                                             | ZF Europe Finance BV                                                                                                   | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      1300000 | PA      | $1196626.72     | 0.00%             | 2026-02-23      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      7507000 | PA      | $6950179.24     | 0.02%             | 2025-12-10      | Variable      | 1.56%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     30405000 | PA      | $-279917.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                  | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       218000 | PA      | $195081.66      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     73043400 | PA      | $64865.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BPR Trust                                                                        | BPR Trust, Series 2022-SSP, Class A                                                                                    | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2870000 | PA      | $2837673.47     | 0.01%             | 2039-05-15      | Floating      | 7.34%                 | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B16, Class A5                                                                    | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2627000 | PA      | $2257487.49     | 0.01%             | 2053-02-15      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     37000000 | PA      | $2118513.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SES SA                                                                           | SES SA                                                                                                                 | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |     37866000 | PA      | $32167512.34    | 0.08%             | 2026-05-27      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-PRM, Class D                                                          | CUSIP: 29429JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1890000 | PA      | $1869839.94     | 0.00%             | 2036-05-10      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    223489815 | PA      | $-1790117.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -15660000 | PA      | $-223254.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2046000 | PA      | $1907217.88     | 0.01%             | 2025-06-23      | Variable      | 0.97%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      7932000 | PA      | $7206992.99     | 0.02%             | 2027-01-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class XD                                                  | CUSIP: 46644AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31775000 | PA      | $277237.19      | 0.00%             | 2048-02-15      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                                                             | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       221000 | PA      | $213725.02      | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2006-HE1, Class 1M4                                               | CUSIP: 0738796S2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4514874 | PA      | $6479951.06     | 0.02%             | 2035-12-25      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| Bardot CLO Ltd.                                                                  | Bardot CLO Ltd., Series 2019-2A, Class DR                                                                              | CUSIP: 06744NBN6<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |       940000 | PA      | $873429.39      | 0.00%             | 2032-10-22      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| Parallel Ltd.                                                                    | Parallel Ltd., Series 2015-1A, Class C1R                                                                               | CUSIP: 69915VAS9<br>LEI: 549300IVH7GEF68EFD31 | Long             | ABS-CBDO         | CORP              | KY        |      1670000 | PA      | $1640271.33     | 0.00%             | 2027-07-20      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                                                     | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |       300000 | PA      | $290456.97      | 0.00%             | 2028-10-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      9900000 | PA      | $9007306.88     | 0.02%             | 2028-02-19      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-60740.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2014-C, Class B2                                                                 | CUSIP: 17323GAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       582000 | PA      | $524832.21      | 0.00%             | 2054-02-25      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XIII Ltd.                                                   | Madison Park Funding XIII Ltd., Series 2014-13A, Class BR2                                                             | CUSIP: 55818MBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4897476.50     | 0.01%             | 2030-04-19      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| International Consolidated Airlines Group SA                                     | International Consolidated Airlines Group SA                                                                           | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |     12100000 | PA      | $9908620.43     | 0.03%             | 2029-03-25      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2016-R2, Class 1A1                                                               | CUSIP: 05890RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3144423 | PA      | $3027527.93     | 0.01%             | 2033-05-01      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                              | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       200000 | PA      | $155685.65      | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                   | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      9149000 | PA      | $5485397.31     | 0.01%             | 2051-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-22T1, Class A1                                                                     | CUSIP: 12667GGN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7724645 | PA      | $6558758.05     | 0.02%             | 2035-06-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| Universal Music Group NV                                                         | Universal Music Group NV                                                                                               | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | CORP              | NL        |     10100000 | PA      | $10384034.89    | 0.03%             | 2027-06-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fairstone Financial Issuance Trust I                                             | Fairstone Financial Issuance Trust I, Series 2020-1A, Class C                                                          | CUSIP: 30575PAS5<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |      2125000 | PA      | $1419057.42     | 0.00%             | 2039-10-20      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |       350000 | PA      | $324143.75      | 0.00%             | 2026-05-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    150617907 | PA      | $2597475.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2019-OC11, Class E                                                                                    | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12731000 | PA      | $9849106.45     | 0.03%             | 2041-12-09      | Variable      | 3.94%                 | No            | 2                  | On Loan: No      |
| Bakelite UK Intermediate Ltd.                                                    | Bakelite UK Intermediate Ltd., Term Loan                                                                               | CUSIP: 05710LAB9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     15312622 | PA      | $14202457.37    | 0.04%             | 2029-05-29      | Variable      | 8.71%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     20000000 | PA      | $34454.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     22180000 | PA      | $652247.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $113414.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -312880000 | PA      | $-13691238.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Florida Department of Management Services                                        | Florida Department of Management Services, Series 2021 A                                                               | CUSIP: 34160PEV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5005000 | PA      | $4518148.13     | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                              | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |       400000 | PA      | $378985.82      | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     11600000 | PA      | $11292120.53    | 0.03%             | 2027-02-17      | Variable      | 1.38%                 | No            | 2                  | On Loan: No      |
| Sherwood Financing plc                                                           | Sherwood Financing plc                                                                                                 | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |      1552000 | PA      | $1503511.25     | 0.00%             | 2027-11-15      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2005-4A, Class M1                                                               | CUSIP: 07324SCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       381843 | PA      | $345753.02      | 0.00%             | 2036-01-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| FS Rialto Issuer LLC                                                             | FS Rialto Issuer LLC, Series 2022-FL7, Class A                                                                         | CUSIP: 30329XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11152000 | PA      | $11074006.26    | 0.03%             | 2039-10-19      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| Ursa Major Technologies, Inc.                                                    | Ursa Major Technologies, Inc.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       160843 | NS      | $1066002.91     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2021-DM, Class F                                                            | CUSIP: 36265AAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1030000 | PA      | $943551.69      | 0.00%             | 2036-11-15      | Floating      | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -974173631 | PA      | $-1790532.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Massachusetts Housing Finance Agency                                             | Massachusetts Housing Finance Agency, Series 2015A                                                                     | CUSIP: 57586NXY2<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |       815000 | PA      | $776937.96      | 0.00%             | 2040-12-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     38880000 | PA      | $1506299.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -58480000 | PA      | $-379109.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Amazon.com, Inc.                                                                                                       | CUSIP: 00CA3VFS7<br>LEI: N/A                  | N/A              | DE               |  | US        |         2000 | NC      | $276000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DBUBS Mortgage Trust                                                             | DBUBS Mortgage Trust, Series 2017-BRBK, Class E                                                                        | CUSIP: 23305JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8125974 | PA      | $6809759.84     | 0.02%             | 2034-10-10      | Variable      | 3.53%                 | No            | 3                  | On Loan: No      |
| Freed Corp.                                                                      | Freed Corp.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     27775310 | PA      | $26733735.88    | 0.07%             | 2023-12-01      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                        | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     12565000 | PA      | $8268385.31     | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                  | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90625.17       | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | iShares China Large-Cap ETF                                                                                            | CUSIP: 00CA154G4<br>LEI: N/A                  | N/A              | DE               |  | US        |        19999 | NC      | $1329933.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2005-4A, Class A1                                                               | CUSIP: 07324SCR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5904116 | PA      | $5373931.91     | 0.01%             | 2036-01-25      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-175253.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                  | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     19600000 | PA      | $16466480.97    | 0.04%             | 2031-03-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Premier Foods Finance plc                                                        | Premier Foods Finance plc                                                                                              | CUSIP: N/A<br>LEI: 2138003G41QDLK9DB177       | Long             | DBT              | CORP              | GB        |      2763000 | PA      | $2922787.74     | 0.01%             | 2026-10-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                                                  | Naked Juice LLC, 1st Lien Term Loan                                                                                    | CUSIP: 62984CAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       995000 | PA      | $887480.30      | 0.00%             | 2029-01-24      | Variable      | 7.93%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DM6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4683129 | PA      | $4473500.69     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Project Montelena                                                                | Project Montelena                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | DE        |     18800000 | PA      | $19520726.20    | 0.05%             | 2030-06-20      | Fixed         | 12.25%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     11700000 | PA      | $-87305.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BCMSC Trust                                                                      | BCMSC Trust, Series 2000-A, Class A3                                                                                   | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7219305 | PA      | $1040823.83     | 0.00%             | 2030-06-15      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2020-2, Class M1                                                                      | CUSIP: 19688JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2734000 | PA      | $2376009.77     | 0.01%             | 2065-03-25      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Amazon.com, Inc.                                                                                                       | CUSIP: 00PA3U0F9<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2000 | NC      | $-525000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Cirsa Finance International SARL                                                 | Cirsa Finance International SARL                                                                                       | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      5396000 | PA      | $5440646.41     | 0.01%             | 2025-05-22      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                  | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      4125000 | PA      | $3271017.42     | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-CHRS, Class E                                                                        | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2640000 | PA      | $1698579.43     | 0.00%             | 2038-08-05      | Variable      | 4.27%                 | No            | 2                  | On Loan: No      |
| Solvay SA                                                                        | Solvay SA                                                                                                              | CUSIP: N/A<br>LEI: 549300MMVL80RTBP3O28       | Long             | DBT              | CORP              | BE        |     34700000 | PA      | $36494584.24    | 0.10%             | 2023-12-04      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    153615000 | PA      | $2251868.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |      7411425 | PA      | $7411425.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Brookfield Property REIT, Inc.                                                   | Brookfield Property REIT, Inc., Term Loan B                                                                            | CUSIP: 11283HAB3<br>LEI: 5493006ZQ6LH85EKNL31 | Long             | LON              | CORP              | US        |       986134 | PA      | $969498.23      | 0.00%             | 2025-08-27      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2900000 | PA      | $3123.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2019-2A, Class D                                                              | CUSIP: 68269BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13070000 | PA      | $11046120.96    | 0.03%             | 2036-10-14      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                    | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10254000 | PA      | $8125659.97     | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2765000 | PA      | $2826895.05     | 0.01%             | 2025-11-10      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $333289.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New Metro Global Ltd.                                                            | New Metro Global Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 549300HJRNTCANEH0D47       | Long             | DBT              | CORP              | VG        |       550000 | PA      | $497750.00      | 0.00%             | 2023-08-05      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                                                             | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      4843000 | PA      | $4654316.72     | 0.01%             | 2026-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Dryden 30 Senior Loan Fund                                                       | Dryden 30 Senior Loan Fund, Series 2013-30A, Class AR                                                                  | CUSIP: 26249BAQ4<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |      6852154 | PA      | $6762713.51     | 0.02%             | 2028-11-15      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2399 | NC      | $45581.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CWABS Revolving Home Equity Loan Trust                                           | CWABS Revolving Home Equity Loan Trust, Series 2004-U, Class 2A                                                        | CUSIP: 126673VE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       222109 | PA      | $212630.05      | 0.00%             | 2034-03-15      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                            | CUSIP: 31428XBR6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       414000 | PA      | $393142.13      | 0.00%             | 2028-10-17      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50503000 | PA      | $30811886.87    | 0.08%             | 2056-10-30      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     13010000 | PA      | $10189462.57    | 0.03%             | 2032-10-20      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XVII Ltd.                                                       | Sixth Street CLO XVII Ltd., Series 2021-17A, Class E                                                                   | CUSIP: 83012GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $1959389.10     | 0.01%             | 2034-01-20      | Floating      | 10.44%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury Ultra Bond                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -6641 | NC      | $45199904.55    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-A, Class B2                                                                     | CUSIP: 64035DAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41500000 | PA      | $32987192.15    | 0.09%             | 2062-04-20      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 30 Year Bond                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -183 | NC      | $-408890.63     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CIFC European Funding CLO III DAC                                                | CIFC European Funding CLO III DAC, Series 3X, Class E                                                                  | CUSIP: N/A<br>LEI: 5493000EF0244RPYUG32       | Long             | ABS-CBDO         | CORP              | IE        |       850000 | PA      | $741543.78      | 0.00%             | 2034-01-15      | Floating      | 6.99%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                    | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      1177000 | PA      | $1169111.30     | 0.00%             | 2024-02-06      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Cornwall Jersey Ltd.                                                             | Cornwall Jersey Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 213800NFORA6FS9LQ898       | Long             | DBT              | CORP              | JE        |      2900000 | PA      | $2008912.21     | 0.01%             | 2026-04-16      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc.                                                                                                  | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       700000 | PA      | $681704.85      | 0.00%             | 2025-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada (The)                                | Bell Telephone Co. of Canada or Bell Canada (The)                                                                      | CUSIP: 0778FPAA7<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |       200000 | PA      | $170336.85      | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Bean Creek CLO Ltd.                                                              | Bean Creek CLO Ltd., Series 2015-1A, Class ER                                                                          | CUSIP: 07378XAG1<br>LEI: 635400STD6UUTEW5KM07 | Long             | ABS-CBDO         | CORP              | KY        |       370000 | PA      | $305330.77      | 0.00%             | 2031-04-20      | Floating      | 9.99%                 | No            | 2                  | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                                                   | CUSIP: 14912L6G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |       395000 | PA      | $383299.16      | 0.00%             | 2024-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2020-A, Class A                                                                       | CUSIP: 00969WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33707853 | PA      | $32912752.55    | 0.09%             | 2059-12-25      | Variable      | 2.37%                 | No            | 2                  | On Loan: No      |
| Zurich Finance Ireland Designated Activity Co.                                   | Zurich Finance Ireland Designated Activity Co.                                                                         | CUSIP: N/A<br>LEI: 549300E0FVHYR37EGX65       | Long             | DBT              | CORP              | IE        |      4000000 | PA      | $3050000.00     | 0.01%             | 2051-04-19      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Euro-OAT                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -1071 | NC      | $5422085.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-TALL, Class A                                                                        | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2453000 | PA      | $2265882.46     | 0.01%             | 2037-03-15      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-DA, Class D                                                                     | CUSIP: 64034YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       650500 | PA      | $487602.18      | 0.00%             | 2062-04-20      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                                 | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      5504000 | PA      | $5351798.77     | 0.01%             | 2024-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO VIII Ltd.                                                            | Elmwood CLO VIII Ltd., Series 2021-1A, Class F1                                                                        | CUSIP: 290021AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1363805.40     | 0.00%             | 2034-01-20      | Floating      | 12.24%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | Eli Lilly & Co.                                                                                                        | CUSIP: 00C9RX9S7<br>LEI: N/A                  | N/A              | DE               |  | US        |          300 | NC      | $298500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    245780015 | PA      | $2682829.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                                                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        10000 | NS      | $2575700.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2004-FFH3, Class M3                                                         | CUSIP: 32027NLT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2818364 | PA      | $2550710.29     | 0.01%             | 2034-10-25      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| BankAmerica Manufactured Housing Contract Trust                                  | BankAmerica Manufactured Housing Contract Trust, Series 1997-2, Class B1                                               | CUSIP: 06606FAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4500000 | PA      | $1354642.20     | 0.00%             | 2022-02-10      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust                                                      | Legacy Mortgage Asset Trust, Series 2021-GS2, Class A1                                                                 | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35794979 | PA      | $32354762.86    | 0.09%             | 2061-04-25      | Variable      | 1.75%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                           | Birch Grove CLO 2 Ltd., Series 2021-2A, Class A1                                                                       | CUSIP: 09077LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5500000 | PA      | $5349833.50     | 0.01%             | 2034-10-19      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| Vantage Towers AG                                                                | Vantage Towers AG                                                                                                      | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | DBT              | CORP              | DE        |      6800000 | PA      | $6678537.55     | 0.02%             | 2030-03-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Virgin Media Vendor Financing Notes III DAC                                      | Virgin Media Vendor Financing Notes III DAC                                                                            | CUSIP: N/A<br>LEI: 635400SSKC2QCGEPIQ43       | Long             | DBT              | CORP              | IE        |      3831000 | PA      | $3728810.55     | 0.01%             | 2028-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Fresno Unified School District                                                   | Fresno Unified School District                                                                                         | CUSIP: 3582324A1<br>LEI: 549300WL4QIP65TFU882 | Long             | DBT              | MUN               | US        |      6310000 | PA      | $6107037.90     | 0.02%             | 2046-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Energizer Holdings, Inc.                                                         | Energizer Holdings, Inc.                                                                                               | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       200000 | PA      | $173320.66      | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Ovintiv Exploration, Inc.                                                        | Ovintiv Exploration, Inc.                                                                                              | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |       364000 | PA      | $360365.23      | 0.00%             | 2026-01-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                             | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       192000 | PA      | $171761.09      | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| SpringCastle America Funding LLC                                                 | SpringCastle America Funding LLC, Series 2020-AA, Class B                                                              | CUSIP: 85022WAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19740000 | PA      | $17481690.70    | 0.05%             | 2037-09-25      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                                                          | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      3885000 | PA      | $3302774.36     | 0.01%             | 2029-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| OPAL Fuels, Inc.                                                                 | OPAL Fuels, Inc., Class A                                                                                              | CUSIP: 68347P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10995 | NS      | $80043.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Modern Land China Co. Ltd.                                                       | Modern Land China Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 549300PDOU6AR9Z9IN08       | Long             | DBT              | CORP              | KY        |      6833000 | PA      | $392897.50      | 0.00%             | 2023-04-11      | Fixed         | 9.80%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                        | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     11376000 | PA      | $10645213.38    | 0.03%             | 2029-03-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                            | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      7632000 | PA      | $7323738.48     | 0.02%             | 2025-05-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Reperforming Loan REMIC Trust                                                    | Reperforming Loan REMIC Trust, Series 2005-R2, Class 1AF1                                                              | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1233784 | PA      | $1161144.63     | 0.00%             | 2035-06-25      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Atrium XV                                                                        | Atrium XV, Series 15A, Class D                                                                                         | CUSIP: 04965FAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $234850.73      | 0.00%             | 2031-01-23      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| AGL Core CLO 2 Ltd.                                                              | AGL Core CLO 2 Ltd., Series 2019-2A, Class A1                                                                          | CUSIP: 001200AA2<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |      4775000 | PA      | $4701632.13     | 0.01%             | 2032-04-20      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      7180000 | PA      | $6278083.94     | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                          | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       100000 | PA      | $81974.92       | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust, Series 2021-ESH, Class E                                                                  | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14642883 | PA      | $13945013.67    | 0.04%             | 2038-07-15      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                            | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5996000 | PA      | $5309466.03     | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                  | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       100000 | PA      | $81936.74       | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       185000 | PA      | $166045.80      | 0.00%             | 2048-03-25      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| University of Delaware                                                           | University of Delaware, Series 2010A                                                                                   | CUSIP: 91425MCD7<br>LEI: KPIOJCFMR70NWLS6O145 | Long             | DBT              | MUN               | US        |      7500000 | PA      | $7925839.80     | 0.02%             | 2040-11-01      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| Republic of Angola                                                               | Republic of Angola                                                                                                     | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      9675000 | PA      | $8368875.00     | 0.02%             | 2032-04-14      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                    | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      3630000 | PA      | $3507781.31     | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class C                                                                               | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |      1798029 | PA      | $1851646.26     | 0.00%             | 2039-01-31      | Floating      | 2.94%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     13040000 | PA      | $11742896.96    | 0.03%             | 2028-08-24      | Variable      | 0.58%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev SA                                                          | Anheuser-Busch InBev SA                                                                                                | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      4000000 | PA      | $4181845.66     | 0.01%             | 2026-03-31      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        55370 | PA      | $52345.37       | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140HKLV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        82043 | PA      | $78316.61       | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Accor SA                                                                         | Accor SA                                                                                                               | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |      2684000 | PA      | $1178225.53     | 0.00%             | 2027-12-07      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     12950000 | PA      | $11419840.95    | 0.03%             | 2030-03-22      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Ardagh Packaging Finance plc                                                     | Ardagh Packaging Finance plc                                                                                           | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11544000 | PA      | $10986867.28    | 0.03%             | 2025-04-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140FUH84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       106588 | PA      | $101630.82      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                               | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       147000 | PA      | $124712.83      | 0.00%             | 2030-01-22      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     14538000 | PA      | $11955448.75    | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Healthpeak Properties, Inc.                                                      | Healthpeak Properties, Inc.                                                                                            | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      3840000 | PA      | $3323982.45     | 0.01%             | 2027-02-01      | Fixed         | 1.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $83754.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Five Point Operating Co. LP                                                      | Five Point Operating Co. LP                                                                                            | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21761000 | PA      | $18292754.23    | 0.05%             | 2025-11-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $91043.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oregon State Facilities Authority                                                | Oregon State Facilities Authority, Series 2016 A                                                                       | CUSIP: 68608JVQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4000000 | PA      | $3769743.04     | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| County of Broward Airport System                                                 | County of Broward Airport System, Series 2019C                                                                         | CUSIP: 114894ZT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3100000 | PA      | $2547938.08     | 0.01%             | 2032-10-01      | Fixed         | 2.91%                 | No            | 2                  | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 2TGYMUGI08PO8X8L6150       | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4364455.87     | 0.01%             | 2025-11-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                                               | Telecom Italia SpA                                                                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |       600000 | PA      | $594664.95      | 0.00%             | 2025-09-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $478071.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | California Resources Corp.                                                                                             | CUSIP: 13057Q123<br>LEI: N/A                  | N/A              | DE               |  | US        |        12137 | NS      | $152926.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1740000 | PA      | $1658649.33     | 0.00%             | 2027-01-29      | Variable      | 3.96%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-SOAR, Class A                                                                | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1864873 | PA      | $1796191.96     | 0.00%             | 2038-06-15      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Easy Tactic Ltd.                                                                 | Easy Tactic Ltd.                                                                                                       | CUSIP: N/A<br>LEI: 549300WYFMC41MKE6E16       | Long             | DBT              | CORP              | VG        |       798689 | PA      | $178706.66      | 0.00%             | 2025-07-11      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140KBBP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       751240 | PA      | $690852.77      | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                        | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       435000 | PA      | $347604.15      | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2020-C, Class C                                                                       | CUSIP: 00969HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15591378 | PA      | $12833579.68    | 0.03%             | 2060-09-27      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $50500.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                 | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       104000 | PA      | $98215.74       | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                                                       | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       208000 | PA      | $198535.14      | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -184725000 | PA      | $0.00           | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X7K99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       192167 | PA      | $184896.75      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9652943.50     | 0.03%             | 2025-04-07      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Frigorifico Concepcion SA                                                        | Frigorifico Concepcion SA                                                                                              | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |      7410000 | PA      | $5924758.13     | 0.02%             | 2028-07-21      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon (The)                                                    | Bank of New York Mellon (The)                                                                                          | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |      5983000 | PA      | $5998721.95     | 0.02%             | 2025-11-21      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2017-H1, Class C                                                                | CUSIP: 61691JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       483000 | PA      | $425040.00      | 0.00%             | 2050-06-15      | Variable      | 4.28%                 | No            | 3                  | On Loan: No      |
| de Volksbank NV                                                                  | de Volksbank NV                                                                                                        | CUSIP: N/A<br>LEI: 724500A1FNICHSDF2I11       | Long             | DBT              | NUSS              | NL        |      7000000 | PA      | $6785796.64     | 0.02%             | 2030-10-22      | Variable      | 1.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000000 | PA      | $48265690.50    | 0.13%             | 2023-12-06      | Fixed         | 1.22%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Bank                                                           | Washington Mutual Bank                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     15753000 | PA      | $1.58           | 0.00%             | 2017-09-21      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DV5Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       519804 | PA      | $494505.47      | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                 | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       475000 | PA      | $376450.47      | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8500000 | PA      | $7023789.70     | 0.02%             | 2031-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Five Corners Funding Trust                                                       | Five Corners Funding Trust                                                                                             | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4890000 | PA      | $4847878.86     | 0.01%             | 2023-11-15      | Fixed         | 4.42%                 | No            | 2                  | On Loan: No      |
| SMRT                                                                             | SMRT, Series 2022-MINI, Class E                                                                                        | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3153000 | PA      | $2876500.82     | 0.01%             | 2039-01-15      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| ASG Finance Designated Activity Co.                                              | ASG Finance Designated Activity Co.                                                                                    | CUSIP: 00217AAA4<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |     13214000 | PA      | $12751510.00    | 0.03%             | 2024-12-03      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DWA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3960939 | PA      | $3744875.15     | 0.01%             | 2050-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BG Energy Capital plc                                                            | BG Energy Capital plc                                                                                                  | CUSIP: N/A<br>LEI: S2M8QDKEE05NZN8JD460       | Long             | DBT              | CORP              | GB        |      8950000 | PA      | $10872060.63    | 0.03%             | 2025-12-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class E                                                              | CUSIP: 12528DAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1180000 | PA      | $1130286.60     | 0.00%             | 2033-02-15      | Variable      | 6.45%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                                            | Covanta Holding Corp., Term Loan C                                                                                     | CUSIP: 22282GAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        69686 | PA      | $69101.74       | 0.00%             | 2028-11-30      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     27785000 | PA      | $-154106.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10210000 | PA      | $10619133.28    | 0.03%             | 2026-11-03      | Variable      | 7.34%                 | No            | 2                  | On Loan: No      |
| Picard Groupe SAS                                                                | Picard Groupe SAS                                                                                                      | CUSIP: N/A<br>LEI: 969500C0PA29TV19CT55       | Long             | DBT              | CORP              | FR        |     12862000 | PA      | $11717502.93    | 0.03%             | 2026-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Xerox Holdings Corp.                                                             | Xerox Holdings Corp.                                                                                                   | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     29840000 | PA      | $27468913.60    | 0.07%             | 2025-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Altar BidCo, Inc.                                                                | Altar BidCo, Inc., 2nd Lien Term Loan                                                                                  | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14945000 | PA      | $12665887.50    | 0.03%             | 2030-02-01      | Variable      | 10.51%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -983120061 | PA      | $-4091198.98    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Air France-KLM                                                                   | Air France-KLM                                                                                                         | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      9200000 | PA      | $9683763.52     | 0.03%             | 2025-11-23      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                           | Merrill Lynch Mortgage Investors Trust, Series 2006-OPT1, Class M1                                                     | CUSIP: 59022VAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1117811 | PA      | $843578.39      | 0.00%             | 2037-08-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133ARBG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       196422 | PA      | $179980.95      | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158335803 | PA      | $150392087.44   | 0.40%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $105478.27      | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    678053900 | PA      | $11506726.17    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc, Series NC6                                                                                         | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      3212000 | PA      | $3014207.28     | 0.01%             | 2080-08-27      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| AGL CLO 3 Ltd.                                                                   | AGL CLO 3 Ltd., Series 2020-3A, Class D                                                                                | CUSIP: 00119MAJ8<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |       375000 | PA      | $334882.76      | 0.00%             | 2033-01-15      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Dignity Finance plc                                                              | Dignity Finance plc, Series B                                                                                          | CUSIP: N/A<br>LEI: 635400S2VPOBBNC6HF27       | Long             | DBT              | CORP              | GB        |       485000 | PA      | $392929.45      | 0.00%             | 2049-12-31      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      1985000 | PA      | $-4609.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Note                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         9839 | NC      | $12913687.50    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class A2                                                                      | CUSIP: 009695AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2705091 | PA      | $2215775.47     | 0.01%             | 2061-10-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                              | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       100000 | PA      | $83853.89       | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       600000 | PA      | $555599.77      | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Greene King Finance plc                                                          | Greene King Finance plc, Series B2                                                                                     | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | SN               | CORP              | GB        |       100000 | PA      | $90105.39       | 0.00%             | 2036-03-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     16350000 | PA      | $98810.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fiber Bidco Spa                                                                  | Fiber Bidco Spa                                                                                                        | CUSIP: N/A<br>LEI: 81560079496BA27EC472       | Long             | DBT              | CORP              | IT        |       500000 | PA      | $566053.96      | 0.00%             | 2027-10-25      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                 | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5475000 | PA      | $5072929.69     | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -74330000 | PA      | $-3785790.56    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1500000 | PA      | $-125094.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                       | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      2484000 | PA      | $1637394.75     | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      7153000 | PA      | $-47601.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                 | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $86748.52       | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Frost CMBS DAC                                                                   | Frost CMBS DAC, Series 2021-1X, Class GBA                                                                              | CUSIP: N/A<br>LEI: 635400USRLUMX8CQN243       | Long             | ABS-MBS          | CORP              | IE        |      1854862 | PA      | $2175489.39     | 0.01%             | 2033-11-20      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3000000 | PA      | $-18921.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $829416.10      | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| LCM XX LP                                                                        | LCM XX LP, Series 20A, Class BR                                                                                        | CUSIP: 50188WAF5<br>LEI: 549300VQTTD2PAP2Y421 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4934437.00     | 0.01%             | 2027-10-20      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| Cirsa Finance International SARL                                                 | Cirsa Finance International SARL                                                                                       | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |      2691000 | PA      | $2477011.56     | 0.01%             | 2027-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                                                 | TotalEnergies SE                                                                                                       | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     19378000 | PA      | $19542424.82    | 0.05%             | 2024-04-04      | Variable      | 1.75%                 | No            | 2                  | On Loan: No      |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                                                            | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $905115.31      | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | KLA Corp.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          110 | NC      | $68200.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2860000 | PA      | $-118137.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Misys Ltd.                                                                       | Misys Ltd., 1st Lien Term Loan                                                                                         | CUSIP: 02034DAD9<br>LEI: 222100UR23DH5WBHJ493 | Long             | LON              | CORP              | LU        |      5399108 | PA      | $4947635.40     | 0.01%             | 2024-06-13      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2013-1A, Class CR                                                                            | CUSIP: 12549AAS9<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $445640.60      | 0.00%             | 2030-07-16      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Russell 2000 E-Mini Index                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1194 | NC      | $3768590.79     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                              | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       317000 | PA      | $315203.33      | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                        | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |     10600000 | PA      | $9511611.50     | 0.03%             | 2028-09-21      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                          | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       300000 | PA      | $253215.00      | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                                                      | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       351000 | PA      | $335948.41      | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                     | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      7402000 | PA      | $6556430.01     | 0.02%             | 2027-11-18      | Variable      | 1.68%                 | No            | 2                  | On Loan: No      |
| Jazz Pharmaceuticals plc                                                         | Jazz Pharmaceuticals plc, Term Loan                                                                                    | CUSIP: G5080AAF9<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     20011382 | PA      | $19808066.65    | 0.05%             | 2028-05-05      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      5570000 | PA      | $4096545.92     | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                  | CUSIP: 00CAB0ZK1<br>LEI: N/A                  | N/A              | DE               |  | US        |         1000 | NC      | $31000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AXM41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4228676 | PA      | $3769014.75     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      4000000 | PA      | $3799200.00     | 0.01%             | 2023-07-19      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EVgo, Inc.                                                                                                             | CUSIP: 30052F118<br>LEI: N/A                  | N/A              | DE               |  | US        |       213790 | NS      | $142768.96      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     22635000 | PA      | $13503278.65    | 0.04%             | 2051-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-33613.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                 | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      4900000 | PA      | $5319159.73     | 0.01%             | 2026-07-22      | Fixed         | 1.66%                 | No            | 2                  | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc.                                                                                                          | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      4772000 | PA      | $4212420.53     | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Open Text Corp.                                                                  | Open Text Corp.                                                                                                        | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      6536000 | PA      | $6536000.00     | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class B                                                              | CUSIP: 12528DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3870000 | PA      | $3809988.30     | 0.01%             | 2033-02-15      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                                                       | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class E                                                                   | CUSIP: 15033GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3850000 | PA      | $3485739.57     | 0.01%             | 2033-07-15      | Floating      | 10.42%                | No            | 2                  | On Loan: No      |
| Federal Republic of Germany                                                      | Federal Republic of Germany                                                                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      9910000 | PA      | $9707420.68     | 0.03%             | 2027-08-15      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-LBA, Class AJV                                                                                   | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15198098 | PA      | $14445599.13    | 0.04%             | 2036-02-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      6105000 | PA      | $6011206.44     | 0.02%             | 2024-02-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                                            | Countrywide Asset-Backed Certificates, Series 2006-S3, Class A4                                                        | CUSIP: 23242MAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       169760 | PA      | $246852.02      | 0.00%             | 2029-01-25      | Variable      | 7.02%                 | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 1 Ltd.                                                      | Diameter Capital CLO 1 Ltd., Series 2021-1A, Class A1B                                                                 | CUSIP: 25255DAC4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |     11250000 | PA      | $10832067.00    | 0.03%             | 2036-07-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2019-H, Class B                                                                       | CUSIP: 00969XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4238000 | PA      | $4151579.55     | 0.01%             | 2059-11-25      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       300000 | PA      | $287524.35      | 0.00%             | 2028-08-23      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| Colorado Health Facilities Authority                                             | Colorado Health Facilities Authority, Series 2019A-2                                                                   | CUSIP: 19648FKS2<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     13500000 | PA      | $13505320.76    | 0.04%             | 2044-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Mortgage Trust, Series 2013-1515, Class F                                                                         | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       601000 | PA      | $484953.21      | 0.00%             | 2033-03-10      | Variable      | 3.93%                 | No            | 3                  | On Loan: No      |
| Loadsmart, Inc.                                                                  | Loadsmart, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       117579 | NS      | $1676676.54     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      7215000 | PA      | $454662.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                            | Ballyrock CLO 14 Ltd., Series 2020-14A, Class B                                                                        | CUSIP: 05874XAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $236984.18      | 0.00%             | 2034-01-20      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                   | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     15668000 | PA      | $16185044.00    | 0.04%             | 2027-10-28      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    365850000 | PA      | $2652695.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1280583.86     | 0.00%             | 2033-04-27      | Variable      | 4.57%                 | No            | 2                  | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                         | CUSIP: 11102AAG6<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     18397000 | PA      | $14472794.62    | 0.04%             | 2081-11-23      | Variable      | 4.88%                 | No            | 2                  | On Loan: No      |
| Sarcos Technology & Robotics Corp.                                               | Sarcos Technology & Robotics Corp.                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       120943 | NS      | $70146.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4800000 | PA      | $4674920.88     | 0.01%             | 2027-03-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-34710.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                                                 | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2457378.90     | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Tesco Property Finance 3 plc                                                     | Tesco Property Finance 3 plc                                                                                           | CUSIP: N/A<br>LEI: 213800HCQGDQGFP75D78       | Long             | DBT              | CORP              | GB        |      6551467 | PA      | $7376164.20     | 0.02%             | 2040-04-13      | Fixed         | 5.74%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     11992128 | PA      | $-123808.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Invesco QQQ Trust 1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1000 | NC      | $547500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2021-NPL1, Class A                                                                     | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54947260 | PA      | $51400293.11    | 0.14%             | 2051-11-25      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/JPY One-touch barrier option; Barrier price USD 137.00000                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -1000000 | PA      | $-69537.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      3020000 | PA      | $-65454.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       200000 | PA      | $190189.59      | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                                                    | MHC Commercial Mortgage Trust, Series 2021-MHC, Class F                                                                | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2139151 | PA      | $2005088.27     | 0.01%             | 2038-04-15      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |    517782038 | PA      | $1130514.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $4308968.02     | 0.01%             | 2029-02-18      | Variable      | 0.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-185890.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                      | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       500000 | PA      | $414033.14      | 0.00%             | 2031-02-11      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CNH Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    293135000 | PA      | $724848.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      1925000 | PA      | $-22671.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-1, Class A2                                                                | CUSIP: 07325MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1666233 | PA      | $1509428.80     | 0.00%             | 2037-03-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Banco BPM SpA                                                                    | Banco BPM SpA                                                                                                          | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |       400000 | PA      | $374657.50      | 0.00%             | 2031-01-14      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3036000 | PA      | $2800104.14     | 0.01%             | 2025-12-06      | Variable      | 1.53%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -460779000 | PA      | $-5181757.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3492484.29     | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    145000000 | PA      | $4553284.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR/USD One-touch barrier option; Barrier price EUR 0.85000                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      4000000 | PA      | $6.13           | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| H&E Equipment Services, Inc.                                                     | H&E Equipment Services, Inc.                                                                                           | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |       200000 | PA      | $170358.00      | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                              | DBGS Mortgage Trust, Series 2018-BIOD, Class D                                                                         | CUSIP: 23306GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       137064 | PA      | $131893.11      | 0.00%             | 2035-05-15      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -100000000 | PA      | $-81085938.00   | -0.21%            | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                                                                | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      9000000 | PA      | $8343183.64     | 0.02%             | 2027-09-15      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2021-4, Class M4                                                        | CUSIP: 92258DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2320271 | PA      | $1769555.63     | 0.00%             | 2051-12-26      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| Grosvenor Capital Management Holdings LLLP                                       | Grosvenor Capital Management Holdings LLLP, Term Loan                                                                  | CUSIP: 39926LAR3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992424 | PA      | $975056.83      | 0.00%             | 2028-02-24      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                                                     | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       260000 | PA      | $250993.79      | 0.00%             | 2024-06-10      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      6775000 | PA      | $5868305.07     | 0.02%             | 2028-03-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1999-5, Class A5                                                                         | CUSIP: 3935053P5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2614724 | PA      | $1108402.80     | 0.00%             | 2030-03-01      | Variable      | 7.86%                 | No            | 2                  | On Loan: No      |
| AIMCO CLO                                                                        | AIMCO CLO, Series 2018-BA, Class AR                                                                                    | CUSIP: 00900PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1964252.00     | 0.01%             | 2032-01-15      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                  | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       185000 | PA      | $160016.66      | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     42450600 | PA      | $22201.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2021-A, Class A                                                                | CUSIP: 76042UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26760000 | PA      | $23974112.74    | 0.06%             | 2031-12-22      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                                              | Altice Financing SA                                                                                                    | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $161000.00      | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2020-144                                                              | CUSIP: 38382JVC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29119334 | PA      | $3600494.96     | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                                              | Elmwood CLO II Ltd., Series 2019-2A, Class AR                                                                          | CUSIP: 29001LAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3100000 | PA      | $3021562.25     | 0.01%             | 2034-04-20      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5145, Class HI                                                                | CUSIP: 3137H2MZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17527810 | PA      | $3092638.38     | 0.01%             | 2051-09-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TAGUS - Sociedade de Titularizacao de Creditos SA                                | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 7, Class SEN                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |      3710110 | PA      | $3894642.72     | 0.01%             | 2024-02-12      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2022-1, Class C                                                                               | CUSIP: N/A<br>LEI: 213800OFO3J9U3ZZGO47       | Long             | ABS-MBS          | CORP              | GB        |       830000 | PA      | $912974.44      | 0.00%             | 2055-12-01      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| American Airlines Pass-Through Trust                                             | American Airlines Pass-Through Trust, Series 2017-2, Class A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     32544400 | PA      | $29413628.72    | 0.08%             | 2027-12-15      | Fixed         | 3.50%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6500000 | PA      | $135537.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EW Scripps Co. (The)                                                             | EW Scripps Co. (The), Term Loan B3                                                                                     | CUSIP: 26928BAM1<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |       840602 | PA      | $815837.40      | 0.00%             | 2028-01-07      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     33055000 | PA      | $905770.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                   | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       447000 | PA      | $348283.22      | 0.00%             | 2032-10-13      | Variable      | 2.49%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     62900000 | PA      | $-103401.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | iShares China Large-Cap ETF                                                                                            | CUSIP: 00CA154L3<br>LEI: N/A                  | N/A              | DE               |  | US        |       -19999 | NC      | $-279986.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ready Capital Mortgage Financing LLC                                             | Ready Capital Mortgage Financing LLC, Series 2022-FL9, Class A                                                         | CUSIP: 75574EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5063521 | PA      | $5031542.92     | 0.01%             | 2037-06-25      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| Turbo Finance plc                                                                | Turbo Finance plc, Series 9, Class B                                                                                   | CUSIP: N/A<br>LEI: 2138005K8DSDBQA9NT19       | Long             | ABS-O            | CORP              | GB        |      1590000 | PA      | $1908519.23     | 0.01%             | 2028-08-20      | Floating      | 5.08%                 | No            | 2                  | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                        | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $1585804.88     | 0.00%             | 2028-05-03      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                                                         | Becton Dickinson and Co.                                                                                               | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      8375000 | PA      | $7912915.91     | 0.02%             | 2027-06-06      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust                                                      | Legacy Mortgage Asset Trust, Series 2019-SL2, Class B                                                                  | CUSIP: 52473FAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4326307 | PA      | $534298.89      | 0.00%             | 2059-02-25      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| CA Magnum Holdings                                                               | CA Magnum Holdings                                                                                                     | CUSIP: N/A<br>LEI: 549300ZRDHFR078MFZ78       | Long             | DBT              | CORP              | MU        |      1455000 | PA      | $1316964.15     | 0.00%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13470000 | PA      | $9921307.76     | 0.03%             | 2032-02-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Gores Holdings VIII, Inc., Class A                                                                                     | CUSIP: 382863116<br>LEI: N/A                  | N/A              | DE               |  | US        |        85171 | NS      | $25.55          | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR2, Class A1                                              | CUSIP: 86359LSM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1023147 | PA      | $882608.42      | 0.00%             | 2036-02-25      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-LBA, Class FV                                                                                    | CUSIP: 05609BBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9000000 | PA      | $7999108.20     | 0.02%             | 2036-02-15      | Floating      | 6.72%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $405153.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3749863 | PA      | $-100789.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Finsbury Square plc                                                              | Finsbury Square plc, Series 2021-2X, Class C                                                                           | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |       371000 | PA      | $415032.57      | 0.00%             | 2071-12-16      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp.                         | Texas Private Activity Bond Surface Transportation Corp., Series 2019                                                  | CUSIP: 882667AN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5105000 | PA      | $4795448.98     | 0.01%             | 2058-06-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     33883000 | PA      | $-2706876.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5298000 | PA      | $4550092.04     | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-4A, Class A1                                                               | CUSIP: 07325BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2254043 | PA      | $2084643.37     | 0.01%             | 2036-12-25      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140Q9UB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7464090 | PA      | $7103646.02     | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1680000 | PA      | $-241274.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418DCZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1066 | PA      | $1014.76        | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     67997000 | PA      | $2463600.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                                                      | Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class B                                                                   | CUSIP: 402563AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $240959.20      | 0.00%             | 2033-04-15      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-SL1, Class A2                                           | CUSIP: 14983AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11935891 | PA      | $738099.99      | 0.00%             | 2036-09-25      | Variable      | 6.06%                 | No            | 2                  | On Loan: No      |
| Penta CLO DAC                                                                    | Penta CLO DAC, Series 2019-6A, Class CR                                                                                | CUSIP: N/A<br>LEI: 635400PEJQMP8HHYYF04       | Long             | ABS-CBDO         | CORP              | IE        |       500000 | PA      | $494570.91      | 0.00%             | 2034-07-25      | Floating      | 3.84%                 | No            | 2                  | On Loan: No      |
| CIM Trust                                                                        | CIM Trust, Series 2019-J2, Class B4                                                                                    | CUSIP: 12558TBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1611552 | PA      | $1142133.67     | 0.00%             | 2049-10-25      | Variable      | 3.77%                 | No            | 2                  | On Loan: No      |
| Rekeep SpA                                                                       | Rekeep SpA                                                                                                             | CUSIP: N/A<br>LEI: 8156008737CA044FCB79       | Long             | DBT              | CORP              | IT        |      5841000 | PA      | $5197251.78     | 0.01%             | 2026-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MNTN Digital                                                                     | MNTN Digital                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       272678 | NS      | $2617708.80     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Loadsmart, Inc., Series C                                                        | Loadsmart, Inc., Series C                                                                                              | CUSIP: N/A<br>LEI: 21380018SRDTKCVCPR33       | Long             | EC               | CORP              | JE        |       877193 | NS      | $12508772.18    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      6450000 | PA      | $5958499.36     | 0.02%             | 2028-05-26      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| County of Anne Arundel                                                           | County of Anne Arundel, Series 2022                                                                                    | CUSIP: 03588H3R5<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |      1555000 | PA      | $1803808.18     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Praxair, Inc.                                                                                                          | CUSIP: 00P8RX4F8<br>LEI: N/A                  | N/A              | DE               |  | US        |          117 | NC      | $21645.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                          | CUSIP: 00P7XCCA1<br>LEI: N/A                  | N/A              | DE               |  | US        |         2600 | NC      | $46800.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    267945900 | PA      | $4249396.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Emerald Technologies (U.S.) Acquisitionco, Inc.                                  | Emerald Technologies (U.S.) Acquisitionco, Inc., Term Loan B                                                           | CUSIP: 29102UAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      7837244 | PA      | $7367009.13     | 0.02%             | 2027-12-29      | Variable      | 10.67%                | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                             | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     34200000 | PA      | $32590668.38    | 0.09%             | 2028-02-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Cassia SRL                                                                       | Cassia SRL, Series 2022-1X, Class A                                                                                    | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |     12859047 | PA      | $12838639.83    | 0.03%             | 2034-05-22      | Floating      | 2.89%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     65660000 | PA      | $2102746.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2021-1A, Class A2                                                             | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4537000 | PA      | $4334985.99     | 0.01%             | 2036-06-16      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                                                          | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       464000 | PA      | $402894.38      | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| CIFC European Funding CLO II DAC                                                 | CIFC European Funding CLO II DAC, Series 2X, Class B1                                                                  | CUSIP: N/A<br>LEI: 549300NYQTL91Z5R9B69       | Long             | ABS-CBDO         | CORP              | IE        |       400000 | PA      | $399304.74      | 0.00%             | 2033-04-15      | Floating      | 2.98%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                   | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |        62000 | PA      | $63928.59       | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ownit Mortgage Loan Trust                                                        | Ownit Mortgage Loan Trust, Series 2006-2, Class A2C                                                                    | CUSIP: 69121PDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4637681 | PA      | $3825480.58     | 0.01%             | 2037-01-25      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Fremont Home Loan Trust                                                          | Fremont Home Loan Trust, Series 2006-3, Class 1A1                                                                      | CUSIP: 35729MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5645685 | PA      | $4335396.38     | 0.01%             | 2037-02-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140L0VL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       781401 | PA      | $715271.08      | 0.00%             | 2051-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Indian Railway Finance Corp. Ltd.                                                | Indian Railway Finance Corp. Ltd.                                                                                      | CUSIP: 45434M2A9<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |       638000 | PA      | $547603.38      | 0.00%             | 2030-02-13      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      4200000 | PA      | $-28379.43      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                     | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      8939000 | PA      | $7303242.29     | 0.02%             | 2033-02-07      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                | 1211 Avenue of the Americas Trust, Series 2015-1211, Class D                                                           | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1235000 | PA      | $1037756.92     | 0.00%             | 2035-08-10      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -394655353 | PA      | $-2269360.94    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Eli Lilly & Co.                                                                                                        | CUSIP: 00P9RVSV9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -300 | NC      | $-64350.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Rockwall Independent School District                                             | Rockwall Independent School District                                                                                   | CUSIP: 774286CX4<br>LEI: 5493008ZIVPUZPQOR621 | Long             | DBT              | MUN               | US        |      4000000 | PA      | $4277740.48     | 0.01%             | 2052-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       100000 | PA      | $86826.89       | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| BankAmerica Manufactured Housing Contract Trust                                  | BankAmerica Manufactured Housing Contract Trust, Series 1998-2, Class B1                                               | CUSIP: 06606TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8475000 | PA      | $2082027.83     | 0.01%             | 2025-12-10      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                 | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       355000 | PA      | $327346.04      | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SONIA Index                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         1813 | NC      | $735387.53      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Aker BP ASA                                                                      | Aker BP ASA                                                                                                            | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | DBT              | CORP              | NO        |     18337000 | PA      | $15874040.53    | 0.04%             | 2029-05-12      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Gray Television, Inc.                                                            | Gray Television, Inc.                                                                                                  | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       100000 | PA      | $88679.00       | 0.00%             | 2027-05-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     27257600 | PA      | $-1896302.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Edison International                                                             | Edison International                                                                                                   | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      4594000 | PA      | $4797428.25     | 0.01%             | 2029-11-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2012-2RA, Class A2                                                                           | CUSIP: 12551PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $243604.95      | 0.00%             | 2028-01-20      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM Trust, Series 2022-AFC1, Class A1A                                                                               | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1999074 | PA      | $1871844.81     | 0.00%             | 2057-04-25      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| Owl Rock CLO VI Ltd.                                                             | Owl Rock CLO VI Ltd., Series 2021-6A, Class A                                                                          | CUSIP: 69120WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1454257.80     | 0.00%             | 2032-06-21      | Floating      | 6.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       974116 | PA      | $-132015.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                         | CUSIP: 70052LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $99943.00       | 0.00%             | 2025-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Allegro CLO IV Ltd.                                                              | Allegro CLO IV Ltd., Series 2016-1A, Class BR2                                                                         | CUSIP: 01749TAQ3<br>LEI: 635400THLJMIHHPCEN50 | Long             | ABS-CBDO         | CORP              | KY        |      1630000 | PA      | $1593002.91     | 0.00%             | 2030-01-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                                                           | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     13670000 | PA      | $13524338.22    | 0.04%             | 2023-10-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Federal Republic of Germany                                                      | Federal Republic of Germany                                                                                            | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     56543023 | PA      | $60013214.90    | 0.16%             | 2026-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          414 | NC      | $4431.66        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trestles CLO Ltd.                                                                | Trestles CLO Ltd., Series 2017-1A, Class CR                                                                            | CUSIP: 89531FAU1<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1393915.50     | 0.00%             | 2032-04-25      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| Romark CLO Ltd.                                                                  | Romark CLO Ltd., Series 2017-1A, Class B                                                                               | CUSIP: 77587UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1650000 | PA      | $1576159.53     | 0.00%             | 2030-10-23      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| County of Miami-Dade                                                             | County of Miami-Dade, Series 2017D                                                                                     | CUSIP: 59333P2N7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2725000 | PA      | $2408777.18     | 0.01%             | 2030-10-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      8200000 | PA      | $7449625.50     | 0.02%             | 2026-01-14      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/JPY One-touch barrier option; Barrier price USD 130.00000                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      3020000 | PA      | $1425745.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    129289000 | PA      | $1982991.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| INEOS Styrolution Group GmbH                                                     | INEOS Styrolution Group GmbH                                                                                           | CUSIP: N/A<br>LEI: 5299003M4PGUGL48LS74       | Long             | DBT              | CORP              | DE        |      1680000 | PA      | $1456668.36     | 0.00%             | 2027-01-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2014-1A, Class AAR2                                                                              | CUSIP: 92915PAH8<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |     32000657 | PA      | $31475132.98    | 0.08%             | 2031-04-18      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4200000 | PA      | $3676193.26     | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO I Ltd.                                                               | Elmwood CLO I Ltd., Series 2019-1A, Class ER                                                                           | CUSIP: 29001QAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2625000 | PA      | $2453039.66     | 0.01%             | 2033-10-20      | Floating      | 11.95%                | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                                               | Radiate Holdco LLC, Term Loan                                                                                          | CUSIP: 75025KAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992481 | PA      | $802569.91      | 0.00%             | 2026-09-25      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Herschend Entertainment Co. LLC                                                  | Herschend Entertainment Co. LLC, Term Loan                                                                             | CUSIP: 42778EAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4748427 | PA      | $4695007.43     | 0.01%             | 2028-08-27      | Variable      | 8.19%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                  | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      3950000 | PA      | $3739908.19     | 0.01%             | 2029-07-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8125000 | PA      | $6325375.47     | 0.02%             | 2031-04-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     32147000 | PA      | $3574150.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Residential Mortgage Loan Trust                                                  | Residential Mortgage Loan Trust, Series 2019-3, Class B2                                                               | CUSIP: 76119NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5100000 | PA      | $4196061.72     | 0.01%             | 2059-09-25      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXVI                                                                  | Apidos CLO XXVI, Series 2017-26A, Class BR                                                                             | CUSIP: 03766GAS1<br>LEI: 549300RV409NJP65MP20 | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2613876.10     | 0.01%             | 2029-07-18      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                                | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       824000 | PA      | $745729.25      | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-199, Class KI                                                    | CUSIP: 38383DNJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15522834 | PA      | $2217517.56     | 0.01%             | 2051-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-605321.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DV6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       360046 | PA      | $340480.85      | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8361000 | PA      | $5579650.81     | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series -5155, Class JI                                                               | CUSIP: 3137H35W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30017386 | PA      | $4623776.10     | 0.01%             | 2051-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                  | WFRBS Commercial Mortgage Trust, Series 2014-C24, Class B                                                              | CUSIP: 92939KBR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1770000 | PA      | $1606919.81     | 0.00%             | 2047-11-15      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO Ltd.                                                       | Anchorage Capital CLO Ltd., Series 2013-1A, Class CR                                                                   | CUSIP: 033292AW3<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |      1583000 | PA      | $1481122.87     | 0.00%             | 2030-10-13      | Floating      | 7.14%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2230000 | PA      | $1785629.51     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                                                             | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |       980000 | PA      | $889183.75      | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-958.56        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                                                      | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      4677000 | PA      | $3939787.88     | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                               | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      8200000 | PA      | $8721161.68     | 0.02%             | 2028-09-06      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      6530000 | PA      | $1116596.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2022-1, Class C                                                                                    | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |       421000 | PA      | $473168.21      | 0.00%             | 2059-10-23      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                                 | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A2                                                              | CUSIP: 67087TCU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1722018 | PA      | $836305.92      | 0.00%             | 2019-01-15      | Variable      | 5.26%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     10000000 | PA      | $286119.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8128000 | PA      | $7329075.06     | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      8800000 | PA      | $31948.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                            | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      6898000 | PA      | $6677726.99     | 0.02%             | 2033-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Newday Funding Master Issuer plc                                                 | Newday Funding Master Issuer plc, Series 2021-3X, Class A1                                                             | CUSIP: N/A<br>LEI: 213800GBPRAJHSB5YK19       | Long             | ABS-O            | CORP              | GB        |      2321000 | PA      | $2753826.75     | 0.01%             | 2029-11-15      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2022-1, Class B                                                                              | CUSIP: N/A<br>LEI: 635400WJIOHLEFH45L66       | Long             | ABS-MBS          | CORP              | GB        |      2955342 | PA      | $3450451.46     | 0.01%             | 2060-02-25      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| NFP Corp.                                                                        | NFP Corp., Term Loan                                                                                                   | CUSIP: 62910PAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992347 | PA      | $947512.71      | 0.00%             | 2027-02-15      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     23330263 | PA      | $1688838.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                    | CUSIP: 37331NAD3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7926579.04     | 0.02%             | 2023-07-15      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2014-2RA, Class B1                                                                           | CUSIP: 12548RAE4<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |       650000 | PA      | $606815.24      | 0.00%             | 2030-04-24      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Doric Nimrod Air Alpha Pass-Through Trust                                        | Doric Nimrod Air Alpha Pass-Through Trust, Series 2013-1, Class A                                                      | CUSIP: 233283AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GG        |       235589 | PA      | $233795.20      | 0.00%             | 2023-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     13225000 | PA      | $10308501.20    | 0.03%             | 2030-10-30      | Fixed         | 1.68%                 | No            | 2                  | On Loan: No      |
| International Consolidated Airlines Group SA                                     | International Consolidated Airlines Group SA                                                                           | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |     13100000 | PA      | $10262881.20    | 0.03%             | 2028-05-18      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132ACYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       105554 | PA      | $100501.77      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                   | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     31815000 | PA      | $28962033.14    | 0.08%             | 2030-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                            | CWABS Asset-Backed Certificates Trust, Series 2006-11, Class 3AV2                                                      | CUSIP: 12666TAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        69127 | PA      | $68761.81       | 0.00%             | 2046-09-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X46Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       260431 | PA      | $247516.01      | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $296672.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    235100000 | PA      | $8475.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO XXXII                                                                 | Apidos CLO XXXII, Series 2019-32A, Class D                                                                             | CUSIP: 03768RAN6<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $286030.41      | 0.00%             | 2033-01-20      | Floating      | 7.74%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3131Y3TM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        89953 | PA      | $85769.08       | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4088000 | PA      | $2678396.32     | 0.01%             | 2051-04-22      | Variable      | 3.11%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2005-AC9, Class A5                                                | CUSIP: 0738794J4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2292400 | PA      | $1489944.42     | 0.00%             | 2035-12-25      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Fairstone Financial Issuance Trust I                                             | Fairstone Financial Issuance Trust I, Series 2020-1A, Class A                                                          | CUSIP: 30575PAN6<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |     13510000 | PA      | $9733662.65     | 0.03%             | 2039-10-20      | Fixed         | 2.51%                 | No            | 2                  | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                       | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       990000 | PA      | $935106.38      | 0.00%             | 2024-04-12      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                          | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95733.00       | 0.00%             | 2025-06-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6804901 | PA      | $6488411.31     | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                                                             | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |      8800000 | PA      | $6540690.11     | 0.02%             | 2027-10-30      | Variable      | 3.20%                 | No            | 2                  | On Loan: No      |
| Breeze Aviation Group, Inc., Series B                                            | Breeze Aviation Group, Inc., Series B                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        24234 | NS      | $6909598.08     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Microchip Technology, Inc.                                                       | Microchip Technology, Inc.                                                                                             | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      6377000 | PA      | $6349764.79     | 0.02%             | 2023-06-01      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Rainbow UK Holdco Ltd.                                                           | Rainbow UK Holdco Ltd., Term Loan B2                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      2600000 | PA      | $2596864.60     | 0.01%             | 2029-02-24      | Variable      | 4.41%                 | No            | 2                  | On Loan: No      |
| New York Transportation Development Corp.                                        | New York Transportation Development Corp., Series 2016A                                                                | CUSIP: 650116AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       945000 | PA      | $916933.63      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     15310000 | PA      | $15965141.13    | 0.04%             | 2028-09-06      | Variable      | 4.07%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | Commonwealth of Puerto Rico, Series 2022                                                                               | CUSIP: 74514L4F1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     41891983 | PA      | $13550925.71    | 0.04%             | 2051-11-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Lanebrook Mortgage Transaction plc                                               | Lanebrook Mortgage Transaction plc, Series 2020-1, Class C                                                             | CUSIP: N/A<br>LEI: 213800UED4FTYXU1KI98       | Long             | ABS-MBS          | CORP              | GB        |       370000 | PA      | $436485.67      | 0.00%             | 2057-06-12      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| Rolls-Royce plc                                                                  | Rolls-Royce plc                                                                                                        | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | DBT              | CORP              | GB        |       485000 | PA      | $534433.18      | 0.00%             | 2027-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Virtusa Corp.                                                                    | Virtusa Corp., Term Loan B1                                                                                            | CUSIP: 92828KAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992500 | PA      | $955281.25      | 0.00%             | 2029-02-15      | Variable      | 8.17%                 | No            | 2                  | On Loan: No      |
| Aptiv plc                                                                        | Aptiv plc                                                                                                              | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      3438000 | PA      | $2812144.52     | 0.01%             | 2032-03-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140JJPE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1216505 | PA      | $1159939.69     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Irwin Home Equity Loan Trust                                                     | Irwin Home Equity Loan Trust, Series 2006-P1, Class 1A                                                                 | CUSIP: 46412AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       105995 | PA      | $101303.70      | 0.00%             | 2036-12-25      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| Grant County Public Utility District No. 2                                       | Grant County Public Utility District No. 2, Series 2015M                                                               | CUSIP: 387883WF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2550000 | PA      | $2293376.08     | 0.01%             | 2040-01-01      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -132233000 | PA      | $-1148824.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                             | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      6005000 | PA      | $6239407.28     | 0.02%             | 2032-11-22      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| FCT E-Carat 10                                                                   | FCT E-Carat 10, Series 10FR, Class C                                                                                   | CUSIP: N/A<br>LEI: 549300Z32ZRFJIEOG322       | Long             | ABS-O            | CORP              | FR        |        66374 | PA      | $70679.79       | 0.00%             | 2028-12-20      | Floating      | 2.85%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1842000 | PA      | $1665577.99     | 0.00%             | 2026-02-12      | Variable      | 0.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-100037.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| George Weston Ltd.                                                               | George Weston Ltd.                                                                                                     | CUSIP: 961148509<br>LEI: 549300FAHC3L1QKNT280 | Long             | EC               | CORP              | CA        |         6715 | NS      | $833126.18      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                 | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11945000 | PA      | $12185761.51    | 0.03%             | 2026-06-15      | Fixed         | 6.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     37425327 | PA      | $705972.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1926196400 | PA      | $-1465431.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       213000 | PA      | $168599.38      | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     13028000 | PA      | $8056844.94     | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                                                  | Aimbridge Acquisition Co., Inc., 1st Lien Term Loan                                                                    | CUSIP: 00900YAE6<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |      3298792 | PA      | $2996754.56     | 0.01%             | 2026-02-02      | Variable      | 9.10%                 | No            | 2                  | On Loan: No      |
| Massachusetts Housing Finance Agency                                             | Massachusetts Housing Finance Agency, Series 2014E                                                                     | CUSIP: 57586NWJ6<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |       110000 | PA      | $103732.25      | 0.00%             | 2039-12-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Arterra Wines Canada, Inc.                                                       | Arterra Wines Canada, Inc., Term Loan B1                                                                               | CUSIP: C0451BAD8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |       992405 | PA      | $925596.34      | 0.00%             | 2027-11-24      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| FirstKey Homes Trust                                                             | FirstKey Homes Trust, Series 2021-SFR1, Class F1                                                                       | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8036000 | PA      | $6751217.18     | 0.02%             | 2038-08-17      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| Colombia Telecomunicaciones SA ESP                                               | Colombia Telecomunicaciones SA ESP                                                                                     | CUSIP: N/A<br>LEI: 549300CK4YN0V1C3MN55       | Long             | DBT              | CORP              | CO        |      6000000 | PA      | $4789875.00     | 0.01%             | 2030-07-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     11496000 | PA      | $8402377.54     | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Los Angeles Unified School District                                              | Los Angeles Unified School District, Series 2010 RY                                                                    | CUSIP: 544646ZR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3745000 | PA      | $4184847.78     | 0.01%             | 2034-07-01      | Fixed         | 6.76%                 | No            | 2                  | On Loan: No      |
| Contego CLO VI DAC                                                               | Contego CLO VI DAC, Series 6X, Class AR                                                                                | CUSIP: N/A<br>LEI: 5493004ELE0S8SSAAJ29       | Long             | ABS-CBDO         | CORP              | IE        |     11500000 | PA      | $11814206.67    | 0.03%             | 2034-04-15      | Floating      | 2.17%                 | No            | 2                  | On Loan: No      |
| CTC Triangle BV                                                                  | CTC Triangle BV                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NL        |      1318669 | NS      | $395239.38      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Kingdom of Spain                                                                 | Kingdom of Spain                                                                                                       | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Short            | DBT              | NUSS              | ES        |    -40000000 | PA      | $-33326105.76   | -0.09%            | 2031-10-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Satus plc                                                                        | Satus plc, Series 2021-1, Class D                                                                                      | CUSIP: N/A<br>LEI: 6354009RPGD3VEUB2K73       | Long             | ABS-O            | CORP              | GB        |       200000 | PA      | $236037.57      | 0.00%             | 2028-08-17      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| Regatta XIII Funding Ltd.                                                        | Regatta XIII Funding Ltd., Series 2018-2A, Class C                                                                     | CUSIP: 75888FAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       625000 | PA      | $581902.63      | 0.00%             | 2031-07-15      | Floating      | 7.18%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-247564.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RMIT Cash Management LLC                                                         | RMIT Cash Management LLC                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     43330000 | PA      | $36982155.00    | 0.10%             | 2033-10-17      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| FirstKey Homes Trust                                                             | FirstKey Homes Trust, Series 2020-SFR1, Class G                                                                        | CUSIP: 33767MAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6572000 | PA      | $5950293.40     | 0.02%             | 2037-08-17      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        27000 | PA      | $27876.74       | 0.00%             | 2028-11-10      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-55986.49      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      7660000 | PA      | $-182805.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-175253.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3970000 | PA      | $-55409.64      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2013-4A, Class DR                                                                                 | CUSIP: 67105KAE8<br>LEI: 254900OVGEI8FTD7PT85 | Long             | ABS-CBDO         | CORP              | KY        |      1379070 | PA      | $1250583.43     | 0.00%             | 2029-04-24      | Floating      | 11.09%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2998 | NC      | $-149900.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Anchorage Capital Europe CLO DAC                                                 | Anchorage Capital Europe CLO DAC, Series 4X, Class E                                                                   | CUSIP: N/A<br>LEI: 635400DODOOELVF8BK72       | Long             | ABS-CBDO         | CORP              | IE        |       896000 | PA      | $787877.70      | 0.00%             | 2034-04-25      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR3, Class F                                                                  | CUSIP: 74333VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12190000 | PA      | $10379799.63    | 0.03%             | 2026-05-17      | Fixed         | 3.44%                 | No            | 2                  | On Loan: No      |
| EnBW International Finance BV                                                    | EnBW International Finance BV                                                                                          | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |      5795000 | PA      | $6209609.89     | 0.02%             | 2026-11-22      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                                                   | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       741000 | PA      | $598954.35      | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Ashford Hospitality Trust                                                        | Ashford Hospitality Trust, Series 2018-ASHF, Class D                                                                   | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3816000 | PA      | $3509017.30     | 0.01%             | 2035-04-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Hydrofarm Holdings Group, Inc.                                                   | Hydrofarm Holdings Group, Inc., Term Loan                                                                              | CUSIP: 44888MAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4492620 | PA      | $3818727.00     | 0.01%             | 2028-10-25      | Variable      | 9.89%                 | No            | 3                  | On Loan: No      |
| Carrington Mortgage Loan Trust                                                   | Carrington Mortgage Loan Trust, Series 2006-NC4, Class A3                                                              | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1230817 | PA      | $1175851.49     | 0.00%             | 2036-10-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     59969000 | PA      | $45787268.22    | 0.12%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Rockwell Automation, Inc.                                                                                              | CUSIP: 00C9XYSA6<br>LEI: N/A                  | N/A              | DE               |  | US        |          320 | NC      | $52000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Prodigy Finance DAC                                                              | Prodigy Finance DAC, Series 2021-1A, Class C                                                                           | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |       700000 | PA      | $687909.53      | 0.00%             | 2051-07-25      | Floating      | 8.14%                 | No            | 2                  | On Loan: No      |
| Jubilee Place                                                                    | Jubilee Place, Series 3, Class C                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | NL        |       202000 | PA      | $199160.77      | 0.00%             | 2059-01-17      | Floating      | 1.60%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2019-G, Class A                                                                       | CUSIP: 00969VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21303604 | PA      | $20412470.16    | 0.05%             | 2059-09-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      7430000 | PA      | $6897241.14     | 0.02%             | 2026-04-22      | Variable      | 2.08%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $151383.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |      1878426 | PA      | $2010761.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vallourec SA                                                                     | Vallourec SA                                                                                                           | CUSIP: N/A<br>LEI: 969500P2Q1B47H4MCJ34       | Long             | DBT              | CORP              | FR        |      7007103 | PA      | $7353573.62     | 0.02%             | 2026-06-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                     | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       100000 | PA      | $77505.90       | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2022-AA, Class A                                                                | CUSIP: 56847QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18710000 | PA      | $18577677.27    | 0.05%             | 2037-10-20      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -133735000 | PA      | $-2293932.52    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93768.63       | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-13417.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    953852900 | PA      | $-723845.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -40000000 | PA      | $-25334375.20   | -0.07%            | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CIFC Funding 2022-VII Ltd.                                                       | CIFC Funding 2022-VII Ltd., Series 2022-7A, Class E                                                                    | CUSIP: 12569GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $485562.60      | 0.00%             | 2035-10-22      | Floating      | 13.15%                | No            | 2                  | On Loan: No      |
| Crown City CLO I                                                                 | Crown City CLO I, Series 2020-1A, Class DR                                                                             | CUSIP: 22823TAE5<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |       625000 | PA      | $540010.63      | 0.00%             | 2034-07-20      | Floating      | 11.24%                | No            | 2                  | On Loan: No      |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                                                               | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      1066000 | PA      | $918412.34      | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| doValue SpA                                                                      | doValue SpA                                                                                                            | CUSIP: N/A<br>LEI: 8156007AF7DB5FE05555       | Long             | DBT              | CORP              | IT        |       800000 | PA      | $819964.70      | 0.00%             | 2025-08-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                                                           | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      1012000 | PA      | $865648.41      | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     10000000 | PA      | $-16693.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Schlumberger Ltd.                                                                | Schlumberger Ltd.                                                                                                      | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |        93348 | NS      | $4990384.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| DT Midstream, Inc.                                                               | DT Midstream, Inc.                                                                                                     | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        69000 | PA      | $59278.59       | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                      | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       144000 | PA      | $140574.38      | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.                                                   | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class CR2                                                             | CUSIP: 64129UBW4<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |      5350000 | PA      | $5094215.97     | 0.01%             | 2029-04-22      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                      | CUSIP: N/A<br>LEI: I1BZKREC126H0VB1BL91       | Long             | DBT              | CORP              | US        |     20900000 | PA      | $20932069.57    | 0.06%             | 2028-06-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Avoca CLO XXII DAC                                                               | Avoca CLO XXII DAC, Series 22A, Class D                                                                                | CUSIP: N/A<br>LEI: 5493000BN1WPGQDK4X78       | Long             | ABS-CBDO         | CORP              | IE        |       970000 | PA      | $883646.89      | 0.00%             | 2035-04-15      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2007-2, Class A4                                          | CUSIP: 655378AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       760079 | PA      | $674997.78      | 0.00%             | 2037-06-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                                                   | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       673000 | PA      | $598384.03      | 0.00%             | 2026-04-27      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| Promigas SA ESP                                                                  | Promigas SA ESP                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4068750.00     | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| TransMontaigne Operating Co. LP                                                  | TransMontaigne Operating Co. LP, Term Loan B                                                                           | CUSIP: 89376WAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992481 | PA      | $971390.99      | 0.00%             | 2028-11-17      | Variable      | 7.87%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1042280 | PA      | $991098.23      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Volta Greentech AB                                                               | Volta Greentech AB, Series C                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | SE        |        50461 | NS      | $6466792.82     | 0.02%             |  |  |  | No            | 3                  | On Loan: No      |
| Hudson River Trading LLC                                                         | Hudson River Trading LLC, Term Loan                                                                                    | CUSIP: 44413EAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992424 | PA      | $936779.02      | 0.00%             | 2028-03-20      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| SCC Power plc                                                                    | SCC Power plc                                                                                                          | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |     22516100 | PA      | $7790570.60     | 0.02%             | 2028-12-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X9EC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1651487 | PA      | $1562315.02     | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Cold Storage Trust                                                               | Cold Storage Trust, Series 2020-ICE5, Class F                                                                          | CUSIP: 193051AS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7334092 | PA      | $6988457.07     | 0.02%             | 2037-11-15      | Floating      | 7.81%                 | No            | 2                  | On Loan: No      |
| Deer Creek CLO Ltd.                                                              | Deer Creek CLO Ltd., Series 2017-1A, Class D                                                                           | CUSIP: 24380LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $799049.70      | 0.00%             | 2030-10-20      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-1, Class C                                                                               | CUSIP: N/A<br>LEI: 213800DOYEU7P7SSOK83       | Long             | ABS-MBS          | CORP              | GB        |       436000 | PA      | $491118.52      | 0.00%             | 2055-03-12      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| FXI Holdings, Inc.                                                               | FXI Holdings, Inc.                                                                                                     | CUSIP: 36120RAA7<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |       100000 | PA      | $83133.00       | 0.00%             | 2024-11-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Digicel International Finance Ltd.                                               | Digicel International Finance Ltd.                                                                                     | CUSIP: 25381XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2946447 | PA      | $1532152.44     | 0.00%             | 2025-12-31      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                 | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $692062.50      | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2022-2, Class B                                                                               | CUSIP: N/A<br>LEI: 2138009CPSZVO86ALM43       | Long             | ABS-MBS          | CORP              | GB        |      5709000 | PA      | $6731549.86     | 0.02%             | 2055-06-12      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     39178000 | PA      | $53579.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Springer Nature Deutschland GmbH                                                 | Springer Nature Deutschland GmbH, Term Loan B                                                                          | CUSIP: D1200YAV9<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      1000000 | PA      | $989060.00      | 0.00%             | 2026-08-14      | Variable      | 6.67%                 | No            | 2                  | On Loan: No      |
| Aptiv plc                                                                        | Aptiv plc                                                                                                              | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     11956000 | PA      | $11274413.43    | 0.03%             | 2025-02-18      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-C, Class C                                                                       | CUSIP: 009733AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15196173 | PA      | $14846635.19    | 0.04%             | 2061-01-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| AMF MF Portfolio                                                                 | AMF MF Portfolio, Term Loan                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4446000 | PA      | $4386207.08     | 0.01%             | 2028-01-01      | Variable      | 6.67%                 | No            | 3                  | On Loan: No      |
| La Financiere Atalian SASU                                                       | La Financiere Atalian SASU                                                                                             | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $2704912.40     | 0.01%             | 2025-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       862026 | PA      | $-1171750.25    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  -2200000000 | PA      | $-19336368.62   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    715660000 | PA      | $-66303.63      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3131Y0WZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        33993 | PA      | $32490.86       | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                             | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       218000 | PA      | $180356.53      | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                                               | Connect Finco SARL, Term Loan                                                                                          | CUSIP: L2000DAD6<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |     15327068 | PA      | $15129042.65    | 0.04%             | 2026-12-11      | Variable      | 7.61%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                      | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      6225000 | PA      | $5965731.99     | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     26320000 | PA      | $2855.34        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1320000 | PA      | $-5357.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2017-13A, Class A1AR                                                                              | CUSIP: 67097LAH9<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $7401303.00     | 0.02%             | 2030-07-15      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3220000 | PA      | $217608.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hanesbrands Finance Luxembourg SCA                                               | Hanesbrands Finance Luxembourg SCA                                                                                     | CUSIP: N/A<br>LEI: 2221008AH0OE362EBM39       | Long             | DBT              | CORP              | LU        |       585000 | PA      | $604922.00      | 0.00%             | 2024-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-C, Class A                                                                       | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23340858 | PA      | $21619770.36    | 0.06%             | 2061-01-25      | Variable      | 2.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     26320000 | PA      | $-5754.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                       | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC                                                   | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14670000 | PA      | $336987.50      | 0.00%             | 2049-12-15      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| Triton Water Holdings, Inc.                                                      | Triton Water Holdings, Inc., 1st Lien Term Loan                                                                        | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |      5148258 | PA      | $4769860.74     | 0.01%             | 2028-03-31      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11710000 | PA      | $82931.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR4, Class F                                                                  | CUSIP: 74333EAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15230000 | PA      | $12941529.54    | 0.03%             | 2038-05-17      | Fixed         | 3.41%                 | No            | 2                  | On Loan: No      |
| Park River Holdings, Inc.                                                        | Park River Holdings, Inc., 1st Lien Term Loan                                                                          | CUSIP: 70082HAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2099310 | PA      | $1829023.92     | 0.00%             | 2027-12-28      | Variable      | 6.99%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    142000000 | PA      | $78904296.52    | 0.21%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140JLME1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        79588 | PA      | $75887.57       | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     40000000 | PA      | $-398930.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                     | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      7422000 | PA      | $7256460.60     | 0.02%             | 2025-08-25      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2017-2A, Class DR                                                                      | CUSIP: 77340GAQ4<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |      5360000 | PA      | $4950389.87     | 0.01%             | 2029-10-15      | Floating      | 6.93%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                   | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      7369000 | PA      | $6916727.63     | 0.02%             | 2026-01-28      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                        | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $168978.00      | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -92135000 | PA      | $-3908058.69    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                               | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      5400000 | PA      | $4719258.66     | 0.01%             | 2026-12-15      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| DRI Holding, Inc.                                                                | DRI Holding, Inc., 1st Lien Term Loan                                                                                  | CUSIP: 78473KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6266645 | PA      | $5365814.78     | 0.01%             | 2028-12-21      | Variable      | 9.63%                 | No            | 2                  | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                                                  | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       200000 | PA      | $192448.63      | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-130543.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | New Jersey Transportation Trust Fund Authority, Series 2010C                                                           | CUSIP: 646136XS5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |      3800000 | PA      | $3825190.31     | 0.01%             | 2028-12-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2019-INV2, Class M1                                                                 | CUSIP: 92537HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1415000 | PA      | $1229783.58     | 0.00%             | 2059-07-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                       | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2375000 | PA      | $2217009.47     | 0.01%             | 2026-06-01      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Euro-BTP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -5219 | NC      | $45409537.26    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                                                         | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     11885000 | PA      | $11783617.15    | 0.03%             | 2028-11-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                                                       | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       100000 | PA      | $77096.01       | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| CML La Quinta Resort                                                             | CML La Quinta Resort, Term Loan                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25900000 | PA      | $25003515.53    | 0.07%             | 2038-01-01      | Variable      | 3.43%                 | No            | 3                  | On Loan: No      |
| DirectV Financing LLC                                                            | DirectV Financing LLC, Term Loan                                                                                       | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9779805 | PA      | $9500689.65     | 0.03%             | 2027-08-02      | Variable      | 9.38%                 | No            | 2                  | On Loan: No      |
| TPB Acquisition Corp. I                                                          | TPB Acquisition Corp. I, Class A                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       443988 | NS      | $4457639.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RKPF Overseas 2020 A Ltd.                                                        | RKPF Overseas 2020 A Ltd.                                                                                              | CUSIP: N/A<br>LEI: 254900LKOLISWWIE7W36       | Long             | DBT              | CORP              | VG        |      2318000 | PA      | $1634190.00     | 0.00%             | 2026-01-12      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Bristol Park CLO Ltd.                                                            | Bristol Park CLO Ltd., Series 2016-1A, Class DR                                                                        | CUSIP: 11014PAQ8<br>LEI: 549300XRS6MFERKEPO61 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $447045.45      | 0.00%             | 2029-04-15      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class A                                                              | CUSIP: 12528DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3210000 | PA      | $3180890.44     | 0.01%             | 2033-02-15      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                     | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       196000 | PA      | $198569.84      | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Tennessee Housing Development Agency                                             | Tennessee Housing Development Agency, Series 2018-3                                                                    | CUSIP: 880461VY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       615000 | PA      | $590385.50      | 0.00%             | 2049-01-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                       | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      4829000 | PA      | $3043288.15     | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                             | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25768000 | PA      | $23161825.77    | 0.06%             | 2028-01-27      | Variable      | 2.21%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      1868182 | PA      | $-84911.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $177797.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       310000 | PA      | $-5739.47       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2019-G, Class B                                                                       | CUSIP: 00969VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4576000 | PA      | $3989815.77     | 0.01%             | 2059-09-25      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2892000 | PA      | $2259722.04     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      7245000 | PA      | $35012759.60    | 0.09%             | 2027-06-03      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Coral                                                                            | Coral US Co., Term Loan B                                                                                              | CUSIP: G7739PAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $967250.00      | 0.00%             | 2029-10-15      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      7900000 | PA      | $6778520.79     | 0.02%             | 2029-10-26      | Variable      | 0.49%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 4                                                                 | Pikes Peak CLO 4, Series 2019-4A, Class DR                                                                             | CUSIP: 72132WAM1<br>LEI: 2549002NRPBIF0UZPU88 | Long             | ABS-CBDO         | CORP              | KY        |       375000 | PA      | $347144.81      | 0.00%             | 2034-07-15      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Lenzing AG                                                                       | Lenzing AG                                                                                                             | CUSIP: N/A<br>LEI: 529900BKFJBI0QRDJH63       | Long             | DBT              | CORP              | AT        |     13000000 | PA      | $11530005.35    | 0.03%             | 2025-09-07      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                       | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       100000 | PA      | $73977.23       | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2017-HSDB, Class A                                                       | CUSIP: 95001EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5100000 | PA      | $5030238.63     | 0.01%             | 2031-12-13      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| APS Resecuritization Trust                                                       | APS Resecuritization Trust, Series 2016-3, Class 3A                                                                    | CUSIP: 00214WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3664061 | PA      | $3656245.90     | 0.01%             | 2046-09-27      | Floating      | 7.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -116580000 | PA      | $-13768474.46   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| FCT Autonoria                                                                    | FCT Autonoria, Series 2019-1, Class C                                                                                  | CUSIP: N/A<br>LEI: 549300J0CMU2QRSXRZ67       | Long             | ABS-O            | CORP              | FR        |       229377 | PA      | $241651.96      | 0.00%             | 2035-09-25      | Floating      | 3.09%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     64420900 | PA      | $40942502.00    | 0.11%             | 2051-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Eli Lilly & Co.                                                                                                        | CUSIP: 00C9RX8A7<br>LEI: N/A                  | N/A              | DE               |  | US        |         -124 | NC      | $-9300.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      2570000 | PA      | $388241.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Solvay Finance SACA                                                              | Solvay Finance SACA                                                                                                    | CUSIP: N/A<br>LEI: 549300850GMPCX5CK282       | Long             | DBT              | CORP              | FR        |     16506000 | PA      | $17682382.04    | 0.05%             | 2024-06-03      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| Apex Tool Group LLC                                                              | Apex Tool Group LLC, 1st Lien Term Loan                                                                                | CUSIP: 03759DAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13667824 | PA      | $11666717.68    | 0.03%             | 2029-02-08      | Variable      | 9.67%                 | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                                                     | ViaSat, Inc., Term Loan                                                                                                | CUSIP: 92555WAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       995000 | PA      | $966085.30      | 0.00%             | 2029-03-02      | Variable      | 8.94%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QBH4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     10000000 | PA      | $9790000.00     | 0.03%             | 2024-01-18      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| First Student Bidco, Inc.                                                        | First Student Bidco, Inc., Term Loan B                                                                                 | CUSIP: 33718FAD2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       726240 | PA      | $654371.58      | 0.00%             | 2028-07-21      | Variable      | 7.73%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F052623<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -1082000000 | PA      | $-1083950348.28 | -2.86%            | 2053-02-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Interface Security LLC                                                           | Interface Security LLC, Term Loan                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     13378492 | PA      | $12994529.04    | 0.03%             | 2023-08-07      | Variable      | 10.75%                | No            | 3                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $124866.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87968000 | PA      | $79901573.67    | 0.21%             | 2053-01-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2000000 | PA      | $-249442.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    389999900 | PA      | $247010094.86   | 0.65%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| OCP Euro CLO DAC                                                                 | OCP Euro CLO DAC, Series 2017-2X, Class B                                                                              | CUSIP: N/A<br>LEI: 635400KNK84TMOLEE581       | Long             | ABS-CBDO         | CORP              | IE        |       200000 | PA      | $203574.88      | 0.00%             | 2032-01-15      | Floating      | 2.73%                 | No            | 2                  | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                                 | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |       775101 | PA      | $506528.50      | 0.00%             | 2033-09-30      | Variable      | 1.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     35084000 | PA      | $-964518.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                       | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       436000 | PA      | $399755.90      | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2014-9R, Class 9A1                                                                                  | CUSIP: 12648UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2640444 | PA      | $1962855.05     | 0.01%             | 2036-08-27      | Floating      | 3.71%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        89323 | PA      | $85082.16       | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1392000 | PA      | $-119016.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                         | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      3271000 | PA      | $3110561.64     | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2018-3A, Class A1A                                                                               | CUSIP: 92917KAA2<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $296005.20      | 0.00%             | 2031-10-15      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Northrop Grumman Corp.                                                                                                 | CUSIP: 00P7XEFQ9<br>LEI: N/A                  | N/A              | DE               |  | US        |         -120 | NC      | $-32100.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Bear Stearns ALT-A Trust                                                         | Bear Stearns ALT-A Trust, Series 2006-6, Class 1A1                                                                     | CUSIP: 073868AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2119872 | PA      | $1678119.96     | 0.00%             | 2036-11-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| Bausch Health Cos., Inc.                                                         | Bausch Health Cos., Inc.                                                                                               | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $63604.18       | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      6000000 | PA      | $-103924.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO VIII Ltd.                                                            | Elmwood CLO VIII Ltd., Series 2021-1A, Class F2                                                                        | CUSIP: 290021AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1363805.40     | 0.00%             | 2034-01-20      | Floating      | 12.24%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    715660000 | PA      | $-220556.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Regatta XXIV Funding Ltd.                                                        | Regatta XXIV Funding Ltd., Series 2021-5A, Class D                                                                     | CUSIP: 75889HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $461635.30      | 0.00%             | 2035-01-20      | Floating      | 7.34%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    319000000 | PA      | $297779022.64   | 0.79%             | 2025-02-28      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                       | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       561000 | PA      | $538088.29      | 0.00%             | 2028-04-11      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Alpek SAB de CV                                                                  | Alpek SAB de CV                                                                                                        | CUSIP: N/A<br>LEI: 549300PWKJTP62D4IQ66       | Long             | DBT              | CORP              | MX        |      3035000 | PA      | $2521515.94     | 0.01%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      7900000 | PA      | $6927440.73     | 0.02%             | 2028-01-26      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                              | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       241339 | NS      | $8164498.37     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                  | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       602000 | PA      | $578362.33      | 0.00%             | 2026-02-19      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                       | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       900000 | PA      | $789200.96      | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR5, Class F                                                                  | CUSIP: 74333FAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3192000 | PA      | $2631149.32     | 0.01%             | 2038-07-17      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Lions Gate Entertainment Corp.                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          500 | NC      | $12500.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GSR Mortgage Loan Trust                                                          | GSR Mortgage Loan Trust, Series 2005-AR1, Class 2A1                                                                    | CUSIP: 36242DUM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       397495 | PA      | $368966.66      | 0.00%             | 2035-01-25      | Variable      | 4.22%                 | No            | 2                  | On Loan: No      |
| Deep Instinct, Ltd.                                                              | Deep Instinct, Ltd.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      1574860 | NS      | $10819288.20    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A4                                           | CUSIP: 1248RHAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1492060 | PA      | $986026.49      | 0.00%             | 2037-07-25      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| Vanguard Long-Term Corporate Bond ETF                                            | Vanguard Long-Term Corporate Bond ETF                                                                                  | CUSIP: 92206C813<br>LEI: N/A                  | Long             |  | RF                | US        |       771551 | NS      | $58414126.21    | 0.15%             |  |  |  | No            | 1                  | On Loan: —       |
| American International Group, Inc.                                               | American International Group, Inc.                                                                                     | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      8300000 | PA      | $7813620.00     | 0.02%             | 2025-06-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Canada Square Funding plc                                                        | Canada Square Funding plc, Series 2021-2, Class C                                                                      | CUSIP: N/A<br>LEI: 6354007J4JIXGCWTSJ05       | Long             | ABS-MBS          | CORP              | GB        |       102000 | PA      | $116718.25      | 0.00%             | 2058-06-17      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| MHC Commercial Mortgage Trust                                                    | MHC Commercial Mortgage Trust, Series 2021-MHC, Class E                                                                | CUSIP: 55316VAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24749000 | PA      | $23422792.66    | 0.06%             | 2038-04-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      4200000 | PA      | $3832500.00     | 0.01%             | 2025-12-15      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     78630085 | PA      | $-173489.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Weekley Homes LLC                                                                | Weekley Homes LLC                                                                                                      | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3099000 | PA      | $2603905.87     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp.                                                                   | DISH DBS Corp.                                                                                                         | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $159625.00      | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2005-E, Class A1                                                       | CUSIP: 073250BV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       707642 | PA      | $717033.89      | 0.00%             | 2040-12-28      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F040628<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -329200000 | PA      | $-308703372.64  | -0.82%            | 2053-02-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     17800000 | PA      | $16659416.35    | 0.04%             | 2028-02-23      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                                                    | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      8150000 | PA      | $7959394.89     | 0.02%             | 2025-04-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                   | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       200000 | PA      | $190420.43      | 0.00%             | 2028-05-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-4A, Class D                                                               | CUSIP: 69702JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $8659288.00     | 0.02%             | 2029-10-15      | Floating      | 9.08%                 | No            | 2                  | On Loan: No      |
| TK Elevator Midco GmbH                                                           | TK Elevator Midco GmbH                                                                                                 | CUSIP: N/A<br>LEI: 254900K869UN2ZWVB351       | Long             | DBT              | CORP              | DE        |      4225000 | PA      | $4001189.56     | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                     | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6773000 | PA      | $6707030.98     | 0.02%             | 2024-05-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2014-2RA, Class A1                                                                           | CUSIP: 12548RAB0<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |       992196 | PA      | $978623.92      | 0.00%             | 2030-04-24      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Aeropuerto Internacional de Tocumen SA                                           | Aeropuerto Internacional de Tocumen SA                                                                                 | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | NUSS              | PA        |      1712000 | PA      | $1400951.00     | 0.00%             | 2061-08-11      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                           | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $10957188.36    | 0.03%             | 2029-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $899666.46      | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10840000 | PA      | $9033605.27     | 0.02%             | 2031-05-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO XXVIII Ltd.                                                     | BlueMountain CLO XXVIII Ltd., Series 2021-28A, Class A                                                                 | CUSIP: 09630PAA1<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $438835.37      | 0.00%             | 2034-04-15      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      7332000 | PA      | $4669604.16     | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2019-2A, Class B                                                                        | CUSIP: 52604AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6150000 | PA      | $5696888.91     | 0.02%             | 2028-04-20      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                 | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     17871000 | PA      | $15468512.12    | 0.04%             | 2030-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                                                           | CUSIP: 67066GAK0<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      8875000 | PA      | $8698341.17     | 0.02%             | 2023-06-15      | Fixed         | 0.31%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                                 | Fantasia Holdings Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |     10350000 | PA      | $802125.00      | 0.00%             | 2022-04-17      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1900000 | PA      | $4664.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    -97795000 | PA      | $-2095872.84    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     12790000 | PA      | $202580.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     34340000 | PA      | $-1522146.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                   | Walgreens Boots Alliance, Inc.                                                                                         | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |       100000 | PA      | $86538.40       | 0.00%             | 2030-04-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       481518 | PA      | $-664168.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                          | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       100000 | PA      | $84668.96       | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -111665000 | PA      | $-924180.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-SOAR, Class G                                                                | CUSIP: 05608WAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20836027 | PA      | $19234282.17    | 0.05%             | 2038-06-15      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                  | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     11312000 | PA      | $10167026.62    | 0.03%             | 2026-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ams-OSRAM AG                                                                     | ams-OSRAM AG                                                                                                           | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |     17800000 | PA      | $14581164.80    | 0.04%             | 2025-03-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $35602.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      7413333 | PA      | $-271239.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Public Storage                                                                   | Public Storage                                                                                                         | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93009.33       | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Opportunities X Ltd.                                             | GoldenTree Loan Opportunities X Ltd., Series 2015-10A, Class AR                                                        | CUSIP: 38137PAQ3<br>LEI: 549300IGEA8MXF2YEF61 | Long             | ABS-CBDO         | CORP              | KY        |      4833000 | PA      | $4768723.52     | 0.01%             | 2031-07-20      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |      4366250 | PA      | $4673852.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-4A, Class A1                                                               | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6950918 | PA      | $6318052.52     | 0.02%             | 2037-09-25      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                            | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       219000 | PA      | $141801.51      | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| JBS USA LUX SA                                                                   | JBS USA LUX SA                                                                                                         | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $153370.13      | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC, 1st Lien Term Loan                                                                                | CUSIP: 50179JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12350182 | PA      | $10679079.21    | 0.03%             | 2027-12-17      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     33506000 | PA      | $1757946.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Crown PropTech Acquisitions                                                      | Crown PropTech Acquisitions                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       598800 | NS      | $6077820.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class F                                                                               | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |       171241 | PA      | $173350.96      | 0.00%             | 2039-01-31      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| McCormick & Co., Inc.                                                            | McCormick & Co., Inc.                                                                                                  | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |       100000 | PA      | $83398.46       | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-MFM1, Class E                                                                                    | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2880000 | PA      | $2677606.27     | 0.01%             | 2034-01-15      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Deutsche Alt-B Securities Mortgage Loan Trust                                    | Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB3, Class A3                                               | CUSIP: 25151EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       938542 | PA      | $766719.87      | 0.00%             | 2036-07-25      | Variable      | 6.51%                 | No            | 2                  | On Loan: No      |
| Ahli United Sukuk Ltd.                                                           | Ahli United Sukuk Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 635400FGR2AAOFC9FX86       | Long             | DBT              | CORP              | KY        |      1551000 | PA      | $1407532.50     | 0.00%             | 2026-06-17      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      2052000 | PA      | $1257875.21     | 0.00%             | 2027-04-22      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                                                             | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      1975000 | PA      | $1798845.09     | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       400000 | PA      | $331682.40      | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| CP Atlas Buyer, Inc.                                                             | CP Atlas Buyer, Inc.                                                                                                   | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Short            | DBT              | CORP              | US        |     -3971000 | PA      | $-2949121.09    | -0.01%            | 2028-12-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                               | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      1318000 | PA      | $1135011.52     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                                 | Marriott Ownership Resorts, Inc.                                                                                       | CUSIP: 57164PAG1<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      3188000 | PA      | $3285648.44     | 0.01%             | 2025-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     14735000 | PA      | $826095.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2876049 | PA      | $2748086.47     | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                  | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      2695000 | PA      | $2585178.75     | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -72414500 | PA      | $-3585887.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-196417.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                             | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      6227000 | PA      | $6342253.18     | 0.02%             | 2026-10-21      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| PCI Gaming Authority                                                             | PCI Gaming Authority, Term Loan B                                                                                      | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |      1000000 | PA      | $992500.00      | 0.00%             | 2026-05-29      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Antero Midstream Partners LP                                                     | Antero Midstream Partners LP                                                                                           | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $91424.00       | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| FCT E-Carat 10                                                                   | FCT E-Carat 10, Series 10FR, Class D                                                                                   | CUSIP: N/A<br>LEI: 549300Z32ZRFJIEOG322       | Long             | ABS-O            | CORP              | FR        |        33187 | PA      | $35329.53       | 0.00%             | 2028-12-20      | Floating      | 3.25%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                     | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $459540.64      | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                      | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       200000 | PA      | $164861.84      | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     17268000 | PA      | $16003410.83    | 0.04%             | 2026-01-25      | Variable      | 2.01%                 | No            | 2                  | On Loan: No      |
| Crown Point CLO 10 Ltd.                                                          | Crown Point CLO 10 Ltd., Series 2021-10A, Class A                                                                      | CUSIP: 22846FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6500000 | PA      | $6232133.70     | 0.02%             | 2034-07-20      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                                                 | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95539.34       | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                            | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       785000 | PA      | $671151.24      | 0.00%             | 2030-03-01      | Variable      | 3.27%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Adobe, Inc.                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |           65 | NC      | $195.00         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2020-AA, Class C                                                                | CUSIP: 56848MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2530000 | PA      | $2259886.83     | 0.01%             | 2034-08-21      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                                                             | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |       155000 | PA      | $146053.49      | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2013-2A, Class BR                                                                        | CUSIP: 09626YAS9<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3859706.00     | 0.01%             | 2030-10-22      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                       | BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class CL                                                  | CUSIP: 054966AU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2560000 | PA      | $2281140.45     | 0.01%             | 2032-11-15      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Opportunities X Ltd.                                             | GoldenTree Loan Opportunities X Ltd., Series 2015-10A, Class DR                                                        | CUSIP: 38137PAY6<br>LEI: 549300IGEA8MXF2YEF61 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $706354.43      | 0.00%             | 2031-07-20      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings, Inc.                                                 | Medical Solutions Holdings, Inc., 2nd Lien Term Loan                                                                   | CUSIP: 58462QAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3210000 | PA      | $2953200.00     | 0.01%             | 2029-11-01      | Variable      | 11.38%                | No            | 2                  | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                        | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      9661000 | PA      | $7632443.31     | 0.02%             | 2030-08-06      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA                                                     | Banco Mercantil del Norte SA                                                                                           | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      9355000 | PA      | $8330627.50     | 0.02%             | 2027-01-24      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 4 Ltd.                                                      | Gulf Stream Meridian 4 Ltd., Series 2021-4A, Class A2                                                                  | CUSIP: 402562AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $962576.50      | 0.00%             | 2034-07-15      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                 | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      7430000 | PA      | $7069410.73     | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| CPUK Finance Ltd.                                                                | CPUK Finance Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |     11712000 | PA      | $13023086.39    | 0.03%             | 2025-08-28      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                     | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $104493.86      | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16706.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Belden, Inc.                                                                     | Belden, Inc.                                                                                                           | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | DBT              | CORP              | US        |       462000 | PA      | $410474.76      | 0.00%             | 2031-07-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $51516.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Education Funding Trust                                                          | Education Funding Trust, Series 2020-A, Class R                                                                        | CUSIP: 28141P105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        75000 | PA      | $3370410.00     | 0.01%             | 2041-07-25      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp., Term Loan                                                                                              | CUSIP: 03835EAC8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |       994832 | PA      | $955247.67      | 0.00%             | 2025-08-15      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      6640000 | PA      | $5796743.37     | 0.02%             | 2031-04-01      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.                                                | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A                                                            | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2676196.88     | 0.01%             | 2034-07-17      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        21674 | PA      | $20686.56       | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2019-C17, Class XA                                                             | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28252631 | PA      | $1711162.95     | 0.00%             | 2052-09-15      | Variable      | 1.35%                 | No            | 2                  | On Loan: No      |
| New York Transportation Development Corp.                                        | New York Transportation Development Corp., Series 2016A                                                                | CUSIP: 650116AV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10150000 | PA      | $9847795.32     | 0.03%             | 2050-01-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                                                    | CUSIP: 37331NAK7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      5183000 | PA      | $4303145.74     | 0.01%             | 2030-04-30      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXXI                                                                  | Apidos CLO XXXI, Series 2019-31A, Class BR                                                                             | CUSIP: 03767VAL2<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $242554.50      | 0.00%             | 2031-04-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                    | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       500000 | PA      | $479295.96      | 0.00%             | 2052-09-09      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -20305000 | PA      | $-168554.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       424777 | PA      | $1310.94        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2021-NPL1, Class B                                                                     | CUSIP: 06744JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6222285 | PA      | $5749306.72     | 0.02%             | 2051-11-25      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | Embraer Netherlands Finance BV                                                                                         | CUSIP: N/A<br>LEI: 724500PBR8LR26XBSP67       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $4982187.50     | 0.01%             | 2028-01-17      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XDYG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14913850 | PA      | $13864873.18    | 0.04%             | 2050-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1545884 | PA      | $-208009.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-2, Class B                                                                               | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |       819000 | PA      | $927490.46      | 0.00%             | 2055-09-12      | Floating      | 4.33%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                           | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     22300000 | PA      | $22957967.91    | 0.06%             | 2025-03-21      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| Greenko Mauritius Ltd.                                                           | Greenko Mauritius Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 2138005EDWGI4914B264       | Long             | DBT              | CORP              | MU        |       200000 | PA      | $198500.00      | 0.00%             | 2023-02-21      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO VII Ltd.                                                             | Elmwood CLO VII Ltd., Series 2020-4A, Class F                                                                          | CUSIP: 29002RAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4217372.00     | 0.01%             | 2034-01-17      | Floating      | 12.09%                | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5152, Class EI                                                                | CUSIP: 3137H3B27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17048687 | PA      | $3120349.58     | 0.01%             | 2051-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $77171.53       | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Cellnex Finance Co. SA                                                           | Cellnex Finance Co. SA                                                                                                 | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |     15300000 | PA      | $12131459.73    | 0.03%             | 2032-09-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 34 Ltd.                                       | Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class BR                                                  | CUSIP: 64132YAS1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |      3400000 | PA      | $3266942.36     | 0.01%             | 2035-01-20      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Pactiv Evergreen, Inc.                                                           | Pactiv Evergreen, Inc., Term Loan B2                                                                                   | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |       992405 | PA      | $979067.12      | 0.00%             | 2026-02-05      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| QUIKRETE Holdings, Inc.                                                          | QUIKRETE Holdings, Inc., 1st Lien Term Loan                                                                            | CUSIP: 74839XAF6<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |       992327 | PA      | $979923.29      | 0.00%             | 2027-02-01      | Variable      | 7.01%                 | No            | 2                  | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                               | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      2600000 | PA      | $2491276.70     | 0.01%             | 2079-11-12      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-VINO, Class F                                                                | CUSIP: 05608KAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10521000 | PA      | $9759645.73     | 0.03%             | 2038-05-15      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                       | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      2641000 | PA      | $2470016.98     | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    251564500 | PA      | $201566055.63   | 0.53%             | 2052-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                                  | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      9187000 | PA      | $8990627.88     | 0.02%             | 2028-04-24      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| American Auto Auction Group LLC                                                  | American Auto Auction Group LLC, 2nd Lien Term Loan                                                                    | CUSIP: 02403MAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10919000 | PA      | $8189250.00     | 0.02%             | 2029-01-02      | Variable      | 13.33%                | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc, Series NC10                                                                                        | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      3386000 | PA      | $2886006.68     | 0.01%             | 2080-08-27      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                                 | Unique Pub Finance Co. plc (The), Series A4                                                                            | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | DBT              | CORP              | GB        |      5645352 | PA      | $6694327.26     | 0.02%             | 2027-06-30      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| TNB Global Ventures Capital Bhd.                                                 | TNB Global Ventures Capital Bhd.                                                                                       | CUSIP: N/A<br>LEI: 5493004U8XEGPFWIBZ14       | Long             | DBT              | CORP              | MY        |      1250000 | PA      | $1200234.38     | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1140000 | PA      | $-75304.28      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      5600000 | PA      | $-4181.98       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | ETRSI                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |     23011841 | PA      | $263303.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      3400000 | PA      | $-50968.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                                                         | Becton Dickinson and Co.                                                                                               | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      7100000 | PA      | $6938093.52     | 0.02%             | 2024-06-06      | Fixed         | 3.36%                 | No            | 2                  | On Loan: No      |
| BCP Renaissance Parent LLC                                                       | BCP Renaissance Parent LLC, Term Loan B3                                                                               | CUSIP: 05549PAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992228 | PA      | $980886.81      | 0.00%             | 2026-11-02      | Variable      | 7.82%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/JPY One-touch barrier option; Barrier price USD 137.00000                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      1000000 | PA      | $69537.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                       | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       130000 | PA      | $86706.12       | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Sound Point CLO XII Ltd.                                                         | Sound Point CLO XII Ltd., Series 2016-2A, Class AR2                                                                    | CUSIP: 83610CAW1<br>LEI: 549300EBWPUX52MGF160 | Long             | ABS-CBDO         | CORP              | KY        |      4958366 | PA      | $4921053.58     | 0.01%             | 2028-10-20      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| PRET LLC                                                                         | PRET LLC, Series 2021-RN4, Class A1                                                                                    | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12204770 | PA      | $10671876.68    | 0.03%             | 2051-10-25      | Variable      | 2.49%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                         | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      8320000 | PA      | $5743951.87     | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                  | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |      4181250 | PA      | $4181250.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-717156.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA                                                     | Banco Mercantil del Norte SA                                                                                           | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      5855000 | PA      | $4829643.13     | 0.01%             | 2032-01-24      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                           | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      7800000 | PA      | $6803230.85     | 0.02%             | 2028-02-24      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Mortimer BTL plc                                                                 | Mortimer BTL plc, Series 2021-1, Class B                                                                               | CUSIP: N/A<br>LEI: 213800XP3NPPV83PMY32       | Long             | ABS-MBS          | CORP              | GB        |       334000 | PA      | $382778.52      | 0.00%             | 2053-06-23      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| Faurecia SE                                                                      | Faurecia SE                                                                                                            | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      2888000 | PA      | $2730222.55     | 0.01%             | 2026-06-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11395000 | PA      | $-107046.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XGJY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26748001 | PA      | $24574945.31    | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                                                         | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       400000 | PA      | $347230.13      | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Banff Merger Sub, Inc.                                                           | Banff Merger Sub, Inc.                                                                                                 | CUSIP: N/A<br>LEI: 549300DSDR5SWIGOZV63       | Long             | DBT              | CORP              | US        |       232000 | PA      | $222371.55      | 0.00%             | 2026-09-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-25, Class 1A3                                                                      | CUSIP: 02151UAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21041967 | PA      | $10484602.07    | 0.03%             | 2037-11-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                   | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |        99000 | PA      | $102928.02      | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Stratus CLO Ltd.                                                                 | Stratus CLO Ltd., Series 2021-3A, Class E                                                                              | CUSIP: 86315XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $546652.98      | 0.00%             | 2029-12-29      | Floating      | 9.99%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    100384012 | PA      | $848663.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |      7000000 | PA      | $6947888.46     | 0.02%             | 2026-01-05      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |       327000 | PA      | $302842.88      | 0.00%             | 2026-05-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     34017000 | PA      | $1783729.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| eG Global Finance plc                                                            | eG Global Finance plc                                                                                                  | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |      8954000 | PA      | $9050935.42     | 0.02%             | 2024-02-07      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     62621200 | PA      | $8512467.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3369000 | PA      | $3143667.94     | 0.01%             | 2028-01-20      | Variable      | 3.82%                 | No            | 2                  | On Loan: No      |
| Cruise, Series G                                                                 | Cruise, Series G                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       285159 | NS      | $4077773.70     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Precise Mortgage Funding plc                                                     | Precise Mortgage Funding plc, Series 2020-1B, Class B                                                                  | CUSIP: N/A<br>LEI: 635400PUIJLOEBLGKA51       | Long             | ABS-MBS          | CORP              | GB        |       115000 | PA      | $135631.93      | 0.00%             | 2056-10-16      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                              | DBGS Mortgage Trust, Series 2019-1735, Class F                                                                         | CUSIP: 23307EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1060000 | PA      | $644303.62      | 0.00%             | 2037-04-10      | Variable      | 4.19%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                                                           | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2554000 | PA      | $1586329.91     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Orano SA                                                                         | Orano SA                                                                                                               | CUSIP: N/A<br>LEI: 969500161UMNDC85C891       | Long             | DBT              | CORP              | FR        |      6300000 | PA      | $6061667.43     | 0.02%             | 2028-03-08      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP                                                                                            | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |       200000 | PA      | $186916.58      | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AGL CLO 5 Ltd.                                                                   | AGL CLO 5 Ltd., Series 2020-5A, Class A2R                                                                              | CUSIP: 00119TAH7<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |       390000 | PA      | $371024.16      | 0.00%             | 2034-07-20      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                                    | iShares China Large-Cap ETF                                                                                            | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             |  | RF                | US        |       739550 | NS      | $20929265.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: —       |
| Genneia SA                                                                       | Genneia SA                                                                                                             | CUSIP: 372319AB9<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |      3550000 | PA      | $3441946.88     | 0.01%             | 2027-09-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| National Grid plc                                                                | National Grid plc                                                                                                      | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |     15500000 | PA      | $14797792.33    | 0.04%             | 2034-03-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                                                        | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |       475460 | NS      | $18709351.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4901000 | PA      | $4630744.60     | 0.01%             | 2025-10-22      | Variable      | 2.46%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1000000 | PA      | $-86739.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                   | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      9414000 | PA      | $6976950.75     | 0.02%             | 2031-04-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1997-3, Class M1                                                                         | CUSIP: 393505TZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2592173 | PA      | $2432569.67     | 0.01%             | 2028-03-15      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| Longfellow Place CLO Ltd.                                                        | Longfellow Place CLO Ltd., Series 2013-1A, Class BR3                                                                   | CUSIP: 54303PBA2<br>LEI: 549300FY38ZCUKZQU403 | Long             | ABS-CBDO         | CORP              | KY        |      7000000 | PA      | $6920074.00     | 0.02%             | 2029-04-15      | Floating      | 5.83%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      6273000 | PA      | $6013493.33     | 0.02%             | 2023-10-04      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     50000000 | PA      | $10472792.49    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Raptor Acquisition Corp.                                                         | Raptor Acquisition Corp., 1st Lien Term Loan B                                                                         | CUSIP: C4111RAE5<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |      1530310 | PA      | $1499061.07     | 0.00%             | 2026-11-01      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| Arizona Health Facilities Authority                                              | Arizona Health Facilities Authority, Series 2007B                                                                      | CUSIP: 040507HN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10240000 | PA      | $9420652.34     | 0.02%             | 2037-01-01      | Floating      | 3.32%                 | No            | 2                  | On Loan: No      |
| VM Consolidated, Inc.                                                            | VM Consolidated, Inc., 1st Lien Term Loan                                                                              | CUSIP: 00215NAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992424 | PA      | $984981.07      | 0.00%             | 2028-03-24      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DWDG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       745417 | PA      | $699310.04      | 0.00%             | 2052-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XVI Ltd.                                             | Octagon Investment Partners XVI Ltd., Series 2013-1A, Class A1R                                                        | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2950923.60     | 0.01%             | 2030-07-17      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-137210.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Galaxy XXIV CLO Ltd.                                                             | Galaxy XXIV CLO Ltd., Series 2017-24A, Class A                                                                         | CUSIP: 36321BAA9<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | KY        |      5327000 | PA      | $5266385.13     | 0.01%             | 2031-01-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| KeyBank NA                                                                       | KeyBank NA                                                                                                             | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      3465000 | PA      | $3385246.03     | 0.01%             | 2025-08-08      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| International Consolidated Airlines Group SA                                     | International Consolidated Airlines Group SA                                                                           | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |      4300000 | PA      | $4479116.05     | 0.01%             | 2023-07-04      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                                                   | ConocoPhillips                                                                                                         | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |         6701 | NS      | $790718.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                             | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      9800000 | PA      | $10919062.79    | 0.03%             | 2026-12-04      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV5, Class A5A                                                                  | CUSIP: 46653XAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19720506 | PA      | $15065381.75    | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL, Inc.                                                                 | Sabre GLBL, Inc.                                                                                                       | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     10710000 | PA      | $10668519.85    | 0.03%             | 2025-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                                                            | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       241000 | PA      | $231707.31      | 0.00%             | 2025-02-05      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| RMAC No.2 plc                                                                    | RMAC No.2 plc, Series 2018-2, Class C                                                                                  | CUSIP: N/A<br>LEI: 213800BGUXC92HIQC188       | Long             | ABS-MBS          | CORP              | GB        |       420000 | PA      | $504427.59      | 0.00%             | 2046-06-12      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                     | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     11100000 | PA      | $9530737.50     | 0.03%             | 2030-01-23      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-DA, Class B                                                                     | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13044000 | PA      | $10393164.41    | 0.03%             | 2062-04-20      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust, Series 2021-ESH, Class D                                                                  | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12427903 | PA      | $11897920.21    | 0.03%             | 2038-07-15      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      5135000 | PA      | $3882060.00     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. II                                                  | GS Mortgage Securities Corp. II, Series 2005-ROCK, Class X1                                                            | CUSIP: 36228CUY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24000000 | PA      | $135832.80      | 0.00%             | 2032-05-03      | Variable      | 0.21%                 | No            | 2                  | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                        | Carlyle Global Market Strategies CLO Ltd., Series 2012-3A, Class A1A2                                                  | CUSIP: 14312EAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12924933 | PA      | $12644010.02    | 0.03%             | 2032-01-14      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140H1V23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       610645 | PA      | $582249.15      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                       | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      8380000 | PA      | $6573300.58     | 0.02%             | 2031-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                  | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      2376000 | PA      | $1628583.72     | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Bombardier, Inc.                                                                 | Bombardier, Inc.                                                                                                       | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      2235000 | PA      | $2168429.05     | 0.01%             | 2026-06-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Battalion CLO IX Ltd.                                                            | Battalion CLO IX Ltd., Series 2015-9A, Class DR                                                                        | CUSIP: 07132EAQ8<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $395437.32      | 0.00%             | 2031-07-15      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -748081835 | PA      | $-2730695.23    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $89096.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133KPAG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6279510 | PA      | $6089066.30     | 0.02%             | 2052-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                         | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9753000 | PA      | $8255914.50     | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                    | Cheplapharm Arzneimittel GmbH                                                                                          | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      5297000 | PA      | $4950061.60     | 0.01%             | 2027-02-11      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    157050036 | PA      | $40314437.07    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       200000 | PA      | $158264.47      | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                        | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       800000 | PA      | $754781.60      | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      6160000 | PA      | $5772824.67     | 0.02%             | 2028-09-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2021-BA, Class B                                                                     | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24341000 | PA      | $19336984.52    | 0.05%             | 2062-04-20      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                  | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     12150000 | PA      | $12438254.86    | 0.03%             | 2032-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140HHMJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       772189 | PA      | $736758.48      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $168385.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XAQF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       211330 | PA      | $199806.75      | 0.00%             | 2050-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Rockford Tower Europe CLO DAC                                                    | Rockford Tower Europe CLO DAC, Series 2019-1X, Class B1                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      5012000 | PA      | $5026115.80     | 0.01%             | 2033-01-20      | Floating      | 3.06%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     16000000 | PA      | $13730362.42    | 0.04%             | 2029-05-09      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Sprint Spectrum Co. LLC                                                          | Sprint Spectrum Co. LLC                                                                                                | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1845000 | PA      | $1818296.74     | 0.00%             | 2028-03-20      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $389420.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oportun Issuance Trust                                                           | Oportun Issuance Trust, Series 2021-C, Class B                                                                         | CUSIP: 68377WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14009000 | PA      | $12159856.83    | 0.03%             | 2031-10-08      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Align Technology, Inc.                                                                                                 | CUSIP: 00C7X8GY8<br>LEI: N/A                  | N/A              | DE               |  | US        |           91 | NC      | $15697.50       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 1A1                                                            | CUSIP: 68402VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15579642 | PA      | $12573330.71    | 0.03%             | 2037-01-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |       504634 | PA      | $540185.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Avoca CLO XIV DAC                                                                | Avoca CLO XIV DAC, Series 14X, Class FR                                                                                | CUSIP: N/A<br>LEI: 635400IIKEI9HL8LKL36       | Long             | ABS-CBDO         | CORP              | IE        |      1100000 | PA      | $860617.91      | 0.00%             | 2031-01-12      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      2500000 | PA      | $481534.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1750000 | PA      | $31202.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                       | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |       121000 | PA      | $83951.71       | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | Medtronic Global Holdings SCA                                                                                          | CUSIP: N/A<br>LEI: 549300JXMTTP8GKYIX14       | Long             | DBT              | CORP              | LU        |      4940000 | PA      | $5154341.78     | 0.01%             | 2025-10-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                       | BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class AF                                                  | CUSIP: 054966AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $235486.13      | 0.00%             | 2033-11-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2825000 | PA      | $-59151.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 6                                                                 | Pikes Peak CLO 6, Series 2020-6A, Class ER2                                                                            | CUSIP: 72132YAU9<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $433296.55      | 0.00%             | 2034-05-18      | Floating      | 11.10%                | No            | 2                  | On Loan: No      |
| Griffon Corp.                                                                    | Griffon Corp., Term Loan B                                                                                             | CUSIP: 39843GAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       620000 | PA      | $607990.60      | 0.00%             | 2029-01-24      | Variable      | 7.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-463634.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2022-SFR5, Class E1                                                                 | CUSIP: 74332YAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4054000 | PA      | $3683702.37     | 0.01%             | 2039-06-17      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    180919200 | PA      | $7096701.10     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     33153000 | PA      | $32368081.51    | 0.09%             | 2025-04-25      | Variable      | 3.84%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3502800 | PA      | $-120955.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11505000 | PA      | $202566.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418DNK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       226900 | PA      | $214223.74      | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Voya Euro CLO III DAC                                                            | Voya Euro CLO III DAC, Series 3X, Class B1                                                                             | CUSIP: N/A<br>LEI: 635400K38PBPFZARQW28       | Long             | ABS-CBDO         | CORP              | IE        |       439000 | PA      | $440595.33      | 0.00%             | 2033-04-15      | Floating      | 1.65%                 | No            | 2                  | On Loan: No      |
| Reperforming Loan REMIC Trust                                                    | Reperforming Loan REMIC Trust, Series 2005-R3, Class AS                                                                | CUSIP: 126694JH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1458272 | PA      | $53249.67       | 0.00%             | 2035-09-25      | Variable      | 2.04%                 | No            | 2                  | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain, Series 2021-SP, Class D                                                                               | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |       770584 | PA      | $792599.23      | 0.00%             | 2039-01-31      | Floating      | 3.44%                 | No            | 2                  | On Loan: No      |
| Ambac Assurance Corp.                                                            | Ambac Assurance Corp.                                                                                                  | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |      1407415 | PA      | $1970381.47     | 0.01%             | 2171-06-07      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| London Wall Mortgage Capital plc                                                 | London Wall Mortgage Capital plc, Series 2021-FL1, Class A                                                             | CUSIP: N/A<br>LEI: 213800QSO8J75OTK5919       | Long             | ABS-MBS          | CORP              | GB        |      1746249 | PA      | $2056879.70     | 0.01%             | 2051-05-15      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | Wisconsin Health & Educational Facilities Authority, Series 2019                                                       | CUSIP: 97712D4U7<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |      5000000 | PA      | $4394622.80     | 0.01%             | 2049-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-2, Class D                                                                               | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |       187000 | PA      | $203606.90      | 0.00%             | 2055-09-12      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Discover Bank                                                                    | Discover Bank                                                                                                          | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |       600000 | PA      | $561988.09      | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 3-R Ltd.                                                   | Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class B                                                               | CUSIP: 03330AAC6<br>LEI: 549300V7DN3VJ8H1GE96 | Long             | ABS-CBDO         | CORP              | KY        |      9800000 | PA      | $9549792.28     | 0.03%             | 2031-01-28      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                  | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       100000 | PA      | $86804.30       | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| SURA Asset Management SA                                                         | SURA Asset Management SA                                                                                               | CUSIP: N/A<br>LEI: 549300013ETMS1C0EA22       | Long             | DBT              | CORP              | CO        |      4442000 | PA      | $4408685.00     | 0.01%             | 2024-04-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-31269.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -127090000 | PA      | $-1361791.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CCI Buyer, Inc.                                                                  | CCI Buyer, Inc., 1st Lien Term Loan                                                                                    | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |       992424 | PA      | $945780.31      | 0.00%             | 2027-12-17      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Finsbury Square plc                                                              | Finsbury Square plc, Series 2021-2X, Class D                                                                           | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |       200000 | PA      | $217350.83      | 0.00%             | 2071-12-16      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                           | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       800000 | PA      | $733934.50      | 0.00%             | 2052-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     12200000 | PA      | $-874589.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      6075000 | PA      | $5221765.89     | 0.01%             | 2031-09-01      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| New York State Urban Development Corp.                                           | New York State Urban Development Corp., Series 2020 E                                                                  | CUSIP: 650036DC7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      6360000 | PA      | $6276301.76     | 0.02%             | 2038-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-544582.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $197772.22      | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2007-OA1, Class 2A                            | CUSIP: 93935NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5525803 | PA      | $4373928.05     | 0.01%             | 2046-12-25      | Floating      | 2.77%                 | No            | 2                  | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                              | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |      1598000 | PA      | $1531038.61     | 0.00%             | 2025-09-17      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                       | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |      4560000 | PA      | $3709751.52     | 0.01%             | 2029-01-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Carnival Corp.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1000 | NC      | $30500.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     24000000 | PA      | $-423117.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association, Series 2021-31, Class IB                                                        | CUSIP: 3136BHXV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35429725 | PA      | $6920619.24     | 0.02%             | 2051-06-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                    | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      3240000 | PA      | $3324930.83     | 0.01%             | 2027-11-22      | Variable      | 9.38%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-D, Class A                                                                       | CUSIP: 009723AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54820308 | PA      | $49221005.57    | 0.13%             | 2060-03-25      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                          | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $73320.61       | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Marcel LUX IV SARL                                                               | Marcel LUX IV SARL, Facility Term Loan B1                                                                              | CUSIP: L6257FAB6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |       994845 | PA      | $974331.65      | 0.00%             | 2026-03-16      | Variable      | 7.66%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                                                  | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       200000 | PA      | $170059.29      | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2019-4, Class B1                                                                    | CUSIP: 92537KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $1089131.12     | 0.00%             | 2059-11-25      | Variable      | 3.86%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X4YM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7862 | PA      | $7502.80        | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2013-4A, Class CRR                                                                                | CUSIP: 67105HBE4<br>LEI: 254900OVGEI8FTD7PT85 | Long             | ABS-CBDO         | CORP              | KY        |     12000000 | PA      | $11434928.40    | 0.03%             | 2029-04-24      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR10, Class F                                                                 | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7000000 | PA      | $5720281.70     | 0.02%             | 2040-12-17      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Commercial Metals Co.                                                            | Commercial Metals Co.                                                                                                  | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     22119000 | PA      | $19572142.91    | 0.05%             | 2030-01-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Momentive Performance Materials, Inc.                                            | Momentive Performance Materials, Inc., 1st Lien Term Loan                                                              | CUSIP: 60877JAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992288 | PA      | $987951.63      | 0.00%             | 2024-05-15      | Variable      | 7.64%                 | No            | 2                  | On Loan: No      |
| Berry Global, Inc.                                                               | Berry Global, Inc.                                                                                                     | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      3127000 | PA      | $3010536.89     | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                                             | Banco de Sabadell SA                                                                                                   | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $953342.77      | 0.00%             | 2030-01-17      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | Banque Federative du Credit Mutuel SA                                                                                  | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |      6100000 | PA      | $6233163.98     | 0.02%             | 2033-02-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2020C                                                                            | CUSIP: 57582RA97<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     10000000 | PA      | $7483672.30     | 0.02%             | 2049-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Gracie Point International Funding                                               | Gracie Point International Funding, Series 2022-3A, Class A                                                            | CUSIP: 38411DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     13085000 | PA      | $13095691.75    | 0.03%             | 2024-11-01      | Floating      | 6.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities LLC                                                          | JPMorgan Securities LLC                                                                                                | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |      5359152 | PA      | $5359152.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| State of Washington                                                              | State of Washington, Series R-2022A                                                                                    | CUSIP: 93974ETS5<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |      4000000 | PA      | $4128596.20     | 0.01%             | 2036-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO XXXIII Ltd.                                                     | BlueMountain CLO XXXIII Ltd., Series 2021-33A, Class D                                                                 | CUSIP: 09630MAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1510000 | PA      | $1391148.81     | 0.00%             | 2034-11-20      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                              | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       800000 | PA      | $628017.80      | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Digicel International Finance Ltd.                                               | Digicel International Finance Ltd.                                                                                     | CUSIP: 25381XAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1933487 | PA      | $848679.95      | 0.00%             | 2026-12-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4620000 | PA      | $-986.01        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |      4279000 | PA      | $4175501.69     | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Hertz Corp.                                                                      | Hertz Corp. (The), Term Loan B                                                                                         | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |       834066 | PA      | $815875.13      | 0.00%             | 2028-06-30      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     13620000 | PA      | $24686.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Krung Thai Bank PCL                                                              | Krung Thai Bank PCL                                                                                                    | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | DBT              | CORP              | TH        |      1980000 | PA      | $1764427.50     | 0.00%             | 2026-03-25      | Variable      | 4.40%                 | No            | 2                  | On Loan: No      |
| Caresyntax, Inc.                                                                 | Caresyntax, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       767874 | PA      | $767874.00      | 0.00%             | 2024-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-135180.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                          | Loanpal Solar Loan Ltd., Series 2021-1GS, Class A                                                                      | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      9284013 | PA      | $7060650.53     | 0.02%             | 2048-01-20      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -200269268 | PA      | $-169530801.22  | -0.45%            | 2053-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                                                       | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1224726.96     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1000000 | PA      | $-36753.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| One Market Plaza Trust                                                           | One Market Plaza Trust, Series 2017-1MKT, Class XNCP                                                                   | CUSIP: 68245HAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30409800 | PA      | $80272.75       | 0.00%             | 2032-02-10      | Variable      | 0.09%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Corp.                                                               | Toyota Motor Corp.                                                                                                     | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |       177000 | PA      | $167742.52      | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2085771.83     | 0.01%             | 2024-06-13      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Avery Point IV CLO Ltd.                                                          | Avery Point IV CLO Ltd., Series 2014-1A, Class D                                                                       | CUSIP: 05363UAL7<br>LEI: 549300RWY6OWBAXCT467 | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3727335.38     | 0.01%             | 2026-04-25      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| Option Care Health, Inc.                                                         | Option Care Health, Inc., 1st Lien Term Loan                                                                           | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |       992481 | PA      | $984045.10      | 0.00%             | 2028-10-27      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3684000 | PA      | $2312912.64     | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     12200000 | PA      | $13320931.25    | 0.04%             | 2026-04-28      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| Colgate Energy Partners III LLC                                                  | Colgate Energy Partners III LLC                                                                                        | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |      1526000 | PA      | $1480280.69     | 0.00%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      3000000 | PA      | $-121646.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2022-A, Class D                                                                       | CUSIP: 054977AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       300000 | PA      | $244880.31      | 0.00%             | 2035-02-20      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Presidio Holdings, Inc.                                                          | Presidio Holdings, Inc., Term Loan                                                                                     | CUSIP: 74101YAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992366 | PA      | $971903.81      | 0.00%             | 2027-01-22      | Variable      | 7.92%                 | No            | 2                  | On Loan: No      |
| Montana Facility Finance Authority                                               | Montana Facility Finance Authority, Series 2021 A                                                                      | CUSIP: 61204MDP9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3000000 | PA      | $2041661.22     | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association, Series 2020-101, Class AI                                                       | CUSIP: 3136BDJQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15639712 | PA      | $2754516.19     | 0.01%             | 2051-01-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                                                    | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     11797000 | PA      | $10489715.68    | 0.03%             | 2027-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3131Y0KU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       260625 | PA      | $242263.42      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Park Hotels & Resorts, Inc.                                                      | Park Hotels & Resorts, Inc.                                                                                            | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |       362883 | NS      | $4278390.57     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co., Series XX                                                                                 | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       262000 | PA      | $222958.43      | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| SC Johnson & Son, Inc.                                                           | SC Johnson & Son, Inc.                                                                                                 | CUSIP: 78408LAB3<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1165280.23     | 0.00%             | 2024-09-30      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Sarcos Technology & Robotics                                                     | Sarcos Technology & Robotics                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5001793 | NS      | $2807506.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| County of Hennepin                                                               | County of Hennepin, Series 2019 B                                                                                      | CUSIP: 425507HR4<br>LEI: 254900YDNULMQREFAU43 | Long             | DBT              | MUN               | US        |     10000000 | PA      | $11060845.90    | 0.03%             | 2036-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series K                                                                               | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9351196.80     | 0.02%             | 2024-08-01      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                            | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9077780.80     | 0.02%             | 2032-08-08      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6259000 | PA      | $5023535.93     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2020-4A, Class B                                                               | CUSIP: 69701PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $7325994.75     | 0.02%             | 2028-11-25      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -1988333000 | PA      | $-10092845.16   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                                                                 | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |     11247000 | PA      | $8789867.91     | 0.02%             | 2024-12-18      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2688498 | PA      | $2563471.95     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OZLM VII Ltd.                                                                    | OZLM VII Ltd., Series 2014-7RA, Class A1R                                                                              | CUSIP: 67108WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     44479827 | PA      | $43927503.46    | 0.12%             | 2029-07-17      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| Citicorp Mortgage Securities Trust                                               | Citicorp Mortgage Securities Trust, Series 2007-9, Class 1A1                                                           | CUSIP: 17313VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3165340 | PA      | $2604254.90     | 0.01%             | 2037-12-25      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-LBA, Class GJV                                                                                   | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7678000 | PA      | $6655647.43     | 0.02%             | 2036-02-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| FirstKey Homes Trust                                                             | FirstKey Homes Trust, Series 2022-SFR1, Class E2                                                                       | CUSIP: 33768NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4194193.00     | 0.01%             | 2039-05-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SCIL IV LLC                                                                      | SCIL IV LLC                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      2347000 | PA      | $2381513.21     | 0.01%             | 2026-11-01      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| REXLot Holdings Ltd.                                                             | REXLot Holdings Ltd.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | BM        |      1102805 | PA      | $43975.43       | 0.00%             | 2017-04-28      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1570000 | PA      | $1498316.91     | 0.00%             | 2026-04-19      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ukraine                                                                          | Ukraine Government Bond                                                                                                | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      2568000 | PA      | $575874.00      | 0.00%             | 2025-09-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Hertz Corp.                                                                      | Hertz Corp. (The), Term Loan C                                                                                         | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |       159583 | PA      | $156102.62      | 0.00%             | 2028-06-30      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| GCT Commercial Mortgage Trust                                                    | GCT Commercial Mortgage Trust, Series 2021-GCT, Class D                                                                | CUSIP: 36167RAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       770000 | PA      | $584563.83      | 0.00%             | 2038-02-15      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority                                                                                   | CUSIP: 74526QVA7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      1530000 | PA      | $1131126.32     | 0.00%             | 2024-07-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                 | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2568000 | PA      | $1566480.00     | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Kingdom of Spain                                                                 | Kingdom of Spain                                                                                                       | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Short            | DBT              | NUSS              | ES        |    -40000000 | PA      | $-33350568.97   | -0.09%            | 2032-04-30      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust, Series 2019-C18, Class XA                                                               | CUSIP: 90278PBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70106879 | PA      | $3219230.75     | 0.01%             | 2052-12-15      | Variable      | 1.02%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                            | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       112000 | PA      | $105383.04      | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Connect Finco SARL                                                               | Connect Finco SARL                                                                                                     | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19380000 | PA      | $17960599.50    | 0.05%             | 2026-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                               | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      4400000 | PA      | $4386875.37     | 0.01%             | 2025-01-12      | Fixed         | 0.05%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 2 LLC                                                            | Signal Peak CLO 2 LLC, Series 2015-1A, Class CR2                                                                       | CUSIP: 56844XBL2<br>LEI: 549300SC4HK60KIV1S28 | Long             | ABS-CBDO         | CORP              | US        |     14000000 | PA      | $13435266.60    | 0.04%             | 2029-04-20      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co., Series XXX                                                                               | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     11650000 | PA      | $9954983.83     | 0.03%             | 2032-03-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Dryden 77 CLO Ltd.                                                               | Dryden 77 CLO Ltd., Series 2020-77A, Class XR                                                                          | CUSIP: 26252VAQ4<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |       218750 | PA      | $217502.34      | 0.00%             | 2034-05-20      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| Danaos Corp.                                                                     | Danaos Corp.                                                                                                           | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |      4300000 | PA      | $4128000.00     | 0.01%             | 2028-03-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ZF Europe Finance BV                                                             | ZF Europe Finance BV                                                                                                   | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      1900000 | PA      | $1673659.28     | 0.00%             | 2027-10-23      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Finsbury Square                                                                  | Finsbury Square, Series 2021-1GRX, Class C                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |      1045000 | PA      | $1174504.95     | 0.00%             | 2067-12-16      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2015-9A, Class BR2                                                                                | CUSIP: 67091YAY0<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |     10250000 | PA      | $9839595.13     | 0.03%             | 2033-01-15      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| KKR CLO 10 Ltd.                                                                  | KKR CLO 10 Ltd., Series 10, Class BR                                                                                   | CUSIP: 48250GAS9<br>LEI: 549300N7FISC1W1QKR21 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2938433.40     | 0.01%             | 2029-09-15      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                                                 | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       700000 | PA      | $484099.57      | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Mercia                                                                           | Mercia, Term Loan B1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      1645963 | PA      | $1969400.92     | 0.01%             | 2028-01-01      | Variable      | 4.52%                 | No            | 3                  | On Loan: No      |
| Golub Capital BDC 3 CLO LLC                                                      | Golub Capital BDC 3 CLO LLC, Series 2021-1A, Class C1                                                                  | CUSIP: 38177XAE4<br>LEI: 254900GKK16EMNSQ3D94 | Long             | ABS-CBDO         | CORP              | US        |      1750000 | PA      | $1600497.50     | 0.00%             | 2033-04-15      | Floating      | 6.88%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services NV                                                 | Volkswagen Financial Services NV                                                                                       | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |      2700000 | PA      | $3045785.83     | 0.01%             | 2024-12-03      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Alternative Loan Trust                                                  | JPMorgan Alternative Loan Trust, Series 2007-A2, Class 2A1                                                             | CUSIP: 466278AR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       882086 | PA      | $730832.65      | 0.00%             | 2037-05-25      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| Barclays Mortgage Trust                                                          | Barclays Mortgage Trust, Series 2022-RPL1, Class A                                                                     | CUSIP: 06745CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32345926 | PA      | $29957622.35    | 0.08%             | 2028-02-25      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| CarVal CLO I Ltd.                                                                | CarVal CLO I Ltd., Series 2018-1A, Class D                                                                             | CUSIP: 146865AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1455000 | PA      | $1344075.75     | 0.00%             | 2031-07-16      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140H1V98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        20921 | PA      | $19905.72       | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -54848000 | PA      | $-19591.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2017-2A, Class AR                                                                            | CUSIP: 12550YAN4<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      8947148 | PA      | $8838321.67     | 0.02%             | 2030-04-20      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2019-UK2, Class B                                                                                | CUSIP: N/A<br>LEI: 635400MVGOJYIFWRO524       | Long             | ABS-MBS          | CORP              | IE        |      3361272 | PA      | $3889200.12     | 0.01%             | 2029-11-17      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Fair Oaks Loan Funding I DAC                                                     | Fair Oaks Loan Funding I DAC, Series 1X, Class AR                                                                      | CUSIP: N/A<br>LEI: 635400GX6HQAODBDUR26       | Long             | ABS-CBDO         | CORP              | IE        |      5000000 | PA      | $5137586.77     | 0.01%             | 2034-04-15      | Floating      | 2.23%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-247357.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J&J Ventures Gaming LLC                                                          | J&J Ventures Gaming LLC, Term Loan                                                                                     | CUSIP: 46604BAB4<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |      7991078 | PA      | $7631479.18     | 0.02%             | 2028-04-26      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Massachusetts School Building Authority                                          | Massachusetts School Building Authority, Series 2019B                                                                  | CUSIP: 576000XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      9240000 | PA      | $7701768.23     | 0.02%             | 2032-10-15      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                 | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       753000 | PA      | $723264.03      | 0.00%             | 2027-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2022-A, Class E                                                                       | CUSIP: 054977AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       600000 | PA      | $476031.00      | 0.00%             | 2035-02-20      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133A2JK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       239492 | PA      | $231296.71      | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Herens Holdco SARL                                                               | Herens Holdco SARL, Facility Term Loan B                                                                               | CUSIP: L4780EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      6600000 | PA      | $6374510.48     | 0.02%             | 2028-07-03      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140JKKX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15500 | PA      | $14784.10       | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       147000 | NS      | $7347060.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      6210000 | PA      | $529004.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2018-CX12, Class C                                                             | CUSIP: 12595XAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1586000 | PA      | $1317873.69     | 0.00%             | 2051-08-15      | Variable      | 4.74%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     26320000 | PA      | $22460.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Resuritization Trust                            | CWHEQ Revolving Home Equity Loan Resuritization Trust, Series 2006-RES, Class 4Q1B                                     | CUSIP: 23242YAT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        15913 | PA      | $15966.39       | 0.00%             | 2033-12-15      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2019-UK2, Class C                                                                                | CUSIP: N/A<br>LEI: 635400MVGOJYIFWRO524       | Long             | ABS-MBS          | CORP              | IE        |      2077618 | PA      | $2386302.87     | 0.01%             | 2029-11-17      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2750000 | PA      | $-83021.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TruGreen Ltd. Partnership                                                        | TruGreen Ltd. Partnership, 1st Lien Term Loan                                                                          | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |       992405 | PA      | $878903.68      | 0.00%             | 2027-11-02      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   1231679200 | PA      | $-15936.29      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     20014000 | PA      | $1223256.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     20840000 | PA      | $-499824.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Anchorage Capital Europe CLO 2 DAC                                               | Anchorage Capital Europe CLO 2 DAC, Series 2A, Class B1R                                                               | CUSIP: N/A<br>LEI: 635400HYNZWTWNENDW97       | Long             | ABS-CBDO         | CORP              | IE        |      2563000 | PA      | $2552258.79     | 0.01%             | 2034-04-15      | Floating      | 2.98%                 | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       300000 | PA      | $304733.06      | 0.00%             | 2029-11-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK4X, Class A                                                                               | CUSIP: N/A<br>LEI: 6354001CXJE7XMMVG324       | Long             | ABS-MBS          | CORP              | IE        |      2090148 | PA      | $2402347.15     | 0.01%             | 2031-08-17      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR1, Class F                                                                  | CUSIP: 74331FAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5100000 | PA      | $4288139.16     | 0.01%             | 2038-04-17      | Fixed         | 2.76%                 | No            | 2                  | On Loan: No      |
| Voya Euro CLO I DAC                                                              | Voya Euro CLO I DAC, Series 1X, Class B1NE                                                                             | CUSIP: N/A<br>LEI: 635400EFYWXM2GM8RL10       | Long             | ABS-CBDO         | CORP              | IE        |       750000 | PA      | $764429.20      | 0.00%             | 2030-10-15      | Floating      | 2.53%                 | No            | 2                  | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                                                 | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       600000 | PA      | $459283.88      | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Wisconsin Health & Educational Facilities Authority                              | Wisconsin Health & Educational Facilities Authority, Series 2016 A                                                     | CUSIP: 97712DQV1<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |      6925000 | PA      | $7085182.87     | 0.02%             | 2039-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1000000 | PA      | $-24408.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                  | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      5724000 | PA      | $5653163.15     | 0.01%             | 2025-06-20      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| North Westerly VII ESG CLO DAC                                                   | North Westerly VII ESG CLO DAC, Series VII-X, Class E                                                                  | CUSIP: N/A<br>LEI: 6354007ZUE69EZFAZR52       | Long             | ABS-CBDO         | CORP              | IE        |       420000 | PA      | $360154.47      | 0.00%             | 2034-05-15      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2501537 | PA      | $2379893.90     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp.                                                                                                 | CUSIP: 69371RR99<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $11629844.28    | 0.03%             | 2025-08-11      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Nationwide Building Society                                                      | Nationwide Building Society                                                                                            | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $2050983.67     | 0.01%             | 2024-12-20      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Sprint Spectrum Co. LLC                                                          | Sprint Spectrum Co. LLC                                                                                                | CUSIP: 85208NAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4308750 | PA      | $4257952.25     | 0.01%             | 2025-03-20      | Fixed         | 4.74%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       100000 | PA      | $72168.52       | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Mortgage Acquisition Trust                                              | JPMorgan Mortgage Acquisition Trust, Series 2007-CH1, Class MF1                                                        | CUSIP: 46630LAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11109000 | PA      | $10914145.92    | 0.03%             | 2036-11-25      | Variable      | 6.29%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    619933329 | PA      | $543910446.11   | 1.44%             | 2053-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Green Plains Operating Co. LLC                                                   | Green Plains Operating Co. LLC, Term Loan                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     23920000 | PA      | $23592296.00    | 0.06%             | 2026-07-20      | Variable      | 8.83%                 | No            | 3                  | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                               | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       500000 | PA      | $486723.56      | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden AB                                              | Samhallsbyggnadsbolaget i Norden AB                                                                                    | CUSIP: N/A<br>LEI: 549300HX9MRFY47AH564       | Long             | DBT              | CORP              | SE        |       600000 | PA      | $473169.30      | 0.00%             | 2026-09-04      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Lululemon Athletica, Inc.                                                                                              | CUSIP: 00C7XFGV8<br>LEI: N/A                  | N/A              | DE               |  | US        |          250 | NC      | $41000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                                                  | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     13279000 | PA      | $13194386.08    | 0.03%             | 2023-06-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       100000 | PA      | $94953.31       | 0.00%             | 2033-07-25      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                                 | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       416000 | PA      | $409468.43      | 0.00%             | 2026-10-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                                                               | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      7731000 | PA      | $7791846.45     | 0.02%             | 2028-12-02      | Variable      | 5.35%                 | No            | 2                  | On Loan: No      |
| RCI Banque SA                                                                    | RCI Banque SA                                                                                                          | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      5275000 | PA      | $5605134.28     | 0.01%             | 2025-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Continuum Energy Levanter Pte. Ltd.                                              | Continuum Energy Levanter Pte. Ltd.                                                                                    | CUSIP: N/A<br>LEI: 254900MFSMO37F3WJ232       | Long             | DBT              | CORP              | SG        |       860108 | PA      | $776247.02      | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       750000 | PA      | $-19137.26      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2017-GPTX, Class A                                                          | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6110000 | PA      | $5682300.00     | 0.02%             | 2034-05-10      | Fixed         | 2.86%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                         | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      8300000 | PA      | $7315127.48     | 0.02%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                  | CUSIP: 00P9VVWD9<br>LEI: N/A                  | N/A              | DE               |  | US        |         8103 | NC      | $664446.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1430518300 | PA      | $-1077740.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class A1                                                                      | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46356328 | PA      | $39220220.94    | 0.10%             | 2060-12-25      | Variable      | 1.74%                 | No            | 2                  | On Loan: No      |
| Canada Square Funding plc                                                        | Canada Square Funding plc, Series 6, Class D                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       178000 | PA      | $191984.52      | 0.00%             | 2059-01-17      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| Markel Corp.                                                                     | Markel Corp.                                                                                                           | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92076.64       | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000000 | PA      | $233054296.20   | 0.62%             | 2028-10-31      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Newgate Funding plc                                                              | Newgate Funding plc, Series 2006-1, Class BB                                                                           | CUSIP: N/A<br>LEI: 2138006KF4KS6D5P1697       | Long             | ABS-MBS          | CORP              | GB        |      1076176 | PA      | $1013684.59     | 0.00%             | 2050-12-01      | Floating      | 2.26%                 | No            | 2                  | On Loan: No      |
| Verisure Holding AB                                                              | Verisure Holding AB                                                                                                    | CUSIP: N/A<br>LEI: 549300VQQCWGISM3N408       | Long             | DBT              | CORP              | SE        |      1230000 | PA      | $1375099.75     | 0.00%             | 2027-10-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | Empresa Nacional del Petroleo                                                                                          | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | NUSS              | CL        |     12397000 | PA      | $11609015.69    | 0.03%             | 2026-08-05      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| County of Anne Arundel                                                           | County of Anne Arundel, Series 2022                                                                                    | CUSIP: 03588H3Q7<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |      1560000 | PA      | $1827629.53     | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BANK                                                                             | BANK, Series 2019-BN20, Class XB                                                                                       | CUSIP: 06540AAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86048000 | PA      | $1779963.11     | 0.00%             | 2062-09-15      | Variable      | 0.37%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                           | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     10032000 | PA      | $9777282.91     | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| PHH Mortgage Corp.                                                               | PHH Mortgage Corp.                                                                                                     | CUSIP: 69356NAA2<br>LEI: PAOOWF3GUFM46FBSP561 | Short            | DBT              | CORP              | US        |     -7985000 | PA      | $-7093349.70    | -0.02%            | 2026-03-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Next Group plc                                                                   | Next Group plc                                                                                                         | CUSIP: N/A<br>LEI: 213800O8TRZCFJ9R5760       | Short            | DBT              | CORP              | GB        |     -1700000 | PA      | $-1804466.44    | -0.00%            | 2028-05-18      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                            | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       700000 | PA      | $644528.75      | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     50297900 | PA      | $-294317.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| College Avenue Student Loans LLC                                                 | College Avenue Student Loans LLC, Series 2021-A, Class B                                                               | CUSIP: 19424KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6857323 | PA      | $6014879.26     | 0.02%             | 2051-07-25      | Fixed         | 2.32%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | FTSE 100 Index                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |           32 | NC      | $-29092.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                   | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       100000 | PA      | $79759.55       | 0.00%             | 2050-04-03      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                                | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      7500000 | PA      | $34783696.41    | 0.09%             | 2026-03-05      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4175000 | PA      | $3885687.74     | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2014-7A, Class B2RR                                                                               | CUSIP: 67107KBH8<br>LEI: 254900NUK1R46EK6YF62 | Long             | ABS-CBDO         | CORP              | KY        |      3830000 | PA      | $3441921.42     | 0.01%             | 2029-07-20      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                               | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       900000 | PA      | $858405.30      | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 2 Year Note                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        48360 | NC      | $-7715737.21    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AXFH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2991532 | PA      | $2666338.27     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TML Holdings Pte. Ltd.                                                           | TML Holdings Pte. Ltd.                                                                                                 | CUSIP: N/A<br>LEI: 254900EBGMM47QH02V57       | Long             | DBT              | CORP              | SG        |       799000 | PA      | $713507.00      | 0.00%             | 2026-06-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Tele Columbus AG                                                                 | Tele Columbus AG, Facility Term Loan A3                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      3100000 | PA      | $2737675.88     | 0.01%             | 2024-10-15      | Variable      | 5.36%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2013-1A, Class A2R                                                                           | CUSIP: 12549AAN0<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1215944.13     | 0.00%             | 2030-07-16      | Floating      | 5.83%                 | No            | 2                  | On Loan: No      |
| Aroundtown SA                                                                    | Aroundtown SA                                                                                                          | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      4400000 | PA      | $2178978.05     | 0.01%             | 2024-09-23      | Variable      | 3.38%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      5000000 | PA      | $4863437.50     | 0.01%             | 2025-10-16      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -42197000 | PA      | $-228602.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-18980.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| District of Columbia                                                             | District of Columbia, Series 2015                                                                                      | CUSIP: 254764JY0<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |      3280000 | PA      | $3416492.90     | 0.01%             | 2034-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 2A1                                                            | CUSIP: 68402VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13292526 | PA      | $11102207.11    | 0.03%             | 2037-01-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                                               | Telecom Italia SpA                                                                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      3000000 | PA      | $3594389.69     | 0.01%             | 2023-05-19      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                                                   | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      4215000 | PA      | $3795958.65     | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1000 | NC      | $-140000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2019-1A, Class AR                                                                                | CUSIP: 92917NAJ7<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |      3300000 | PA      | $3248460.93     | 0.01%             | 2031-04-15      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                                                             | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |       317619 | NS      | $13819602.69    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                             | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     11534000 | PA      | $10394406.20    | 0.03%             | 2026-03-25      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Regatta XIV Funding Ltd.                                                         | Regatta XIV Funding Ltd., Series 2018-3A, Class A                                                                      | CUSIP: 75888MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1400000 | PA      | $1373808.52     | 0.00%             | 2031-10-25      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Jabil, Inc.                                                                      | Jabil, Inc.                                                                                                            | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93096.73       | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      8171000 | PA      | $7792881.50     | 0.02%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Chesapeake Energy Corp.                                                          | Chesapeake Energy Corp.                                                                                                | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      1968000 | PA      | $1899070.82     | 0.01%             | 2026-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HarborView Mortgage Loan Trust                                                   | HarborView Mortgage Loan Trust, Series 2007-4, Class 2A2                                                               | CUSIP: 41164YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1171899 | PA      | $1022186.63     | 0.00%             | 2047-07-19      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| WMG Acquisition Corp.                                                            | WMG Acquisition Corp.                                                                                                  | CUSIP: N/A<br>LEI: 549300NAS11NXI33CP80       | Long             | DBT              | CORP              | US        |      2330000 | PA      | $1948279.16     | 0.01%             | 2031-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2021-B, Class D                                                                       | CUSIP: 08862BAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       175000 | PA      | $133943.36      | 0.00%             | 2034-10-17      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-94766.39      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| City of Los Angeles Department of Airports                                       | City of Los Angeles Department of Airports, Series 2018 D                                                              | CUSIP: 544445GY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      9230000 | PA      | $9481881.44     | 0.03%             | 2048-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Nationstar Home Equity Loan Trust                                                | Nationstar Home Equity Loan Trust, Series 2007-B, Class M1                                                             | CUSIP: 63860LAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5455000 | PA      | $4900492.16     | 0.01%             | 2037-04-25      | Floating      | 4.80%                 | No            | 2                  | On Loan: No      |
| Greystone CRE Notes Ltd.                                                         | Greystone CRE Notes Ltd., Series 2021-FL3, Class A                                                                     | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3229500 | PA      | $3075011.38     | 0.01%             | 2039-07-15      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1674000 | PA      | $-156995.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     53425509 | PA      | $4074489.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury Long Bond                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2380 | NC      | $7182275.37     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2020-C, Class A                                                                       | CUSIP: 00969HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1786866 | PA      | $1709401.72     | 0.00%             | 2060-09-27      | Variable      | 2.25%                 | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2021-2A, Class C                                                                        | CUSIP: 52604DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1950000 | PA      | $1478304.56     | 0.00%             | 2032-04-20      | Fixed         | 3.09%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DV6M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        13086 | PA      | $12389.04       | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Str Sub, Inc.                                                                    | Str Sub, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 549300OILIONON7XK623       | Long             | DBT              | CORP              | US        |     55947000 | PA      | $54900791.10    | 0.15%             | 2026-09-21      | Floating      | 8.50%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -1990697035 | PA      | $-143.19        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     12810000 | PA      | $-90076.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust                                                      | Legacy Mortgage Asset Trust, Series 2020-SL1, Class A                                                                  | CUSIP: 52475KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1828516 | PA      | $1785150.10     | 0.00%             | 2060-01-25      | Variable      | 2.73%                 | No            | 2                  | On Loan: No      |
| MSCG Trust                                                                       | MSCG Trust, Series 2018-SELF, Class F                                                                                  | CUSIP: 55358PAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1425640 | PA      | $1327737.77     | 0.00%             | 2037-10-15      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| REC Ltd.                                                                         | REC Ltd.                                                                                                               | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | DBT              | CORP              | IN        |      1000000 | PA      | $918312.50      | 0.00%             | 2027-07-07      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                        | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       200000 | PA      | $171469.31      | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                  | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       100000 | PA      | $85736.90       | 0.00%             | 2034-07-24      | Variable      | 4.11%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2015-1A, Class BRR                                                                           | CUSIP: 12548MBG9<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $387343.64      | 0.00%             | 2031-01-22      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       100000 | PA      | $83227.76       | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Contra Costa Community College District                                          | Contra Costa Community College District, Series 2010B                                                                  | CUSIP: 212204FA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3205000 | PA      | $3559389.54     | 0.01%             | 2034-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2014-R2, Class 1C                                                                | CUSIP: 05968KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9473881 | PA      | $2415556.41     | 0.01%             | 2036-11-26      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-748456.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                                                                 | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      2300000 | PA      | $2001000.00     | 0.01%             | 2023-12-11      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| RALI Trust                                                                       | RALI Trust, Series 2007-QH9, Class A1                                                                                  | CUSIP: 749241AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       600490 | PA      | $485408.22      | 0.00%             | 2037-11-25      | Variable      | 3.48%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XLIX Ltd.                                                   | Madison Park Funding XLIX Ltd., Series 2021-49A, Class E                                                               | CUSIP: 55821QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2458916.08     | 0.01%             | 2034-10-19      | Floating      | 10.48%                | No            | 2                  | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                                                      | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         3606 | NS      | $863853.36      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3131Y2BC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        12053 | PA      | $11492.07       | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                        | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       100000 | PA      | $83073.72       | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Stratus CLO Ltd.                                                                 | Stratus CLO Ltd., Series 2021-1A, Class SUB                                                                            | CUSIP: 863171AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2820000 | PA      | $1101435.60     | 0.00%             | 2029-12-29      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Rockford Tower Europe CLO DAC                                                    | Rockford Tower Europe CLO DAC, Series 2018-1X, Class C                                                                 | CUSIP: N/A<br>LEI: 635400J1BXSISHD5XN53       | Long             | ABS-CBDO         | CORP              | IE        |      1640000 | PA      | $1657937.82     | 0.00%             | 2031-12-20      | Floating      | 4.52%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Euro-Buxl                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -688 | NC      | $15533411.61    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| New Jersey Educational Facilities Authority                                      | New Jersey Educational Facilities Authority, Series 2021B                                                              | CUSIP: 646067BG2<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |      5000000 | PA      | $5835564.05     | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Yango Justice International Ltd.                                                 | Yango Justice International Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |      1150000 | PA      | $17250.00       | 0.00%             | 2024-09-04      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                                                               | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      1647000 | PA      | $1283148.93     | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| State of New York Mortgage Agency                                                | State of New York Mortgage Agency, Series 2014-189                                                                     | CUSIP: 649883D85<br>LEI: 549300ZQWNLLIG564027 | Long             | DBT              | MUN               | US        |       310000 | PA      | $309777.47      | 0.00%             | 2034-10-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class D                                                           | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |      1045316 | PA      | $974587.99      | 0.00%             | 2033-08-17      | Floating      | 3.70%                 | No            | 2                  | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                                                          | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | NUSS              | IE        |      4396000 | PA      | $4315520.52     | 0.01%             | 2024-10-09      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                            | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       200000 | PA      | $168867.87      | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2138561 | PA      | $-42238.76      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DS Parent, Inc.                                                                  | DS Parent, Inc., Term Loan B                                                                                           | CUSIP: 23344YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9626350 | PA      | $9149075.57     | 0.02%             | 2028-12-10      | Variable      | 9.92%                 | No            | 2                  | On Loan: No      |
| Yango Justice International Ltd.                                                 | Yango Justice International Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |      1207000 | PA      | $24140.00       | 0.00%             | 2022-09-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                                                             | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       200000 | PA      | $182087.63      | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-134214.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ABEILLE VIE SA d'Assurances Vie et de Capitalisation SA                          | ABEILLE VIE SA d'Assurances Vie et de Capitalisation SA                                                                | CUSIP: N/A<br>LEI: 969500JEKMZT5J60K945       | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5122328.04     | 0.01%             | 2033-09-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     54985000 | PA      | $52509951.40    | 0.14%             | 2028-04-26      | Variable      | 4.32%                 | No            | 2                  | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                                                         | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |       269000 | PA      | $266441.68      | 0.00%             | 2024-04-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Aroundtown SA                                                                    | Aroundtown SA                                                                                                          | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      6200000 | PA      | $4373307.19     | 0.01%             | 2027-04-15      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $143352.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                   | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     15244000 | PA      | $15047236.55    | 0.04%             | 2029-01-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Polaris plc                                                                      | Polaris plc, Series 2022-1, Class E                                                                                    | CUSIP: N/A<br>LEI: 6354005CHPSGN94O7F86       | Long             | ABS-MBS          | CORP              | GB        |       538000 | PA      | $600052.33      | 0.00%             | 2059-10-23      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| European Union                                                                   | European Union, Series NGEU                                                                                            | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | BE        |     12897000 | PA      | $7507205.72     | 0.02%             | 2051-07-06      | Fixed         | 0.70%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      9607612 | PA      | $-100563.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                 | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       267000 | PA      | $232675.90      | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Enel Finance International NV                                                    | Enel Finance International NV                                                                                          | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     18880000 | PA      | $19974759.95    | 0.05%             | 2029-03-09      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RMF Buyout Issuance Trust                                                        | RMF Buyout Issuance Trust, Series 2021-HB1, Class M6                                                                   | CUSIP: 74969TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3991852 | PA      | $2733620.18     | 0.01%             | 2031-11-25      | Variable      | 6.00%                 | No            | 3                  | On Loan: No      |
| Gracie Point International Funding                                               | Gracie Point International Funding, Series 2021-1A, Class B                                                            | CUSIP: 38411EAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      1320000 | PA      | $1315493.65     | 0.00%             | 2023-11-01      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $24038.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     34439698 | PA      | $-1525224.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                          | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      3219000 | PA      | $2005024.20     | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Euro-Bund                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           33 | NC      | $-56990.38      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      5600000 | PA      | $5425040.60     | 0.01%             | 2026-06-22      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class XC                                         | CUSIP: 46590RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37589000 | PA      | $835915.46      | 0.00%             | 2049-08-15      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| Minejesa Capital BV                                                              | Minejesa Capital BV                                                                                                    | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |      2000000 | PA      | $1740220.00     | 0.00%             | 2030-08-10      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HPS Loan Management Ltd.                                                         | HPS Loan Management Ltd., Series 6A-2015, Class A1R                                                                    | CUSIP: 40436KAC9<br>LEI: 549300OYG05TXUTUVD98 | Long             | ABS-CBDO         | CORP              | KY        |     10821046 | PA      | $10698826.81    | 0.03%             | 2031-02-05      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Cullinan Holdco SCSP                                                             | Cullinan Holdco SCSP                                                                                                   | CUSIP: N/A<br>LEI: 549300F81ZP47K818173       | Long             | DBT              | CORP              | LU        |      7001000 | PA      | $6544058.21     | 0.02%             | 2026-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO VIII Ltd.                                            | Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR                                                      | CUSIP: 08180XAN2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |      3640000 | PA      | $3588934.08     | 0.01%             | 2031-01-20      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-L1, Class A3                                                               | CUSIP: 61691QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       950000 | PA      | $888853.44      | 0.00%             | 2051-10-15      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     51470000 | PA      | $132323.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    144685977 | PA      | $3684538.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2020-1, Class D                                                                       | CUSIP: N/A<br>LEI: 6354008YXSM4DT8B8S69       | Long             | ABS-MBS          | CORP              | GB        |       119000 | PA      | $143677.88      | 0.00%             | 2063-09-20      | Floating      | 6.88%                 | No            | 2                  | On Loan: No      |
| Arm Master Trust LLC                                                             | Arm Master Trust LLC, Series 2021-T1, Class A                                                                          | CUSIP: 04206RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3429000 | PA      | $3158851.04     | 0.01%             | 2027-11-15      | Fixed         | 2.43%                 | No            | 2                  | On Loan: No      |
| ADLER Group SA                                                                   | ADLER Group SA                                                                                                         | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |     17900000 | PA      | $7779388.33     | 0.02%             | 2025-08-05      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                                                   | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |       120000 | NS      | $2948400.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       309125 | PA      | $-6200.39       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Chesapeake Energy Corp.                                                          | Chesapeake Energy Corp.                                                                                                | CUSIP: 165ESCAE4<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      4795000 | PA      | $0.48           | 0.00%             | 2026-06-15      | Fixed         | 5.38%                 | No            | 3                  | On Loan: No      |
| Madison Park Funding XXIX Ltd.                                                   | Madison Park Funding XXIX Ltd., Series 2018-29A, Class E                                                               | CUSIP: 55820EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1578532.55     | 0.00%             | 2030-10-18      | Floating      | 9.89%                 | No            | 2                  | On Loan: No      |
| TICP CLO I-2 Ltd.                                                                | TICP CLO I-2 Ltd., Series 2018-IA, Class A1                                                                            | CUSIP: 87248VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     19172569 | PA      | $19055836.56    | 0.05%             | 2028-04-26      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| FLYR, Inc.                                                                       | FLYR, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 254900L455D7HKO4YW76       | Long             | DBT              | CORP              | US        |     11894000 | PA      | $11001950.00    | 0.03%             | 2027-01-20      | Fixed         | 7.74%                 | No            | 3                  | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                               | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     47800000 | PA      | $45801163.89    | 0.12%             | 2079-11-12      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                      | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     12265000 | PA      | $8194724.96     | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                                                            | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      5244000 | PA      | $4995026.31     | 0.01%             | 2028-08-04      | Variable      | 4.44%                 | No            | 2                  | On Loan: No      |
| XPO, Inc.                                                                        | XPO, Inc.                                                                                                              | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |        20000 | NS      | $665800.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      4052000 | PA      | $4141735.36     | 0.01%             | 2025-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp. STACR REMIC Trust                               | Federal Home Loan Mortgage Corp. STACR REMIC Trust, Series 2021-DNA5, Class B2                                         | CUSIP: 35564KJB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5203579 | PA      | $4047912.50     | 0.01%             | 2034-01-25      | Floating      | 9.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     20000000 | PA      | $109402.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 1A1                             | CUSIP: 939344AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2790376 | PA      | $2549249.37     | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -57000000 | PA      | $-1940935.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Veolia Environnement SA                                                          | Veolia Environnement SA                                                                                                | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | CORP              | FR        |     11500000 | PA      | $11931021.61    | 0.03%             | 2024-01-19      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| ServiceNow, Inc.                                                                 | ServiceNow, Inc.                                                                                                       | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |         5700 | NS      | $2213139.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                  | CUSIP: N/A<br>LEI: 5493003STKEZ2S0RNU91       | Long             | DBT              | CORP              | US        |      2985000 | PA      | $3443220.05     | 0.01%             | 2027-07-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                             | U.K. Treasury Bonds                                                                                                    | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     33536000 | PA      | $37245794.60    | 0.10%             | 2045-01-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Puma International Financing SA                                                  | Puma International Financing SA                                                                                        | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |     10424000 | PA      | $9642200.00     | 0.03%             | 2024-10-06      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        21368 | PA      | $20242.30       | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $747623.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $81869.01       | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                                                                | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       800000 | PA      | $622231.45      | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                                            | Avantor Funding, Inc.                                                                                                  | CUSIP: N/A<br>LEI: 5493003VM0XB4U8YD238       | Long             | DBT              | CORP              | US        |      4481000 | PA      | $4508904.45     | 0.01%             | 2025-11-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |      1114000 | PA      | $1076959.50     | 0.00%             | 2026-01-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |     15900000 | PA      | $12722565.86    | 0.03%             | 2029-02-12      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                                           | GSAA Home Equity Trust, Series 2007-2, Class AF3                                                                       | CUSIP: 3622EUAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1468666 | PA      | $299508.01      | 0.00%             | 2037-03-25      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-544582.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Challenger                                                                       | Challenger, Term Loan                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |     35469996 | PA      | $37258839.50    | 0.10%             | 2028-01-01      | Variable      | 2.75%                 | No            | 3                  | On Loan: No      |
| Aqueduct European CLO 2 DAC                                                      | Aqueduct European CLO 2 DAC, Series 2017-2X, Class E                                                                   | CUSIP: N/A<br>LEI: 635400NHJN6HCPE9UC07       | Long             | ABS-CBDO         | CORP              | IE        |       534000 | PA      | $475760.60      | 0.00%             | 2030-10-15      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| Zero Mass Water, Inc., Series C-1                                                | Zero Mass Water, Inc., Series C-1                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       396483 | NS      | $10617814.74    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XFHV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5638782 | PA      | $5011987.30     | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                       | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       184000 | PA      | $182591.12      | 0.00%             | 2025-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     26930000 | PA      | $-39603.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Independence Plaza Trust                                                         | Independence Plaza Trust, Series 2018-INDP, Class B                                                                    | CUSIP: 45378YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1220000 | PA      | $1138994.20     | 0.00%             | 2035-07-10      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| Vaca Morada                                                                      | Vaca Morada, Term Loan                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     31176000 | PA      | $31098059.98    | 0.08%             | 2028-01-01      | Variable      | 3.00%                 | No            | 3                  | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de CV                                                                                                        | CUSIP: N/A<br>LEI: 5493000XJLJ6C4T0PG82       | Long             | DBT              | CORP              | MX        |      7000000 | PA      | $6916000.00     | 0.02%             | 2024-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                                                        | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      4650000 | PA      | $4552431.61     | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc., Term Loan B                                                                                            | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |       855556 | PA      | $845827.89      | 0.00%             | 2026-09-13      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC, Series N                                                                                     | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       200000 | PA      | $126818.22      | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Buttermilk Park CLO Ltd.                                                         | Buttermilk Park CLO Ltd., Series 2018-1A, Class D                                                                      | CUSIP: 124166AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       875000 | PA      | $773328.76      | 0.00%             | 2031-10-15      | Floating      | 7.18%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     14560000 | PA      | $-1656904.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Shelf Drilling Holdings Ltd.                                                     | Shelf Drilling Holdings Ltd.                                                                                           | CUSIP: 822538AG9<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |       793000 | PA      | $775157.50      | 0.00%             | 2024-11-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Lightning eMotors, Inc.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       375043 | NS      | $27805.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco de Sabadell SA                                                             | Banco de Sabadell SA                                                                                                   | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |      5500000 | PA      | $5110328.30     | 0.01%             | 2031-04-15      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                        | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      8300000 | PA      | $8024772.00     | 0.02%             | 2029-06-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | S&P 500 Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |        18712 | NC      | $172150.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                            | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92331.86       | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DMY74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19352401 | PA      | $17152311.22    | 0.05%             | 2051-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    265000000 | PA      | $-1645536.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                       | BAMLL Commercial Mortgage Securities Trust, Series 2016-SS1, Class XA                                                  | CUSIP: 05525JAC7<br>LEI: 5493002AJGYQZUG0NT80 | Long             | ABS-MBS          | CORP              | US        |     19140000 | PA      | $265935.95      | 0.00%             | 2035-12-15      | Variable      | 0.56%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2016-GC37, Class C                                                         | CUSIP: 17290XAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2110000 | PA      | $1898399.92     | 0.01%             | 2049-04-10      | Variable      | 4.91%                 | No            | 2                  | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                       | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3720000 | PA      | $4513969.90     | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133KMTL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2086368 | PA      | $1963129.60     | 0.01%             | 2051-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KeyCorp Student Loan Trust                                                       | KeyCorp Student Loan Trust, Series 2005-A, Class 2C                                                                    | CUSIP: 493268CL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14571964 | PA      | $13635450.36    | 0.04%             | 2038-12-27      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    123968000 | PA      | $-1769687.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $344691.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     73000000 | PA      | $-497060.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1719500 | PA      | $-152415.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                                                    | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96235.93       | 0.00%             | 2025-04-14      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA14, Class 1A1                                                                    | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10167666 | PA      | $7738867.73     | 0.02%             | 2046-11-25      | Floating      | 3.78%                 | No            | 2                  | On Loan: No      |
| Oregon School Boards Association                                                 | Oregon School Boards Association, Series 2005A                                                                         | CUSIP: 686053GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3046319 | PA      | $3029861.11     | 0.01%             | 2028-06-30      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Faurecia SE                                                                      | Faurecia SE                                                                                                            | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      5150000 | PA      | $5548154.66     | 0.01%             | 2026-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                   | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     24344000 | PA      | $24295312.00    | 0.06%             | 2033-04-20      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                                                               | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      5314000 | PA      | $5116573.32     | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Marble Point CLO XXIII Ltd.                                                      | Marble Point CLO XXIII Ltd., Series 2021-4A, Class D1                                                                  | CUSIP: 56607TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $455616.40      | 0.00%             | 2035-01-22      | Floating      | 7.97%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXII Ltd.                                                   | Madison Park Funding XXII Ltd., Series 2016-22A, Class A1R                                                             | CUSIP: 55819XAY8<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | KY        |      3600000 | PA      | $3506451.48     | 0.01%             | 2033-01-15      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                                 | Unique Pub Finance Co. plc (The), Series N                                                                             | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | DBT              | CORP              | GB        |      7605000 | PA      | $9194537.87     | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | No            | 2                  | On Loan: No      |
| Seasoned Loans Structured Transaction Trust                                      | Seasoned Loans Structured Transaction Trust, Series 2020-2, Class M1                                                   | CUSIP: 35564CGD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24921815 | PA      | $23563937.45    | 0.06%             | 2060-09-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Hilton Washington Dupont Hotel                                                   | Hilton Washington Dupont Hotel, Term Loan                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     30684269 | PA      | $28880819.49    | 0.08%             | 2100-12-31      | Variable      | 3.50%                 | No            | 3                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2020-185, Class MI                                                    | CUSIP: 38382LV57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31497331 | PA      | $4255856.44     | 0.01%             | 2050-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM Trust, Series 2022-AFC2, Class A1                                                                                | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14558779 | PA      | $14276283.35    | 0.04%             | 2057-08-25      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                       | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     16400000 | PA      | $16277332.26    | 0.04%             | 2029-12-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140L5R65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       776317 | PA      | $715655.73      | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio, Inc.                                                            | Sirius XM Radio, Inc.                                                                                                  | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      1302000 | PA      | $1203518.15     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/JPY One-touch barrier option; Barrier price USD 125.00000                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      3021000 | PA      | $1161340.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Quatrim SASU                                                                     | Quatrim SASU                                                                                                           | CUSIP: N/A<br>LEI: 9695009HF8DZ2EWJAN45       | Long             | DBT              | CORP              | FR        |       969000 | PA      | $1011305.36     | 0.00%             | 2024-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| College Avenue Student Loans LLC                                                 | College Avenue Student Loans LLC, Series 2021-A, Class C                                                               | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1562000 | PA      | $1401372.82     | 0.00%             | 2051-07-25      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust, Series 2007-3, Class 2AA1                                                                      | CUSIP: 81744MAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1663241 | PA      | $1328494.16     | 0.00%             | 2037-07-20      | Variable      | 3.19%                 | No            | 2                  | On Loan: No      |
| FCT Pixel                                                                        | FCT Pixel, Series 2021-1, Class D                                                                                      | CUSIP: N/A<br>LEI: 549300YL2EZ0WMNNP528       | Long             | ABS-O            | CORP              | FR        |       300000 | PA      | $307875.66      | 0.00%             | 2038-02-25      | Floating      | 2.22%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       200000 | PA      | $169902.98      | 0.00%             | 2038-04-24      | Variable      | 4.24%                 | No            | 2                  | On Loan: No      |
| Huntington National Bank (The)                                                   | Huntington National Bank (The)                                                                                         | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |      2075000 | PA      | $2090840.09     | 0.01%             | 2030-01-10      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Chobani LLC                                                                      | Chobani LLC, Term Loan                                                                                                 | CUSIP: 17026YAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992386 | PA      | $970880.79      | 0.00%             | 2027-10-25      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Empresas Publicas de Medellin ESP                                                | Empresas Publicas de Medellin ESP                                                                                      | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | NUSS              | CO        |      3156000 | PA      | $2499749.25     | 0.01%             | 2029-07-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Tarkett Participation                                                            | Tarkett Participation, Facility Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |      1887536 | PA      | $1699392.84     | 0.00%             | 2028-04-21      | Variable      | 6.43%                 | No            | 2                  | On Loan: No      |
| China SCE Group Holdings Ltd.                                                    | China SCE Group Holdings Ltd.                                                                                          | CUSIP: N/A<br>LEI: 549300Q8UEI2ERAP6P49       | Long             | DBT              | CORP              | KY        |      1083000 | PA      | $448091.25      | 0.00%             | 2025-05-02      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal Republic of Nigeria                                                      | Federal Republic of Nigeria                                                                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      1712000 | PA      | $1284000.00     | 0.00%             | 2032-02-16      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                            | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |       298000 | PA      | $242889.96      | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Invesco Euro CLO III DAC                                                         | Invesco Euro CLO III DAC, Series 3X, Class B1                                                                          | CUSIP: N/A<br>LEI: 549300UGKXS54R7N7T14       | Long             | ABS-CBDO         | CORP              | IE        |       450000 | PA      | $453780.23      | 0.00%             | 2032-07-15      | Floating      | 3.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     79168500 | PA      | $455366.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GCAT Trust                                                                       | GCAT Trust, Series 2020-NQM2, Class B1                                                                                 | CUSIP: 36166RAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4430000 | PA      | $3670675.41     | 0.01%             | 2065-04-25      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     15846239 | PA      | $2455988.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                      | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      9489000 | PA      | $8907931.41     | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       500000 | PA      | $444515.00      | 0.00%             | 2026-10-24      | Variable      | 1.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    158725000 | PA      | $63860.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -50000000 | PA      | $-51023437.50   | -0.13%            | 2032-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                    | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      2415000 | PA      | $2065993.04     | 0.01%             | 2030-02-05      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EUR Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    191600000 | PA      | $2898523.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                                                  | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1798000 | PA      | $1655958.00     | 0.00%             | 2033-05-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-76, Class JI                                                     | CUSIP: 38382RNJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28397329 | PA      | $3995470.12     | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ACAS CLO Ltd.                                                                    | ACAS CLO Ltd., Series 2015-1A, Class CRR                                                                               | CUSIP: 55320RAL1<br>LEI: 5493005EOEZ6JX072G15 | Long             | ABS-CBDO         | CORP              | KY        |      3690000 | PA      | $3356348.72     | 0.01%             | 2028-10-18      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NDIRS                                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    285358260 | PA      | $-440980.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| First Student Bidco, Inc.                                                        | First Student Bidco, Inc., Term Loan C                                                                                 | CUSIP: 33718FAB6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |       270101 | PA      | $243371.84      | 0.00%             | 2028-07-21      | Variable      | 7.73%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140J7XW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       173459 | PA      | $165928.49      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2021-A, Class B                                                                | CUSIP: 76042UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5960000 | PA      | $5207876.61     | 0.01%             | 2031-12-22      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Sheraton Austin                                                                  | Sheraton Austin, Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     26500000 | PA      | $25488881.90    | 0.07%             | 2028-01-01      | Variable      | 7.25%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       612150 | PA      | $2704.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      2810000 | PA      | $533809.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp., Term Loan                                                                                              | CUSIP: P2121YAN8<br>LEI: N/A                  | Long             | LON              | CORP              | PA        |       992366 | PA      | $948771.75      | 0.00%             | 2025-06-30      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| CHNGE Mortgage Trust                                                             | CHNGE Mortgage Trust, Series 2022-4, Class A1                                                                          | CUSIP: 12551SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2017783 | PA      | $1992744.92     | 0.01%             | 2057-10-25      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                                                     | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      2691000 | PA      | $2766348.00     | 0.01%             | 2040-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2020-1, Class C                                                                               | CUSIP: N/A<br>LEI: 2138001R7A1P55MJ8S09       | Long             | ABS-MBS          | CORP              | GB        |       390000 | PA      | $463212.54      | 0.00%             | 2054-12-12      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust, Series 2021-2A, Class A                                                                      | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |      9610677 | PA      | $8784247.77     | 0.02%             | 2042-01-15      | Fixed         | 2.19%                 | No            | 2                  | On Loan: No      |
| Anglo American Capital plc                                                       | Anglo American Capital plc                                                                                             | CUSIP: N/A<br>LEI: TINT358G1SSHR3L3PW36       | Long             | DBT              | CORP              | GB        |     16250000 | PA      | $17094056.19    | 0.05%             | 2032-09-21      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         5000 | NC      | $593750.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association, Series 427, Class C77                                                           | CUSIP: 31423XQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47244390 | PA      | $6822089.99     | 0.02%             | 2051-09-25      | Fixed         | 2.50%                 | No            | 3                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                      | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      7765000 | PA      | $7649058.69     | 0.02%             | 2025-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $146226.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding XIX Ltd.                                                    | Madison Park Funding XIX Ltd., Series 2015-19A, Class A2R2                                                             | CUSIP: 55819QBA4<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4894494.50     | 0.01%             | 2028-01-22      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2400000 | PA      | $47331.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2020-1A, Class A1                                                              | CUSIP: 69701EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1163554 | PA      | $1153927.10     | 0.00%             | 2028-02-20      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133A3NY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        29988 | PA      | $28364.42       | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-161, Class IB                                                    | CUSIP: 38383AV92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12742201 | PA      | $1966121.67     | 0.01%             | 2051-09-20      | Fixed         | 4.00%                 | No            | 3                  | On Loan: No      |
| Regatta VIII Funding Ltd.                                                        | Regatta VIII Funding Ltd., Series 2017-1A, Class D                                                                     | CUSIP: 75888KAG9<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |       840000 | PA      | $780474.32      | 0.00%             | 2030-10-17      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                           | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $86656.50       | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-209, Class TJ                                                    | CUSIP: 38383DW46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13613105 | PA      | $1944672.84     | 0.01%             | 2051-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2960000 | PA      | $-237789.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                        | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1R                                                   | CUSIP: 14311NAL8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $393293.84      | 0.00%             | 2032-07-20      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2017-ATRM, Class D                                                                | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12415000 | PA      | $11321853.04    | 0.03%             | 2036-12-15      | Floating      | 6.52%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2113497250 | PA      | $2118710402.32  | 5.60%             | 2053-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co. Ltd.                                                 | Country Garden Holdings Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300MGHLPT1EFHGF84       | Long             | DBT              | CORP              | KY        |      1670000 | PA      | $939375.00      | 0.00%             | 2026-07-12      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Centuri Group, Inc.                                                              | Centuri Group, Inc., Term Loan                                                                                         | CUSIP: 15643XAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1491533 | PA      | $1463194.23     | 0.00%             | 2028-08-27      | Variable      | 7.21%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140HBJA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       228986 | PA      | $218046.22      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12351.98      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     14395000 | PA      | $13039203.33    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    103687000 | PA      | $-6420097.55    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                                                        | T-Fund, Institutional Class                                                                                            | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    467356461 | NS      | $467356461.27   | 1.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Neuberger Berman CLO XIV Ltd.                                                    | Neuberger Berman CLO XIV Ltd., Series 2013-14A, Class AR2                                                              | CUSIP: 64129JBE9<br>LEI: 549300Z5ZNFT7IECFZ07 | Long             | ABS-CBDO         | CORP              | KY        |      1950314 | PA      | $1924467.57     | 0.01%             | 2030-01-28      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Massachusetts Housing Finance Agency                                             | Massachusetts Housing Finance Agency, Series 2015A                                                                     | CUSIP: 57586NXX4<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |      1630000 | PA      | $1614522.14     | 0.00%             | 2035-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Lightning eMotors, Inc.                                                          | Lightning eMotors, Inc.                                                                                                | CUSIP: 53228RAA3<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | DBT              | CORP              | US        |      4313000 | PA      | $862600.00      | 0.00%             | 2024-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     21353000 | PA      | $-173997.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F052615<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2113497250 | PA      | $-2118710402.32 | -5.60%            | 2053-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                                                          | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |       600000 | PA      | $473981.33      | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2021-AA, Class C                                                                | CUSIP: 56848DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1190000 | PA      | $965338.59      | 0.00%             | 2036-03-20      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -81212500 | PA      | $-65835.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AthenaHealth Group, Inc.                                                         | AthenaHealth Group, Inc.                                                                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Short            | DBT              | CORP              | US        |    -11515000 | PA      | $-8485773.94    | -0.02%            | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Generate CLO 3 Ltd.                                                              | Generate CLO 3 Ltd., Series 3A, Class FR                                                                               | CUSIP: 98625VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2917250 | PA      | $2356421.23     | 0.01%             | 2029-10-20      | Floating      | 11.49%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       390000 | PA      | $-16253.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CVS Health Corp.                                                                                                       | CUSIP: 00P82SWA6<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1020 | NC      | $-334050.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class A                                          | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       991197 | PA      | $965059.04      | 0.00%             | 2038-04-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Minimax Viking GmbH                                                              | Minimax Viking GmbH, Facility Term Loan                                                                                | CUSIP: 55404TAC6<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |       989620 | PA      | $987561.35      | 0.00%             | 2025-07-31      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-SUN, Class F                                                               | CUSIP: 61691MAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        74000 | PA      | $70651.81       | 0.00%             | 2035-07-15      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                                                    | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |       400000 | PA      | $378597.60      | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | First Quantum Minerals Ltd.                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | CA        |         -850 | NC      | $-10672.08      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -121680000 | PA      | $-1182331.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      5900000 | PA      | $-24534.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     45600650 | PA      | $747895.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 2017-KGX1, Class BFX                                      | CUSIP: 30305QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2746000 | PA      | $2434706.30     | 0.01%             | 2027-10-25      | Variable      | 3.59%                 | No            | 2                  | On Loan: No      |
| Regatta VI Funding Ltd.                                                          | Regatta VI Funding Ltd., Series 2016-1A, Class DR2                                                                     | CUSIP: 75887NBC2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2809167.30     | 0.01%             | 2034-04-20      | Floating      | 7.34%                 | No            | 2                  | On Loan: No      |
| ACE Securities Manufactured Housing Loan Trust                                   | ACE Securities Manufactured Housing Loan Trust, Series 2003-MH1, Class B2                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |      4314270 | PA      | $3223022.85     | 0.01%             | 2030-08-15      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| MASTR Asset-Backed Securities Trust                                              | MASTR Asset-Backed Securities Trust, Series 2006-AM2, Class A4                                                         | CUSIP: 57645FAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3495219 | PA      | $3132731.36     | 0.01%             | 2036-06-25      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                                                       | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       274000 | PA      | $239411.57      | 0.00%             | 2026-09-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XGJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30298054 | PA      | $27663986.93    | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       124882 | PA      | $-182254.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -250390288 | PA      | $-4375598.99    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Welltower, Inc.                                                                  | Welltower, Inc.                                                                                                        | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     17482000 | PA      | $17259796.44    | 0.05%             | 2024-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1190476 | PA      | $-695.00        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3B                                                             | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12843713 | PA      | $8784272.38     | 0.02%             | 2037-05-25      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $389420.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1474286 | PA      | $103901.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                             | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     24000000 | PA      | $23636115.84    | 0.06%             | 2024-08-08      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| LYB International Finance BV                                                     | LYB International Finance BV                                                                                           | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $351184.02      | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| LSF10 XL Bidco SCA                                                               | LSF10 XL Bidco SCA, Facility Term Loan B4                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      1564450 | PA      | $1344672.91     | 0.00%             | 2028-04-12      | Variable      | 6.13%                 | No            | 2                  | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                                 | American Builders & Contractors Supply Co., Inc., Term Loan                                                            | CUSIP: 02474RAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992308 | PA      | $982741.85      | 0.00%             | 2027-01-15      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                                                         | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |       119000 | PA      | $120482.19      | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    110550000 | PA      | $11291459.65    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      6690000 | PA      | $8341834.79     | 0.02%             | 2032-11-14      | Variable      | 8.41%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 4-R Ltd.                                                   | Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class C                                                               | CUSIP: 03328LAE2<br>LEI: 549300MP4QPQUMB6AD63 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1401291.90     | 0.00%             | 2031-01-28      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| SES SA                                                                           | SES SA                                                                                                                 | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | DBT              | CORP              | LU        |      5252000 | PA      | $5102440.34     | 0.01%             | 2029-01-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2021-2, Class B                                                             | CUSIP: 75907UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       560000 | PA      | $449456.67      | 0.00%             | 2033-08-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                     | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3441000 | PA      | $2675377.50     | 0.01%             | 2031-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TICP CLO XV Ltd.                                                                 | TICP CLO XV Ltd., Series 2020-15A, Class E                                                                             | CUSIP: 87250TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $452589.65      | 0.00%             | 2033-04-20      | Floating      | 10.39%                | No            | 2                  | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                                                   | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |       142000 | PA      | $136855.07      | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Domino's Pizza, Inc.                                                             | Domino's Pizza, Inc.                                                                                                   | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |        21343 | NS      | $7393215.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     39560000 | PA      | $-5032821.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Western Digital Corp.                                                            | Western Digital Corp.                                                                                                  | CUSIP: 958102AP0<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     16650000 | PA      | $15859125.00    | 0.04%             | 2024-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Red & Black Auto Germany UG                                                      | Red & Black Auto Germany UG, Series 6, Class D                                                                         | CUSIP: N/A<br>LEI: 529900CWO3SWMAZHGU20       | Long             | ABS-O            | CORP              | DE        |        69332 | PA      | $73613.25       | 0.00%             | 2028-10-15      | Floating      | 3.94%                 | No            | 2                  | On Loan: No      |
| Robertshaw US Holding Corp.                                                      | Robertshaw US Holding Corp., 2nd Lien Term Loan                                                                        | CUSIP: 77051UAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4760000 | PA      | $2451400.00     | 0.01%             | 2026-02-28      | Variable      | 12.75%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | Invesco QQQ Trust 1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3000 | NC      | $9000.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                                                         | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       300000 | PA      | $257960.15      | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| OHA Credit Partners XI Ltd.                                                      | OHA Credit Partners XI Ltd., Series 2015-11A, Class CR                                                                 | CUSIP: 67109FAN5<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $286269.60      | 0.00%             | 2032-01-20      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AMC1, Class A1                                                              | CUSIP: 17311BAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7073783 | PA      | $3929995.55     | 0.01%             | 2036-12-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Standard Chartered plc                                                           | Standard Chartered plc                                                                                                 | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |       115323 | NS      | $860138.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    203538768 | PA      | $172298479.75   | 0.46%             | 2053-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     33520269 | PA      | $723714.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bellis Acquisition Co. plc                                                       | Bellis Acquisition Co. plc                                                                                             | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |     11037000 | PA      | $11151803.83    | 0.03%             | 2026-02-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 Index                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          749 | NC      | $361997.82      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       704009 | PA      | $-1247218.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Trimaran Cavu Ltd.                                                               | Trimaran Cavu Ltd., Series 2021-2A, Class D1                                                                           | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1550000 | PA      | $1405052.53     | 0.00%             | 2034-10-25      | Floating      | 7.61%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11965000 | PA      | $-963519.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FS Rialto Issuer LLC                                                             | FS Rialto Issuer LLC, Series 2022-FL6, Class A                                                                         | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24153000 | PA      | $23850739.70    | 0.06%             | 2037-08-17      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Rolls-Royce plc                                                                  | Rolls-Royce plc                                                                                                        | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | DBT              | CORP              | GB        |      1525000 | PA      | $1579382.07     | 0.00%             | 2026-02-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BBCMS Trust                                                                      | BBCMS Trust, Series 2015-SRCH, Class XB                                                                                | CUSIP: 05547HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42790000 | PA      | $374243.48      | 0.00%             | 2035-08-10      | Variable      | 0.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     15576000 | PA      | $2108190.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Texas Water Development Board                                                    | Texas Water Development Board, Series 2020                                                                             | CUSIP: 8828543D2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000000 | PA      | $5773083.50     | 0.02%             | 2032-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      7535216 | PA      | $-19101.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      6420000 | PA      | $6411255.25     | 0.02%             | 2028-02-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                                                           | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     24150000 | PA      | $19277483.93    | 0.05%             | 2032-02-01      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                              | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      2414000 | PA      | $2250692.71     | 0.01%             | 2027-03-22      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1832617 | PA      | $46007.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |      2157540 | PA      | $2309538.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |     14340000 | PA      | $98034.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AKL57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       824261 | PA      | $753740.44      | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                                     | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class D1R2                                                               | CUSIP: 03328TBG9<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |      8610000 | PA      | $7735190.42     | 0.02%             | 2031-01-28      | Floating      | 7.87%                 | No            | 2                  | On Loan: No      |
| Credit Suisse AG                                                                 | Credit Suisse AG                                                                                                       | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |      1090000 | PA      | $1016357.89     | 0.00%             | 2024-09-09      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| KLA Corp.                                                                        | KLA Corp.                                                                                                              | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       100000 | PA      | $72414.41       | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Japan 10 Year Bond                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |         -640 | NC      | $12630023.09    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain 2022 FT, Series 2022-SP, Class C                                                                       | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |      1600000 | PA      | $1687267.27     | 0.00%             | 2040-01-27      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                              | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5242000 | PA      | $4435537.07     | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       400000 | PA      | $319551.34      | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16901000 | PA      | $496122.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                   | Structured Adjustable Rate Mortgage Loan Trust, Series 2006-3, Class 4A                                                | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1465748 | PA      | $896527.19      | 0.00%             | 2036-04-25      | Variable      | 3.33%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-PRM, Class E                                                          | CUSIP: 29429JAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11599000 | PA      | $11519813.63    | 0.03%             | 2036-05-10      | Variable      | 4.73%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                                        | Sixth Street CLO XVI Ltd., Series 2020-16A, Class E                                                                    | CUSIP: 83012EAA9<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |      4113470 | PA      | $3821305.03     | 0.01%             | 2032-10-20      | Floating      | 11.56%                | No            | 2                  | On Loan: No      |
| Mercia                                                                           | Mercia, Term Loan A2                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     29233246 | PA      | $34977699.12    | 0.09%             | 2028-01-01      | Variable      | 4.52%                 | No            | 3                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                      | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     17000000 | PA      | $16348805.16    | 0.04%             | 2026-10-26      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | MSCI Emerging Markets E-Mini Index                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          524 | NC      | $-805765.28     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2020-NQM1, Class A3                                                                                  | CUSIP: 552754AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       292963 | PA      | $269426.47      | 0.00%             | 2049-08-25      | Variable      | 2.30%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                          | Anheuser-Busch Cos. LLC                                                                                                | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5104000 | PA      | $4912121.40     | 0.01%             | 2026-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     21010000 | PA      | $-258255.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CarVal CLO VC Ltd.                                                               | CarVal CLO VC Ltd., Series 2021-2A, Class D                                                                            | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $459487.30      | 0.00%             | 2034-10-15      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                    | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $2703375.00     | 0.01%             | 2025-09-29      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| GSR Mortgage Loan Trust                                                          | GSR Mortgage Loan Trust, Series 2007-OA2, Class 2A1                                                                    | CUSIP: 3622NCAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1577028 | PA      | $981047.23      | 0.00%             | 2047-06-25      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |       156107 | PA      | $11084.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DBUBS Mortgage Trust                                                             | DBUBS Mortgage Trust, Series 2017-BRBK, Class D                                                                        | CUSIP: 23305JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3760000 | PA      | $3357592.02     | 0.01%             | 2034-10-10      | Variable      | 3.53%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection LLC                                                    | Caesars Resort Collection LLC, Term Loan B                                                                             | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |       758847 | PA      | $756441.18      | 0.00%             | 2024-12-23      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2020-1A, Class D                                                               | CUSIP: 69701DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $573816.66      | 0.00%             | 2028-02-20      | Floating      | 9.53%                 | No            | 2                  | On Loan: No      |
| Symbotic, Inc.                                                                   | Symbotic, Inc.                                                                                                         | CUSIP: 87151X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35500 | NS      | $423870.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     19200000 | PA      | $20337864.91    | 0.05%             | 2026-09-27      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| One New York Plaza Trust                                                         | One New York Plaza Trust, Series 2020-1NYP, Class D                                                                    | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1660000 | PA      | $1452869.68     | 0.00%             | 2036-01-15      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                            | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      4660000 | PA      | $4534180.00     | 0.01%             | 2025-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -1999163485 | PA      | $-16589329.26   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2022-GPA, Class A                                                                                     | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45050000 | PA      | $44767883.39    | 0.12%             | 2039-10-15      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-4A, Class E                                                               | CUSIP: 69702JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1884217.80     | 0.00%             | 2029-10-15      | Floating      | 11.59%                | No            | 2                  | On Loan: No      |
| GoldenTree Loan Opportunities IX Ltd.                                            | GoldenTree Loan Opportunities IX Ltd., Series 2014-9A, Class AR2                                                       | CUSIP: 38123HAN4<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |     10254767 | PA      | $10167454.48    | 0.03%             | 2029-10-29      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2292000 | PA      | $-51953.93      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FCT Noria                                                                        | FCT Noria, Series 2021-1, Class C                                                                                      | CUSIP: N/A<br>LEI: 5493003C5ECZD3NDSV63       | Long             | ABS-O            | CORP              | FR        |       715388 | PA      | $740066.17      | 0.00%             | 2049-10-25      | Floating      | 2.99%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31329QWK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1667854 | PA      | $1587462.59     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2015-48                                           | CUSIP: 38379KHJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1215516 | PA      | $29458.04       | 0.00%             | 2050-02-16      | Variable      | 0.91%                 | No            | 2                  | On Loan: No      |
| Gilbert Park CLO Ltd.                                                            | Gilbert Park CLO Ltd., Series 2017-1A, Class A                                                                         | CUSIP: 375415AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3850000 | PA      | $3812058.64     | 0.01%             | 2030-10-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    245780015 | PA      | $3217751.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7758000 | PA      | $7130483.23     | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -77450000 | PA      | $0.00           | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Texas A&M University                                                             | Texas A&M University, Series 2017B                                                                                     | CUSIP: 88213AKE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5965000 | PA      | $5509022.40     | 0.01%             | 2027-05-15      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $85864.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elevation CLO Ltd.                                                               | Elevation CLO Ltd., Series 2014-2A, Class A1R                                                                          | CUSIP: 28622QAB7<br>LEI: 635400HAVYYWWB139K27 | Long             | ABS-CBDO         | CORP              | KY        |       210075 | PA      | $208614.68      | 0.00%             | 2029-10-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     16898000 | PA      | $-3133659.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                                 | Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A                                            | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3912639 | PA      | $2914463.43     | 0.01%             | 2036-10-25      | Floating      | 3.94%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Northrop Grumman Corp.                                                                                                 | CUSIP: 00C96GST4<br>LEI: N/A                  | N/A              | DE               |  | US        |          120 | NC      | $87600.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Regatta XI Funding Ltd.                                                          | Regatta XI Funding Ltd., Series 2018-1A, Class A                                                                       | CUSIP: 75887XAA5<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3192414.55     | 0.01%             | 2031-07-17      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |       821000 | PA      | $651055.25      | 0.00%             | 2028-10-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2019-E, Class C                                                                       | CUSIP: 00969TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12336233 | PA      | $11674010.62    | 0.03%             | 2059-09-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin, Series 2021 B                                                                                      | CUSIP: 97705MWF8<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |      5000000 | PA      | $5666963.95     | 0.01%             | 2032-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                                                    | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      1931000 | PA      | $1790260.03     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1985000 | PA      | $-41700.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. II                                                  | GS Mortgage Securities Corp. II, Series 2005-ROCK, Class A                                                             | CUSIP: 36228CUV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7340000 | PA      | $7065553.00     | 0.02%             | 2032-05-03      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                                                    | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |       200000 | PA      | $204001.09      | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                            | CWABS Asset-Backed Certificates Trust, Series 2006-18, Class M1                                                        | CUSIP: 23243WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12835570 | PA      | $11055411.52    | 0.03%             | 2037-03-25      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                         | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      8290000 | PA      | $7530986.83     | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      4201000 | PA      | $109944.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2021-JR1, Class A2                                                 | CUSIP: 12657XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2244775 | PA      | $1977945.33     | 0.01%             | 2066-09-27      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| VanEck Semiconductor ETF                                                         | VanEck Semiconductor ETF                                                                                               | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             |  | RF                | US        |        88000 | NS      | $17858720.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: —       |
| Satus plc                                                                        | Satus plc, Series 2021-1, Class B                                                                                      | CUSIP: N/A<br>LEI: 6354009RPGD3VEUB2K73       | Long             | ABS-O            | CORP              | GB        |       400000 | PA      | $474891.03      | 0.00%             | 2028-08-17      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV5, Class AX1                                                                  | CUSIP: 46653XAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211730830 | PA      | $1980233.76     | 0.01%             | 2051-12-25      | Variable      | 0.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     50310000 | PA      | $3084113.42     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sovos Brands Intermediate, Inc.                                                  | Sovos Brands Intermediate, Inc., 1st Lien Term Loan                                                                    | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |      1855979 | PA      | $1803398.87     | 0.00%             | 2028-06-08      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2022-1A, Class A                                                                        | CUSIP: 52608JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19321000 | PA      | $18669331.65    | 0.05%             | 2032-07-20      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     21426000 | PA      | $-42821.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XV                                                          | Neuberger Berman CLO XV, Series 2013-15A, Class A1R2                                                                   | CUSIP: 64129KBE6<br>LEI: 549300UTI4Y2IA4RUP16 | Long             | ABS-CBDO         | CORP              | KY        |     16000000 | PA      | $15786091.20    | 0.04%             | 2029-10-15      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-196169.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AIT Worldwide Logistics Holdings, Inc.                                           | AIT Worldwide Logistics Holdings, Inc., 1st Lien Term Loan                                                             | CUSIP: 00145AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994975 | PA      | $910402.02      | 0.00%             | 2028-04-06      | Variable      | 8.49%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                                                   | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100044.62      | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                               | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |       766304 | NS      | $5586356.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Poste Italiane SpA                                                               | Poste Italiane SpA                                                                                                     | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | DBT              | NUSS              | IT        |      3860000 | PA      | $3129942.28     | 0.01%             | 2029-03-24      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                                                 | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97749.05       | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Western Digital Corp.                                                            | Western Digital Corp.                                                                                                  | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      6625000 | PA      | $6238895.00     | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15270000 | PA      | $14179263.90    | 0.04%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                            | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      2751000 | PA      | $2180529.67     | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -300 | NC      | $-300.00        | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       922636 | PA      | $879726.03      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-276940.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                      | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       151000 | PA      | $141929.03      | 0.00%             | 2029-01-24      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AHL3, Class A3B                                                             | CUSIP: 17312GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6320516 | PA      | $4492817.42     | 0.01%             | 2045-07-25      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| Realogy Group LLC                                                                | Realogy Group LLC                                                                                                      | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $151278.00      | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -196584570 | PA      | $-85357.68      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2014-2A, Class A1RR                                                                              | CUSIP: 92912VAY1<br>LEI: 549300L8S87K3SMP0R77 | Long             | ABS-CBDO         | CORP              | KY        |      8059838 | PA      | $7940326.33     | 0.02%             | 2030-04-17      | Floating      | 5.10%                 | No            | 2                  | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                     | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      2489000 | PA      | $1534381.91     | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $233493.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       101000 | PA      | $104262.76      | 0.00%             | 2028-10-18      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                                                           | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96076.75       | 0.00%             | 2024-11-19      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| One Market Plaza Trust                                                           | One Market Plaza Trust, Series 2017-1MKT, Class XCP                                                                    | CUSIP: 68245HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152049000 | PA      | $4348.60        | 0.00%             | 2032-02-10      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                         | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | DBT              | CORP              | PA        |     31146000 | PA      | $32961490.62    | 0.09%             | 2026-02-01      | Fixed         | 10.12%                | No            | 2                  | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class D                                                              | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3660000 | PA      | $3356834.15     | 0.01%             | 2034-09-15      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| Altice France SA                                                                 | Altice France SA                                                                                                       | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | DBT              | CORP              | FR        |     10093000 | PA      | $9509834.48     | 0.03%             | 2025-02-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO 17 Ltd.                                                             | Flatiron CLO 17 Ltd., Series 2017-1A, Class AR                                                                         | CUSIP: 33882GAE8<br>LEI: 549300ZUHE1G4KLVKW25 | Long             | ABS-CBDO         | CORP              | KY        |      1372444 | PA      | $1355933.41     | 0.00%             | 2030-05-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                                                  | Naked Juice LLC, 2nd Lien Term Loan                                                                                    | CUSIP: 62984CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       943000 | PA      | $741726.08      | 0.00%             | 2030-01-24      | Variable      | 10.68%                | No            | 2                  | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                                 | Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE4, Class 2A2                                           | CUSIP: 93934QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12925257 | PA      | $3955768.57     | 0.01%             | 2036-09-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -79661128 | PA      | $-359373.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11620000 | PA      | $148947.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2021-1ST1, Class A                                                    | CUSIP: N/A<br>LEI: 635400SL9S6ASYM6DX74       | Long             | ABS-MBS          | CORP              | GB        |      1079764 | PA      | $1276234.52     | 0.00%             | 2063-07-12      | Floating      | 4.15%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                   | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     10330000 | PA      | $9989361.43     | 0.03%             | 2024-10-30      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Invictus Media SLU                                                               | Invictus Media SLU, Facility 2nd Lien Term Loan                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |        89942 | PA      | $80873.67       | 0.00%             | 2025-12-26      | Variable      | 7.72%                 | No            | 3                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-PRM, Class F                                                          | CUSIP: 29429JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5775000 | PA      | $5712888.72     | 0.02%             | 2036-05-10      | Variable      | 4.73%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                                                  | Informatica LLC, Term Loan                                                                                             | CUSIP: 45673YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18891559 | PA      | $18494836.53    | 0.05%             | 2028-10-27      | Variable      | 7.19%                 | No            | 2                  | On Loan: No      |
| Wolters Kluwer NV                                                                | Wolters Kluwer NV                                                                                                      | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | DBT              | CORP              | NL        |      2910000 | PA      | $3048092.87     | 0.01%             | 2026-09-23      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Burnham Park CLO Ltd.                                                            | Burnham Park CLO Ltd., Series 2016-1A, Class AR                                                                        | CUSIP: 12232KAQ3<br>LEI: 549300BOEG5O4MSO7220 | Long             | ABS-CBDO         | CORP              | KY        |     12427928 | PA      | $12311116.27    | 0.03%             | 2029-10-20      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| Autoflorence 2 Srl                                                               | Autoflorence 2 Srl, Series 2, Class B                                                                                  | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |       867462 | PA      | $892765.65      | 0.00%             | 2044-12-24      | Floating      | 2.64%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                              | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       300000 | PA      | $281627.46      | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2022-A, Class A1                                                                 | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13051865 | PA      | $12756265.04    | 0.03%             | 2062-09-25      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain 2021 FT, Series 2021-SP, Class B                                                                       | CUSIP: N/A<br>LEI: 959800PAVFGQ48YNAE06       | Long             | ABS-O            | CORP              | ES        |      1113066 | PA      | $1162625.78     | 0.00%             | 2039-01-31      | Floating      | 2.69%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15063660.45    | 0.04%             | 2024-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                              | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8738000 | PA      | $7585020.90     | 0.02%             | 2030-04-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $24439.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ASR Nederland NV                                                                 | ASR Nederland NV                                                                                                       | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |      5100000 | PA      | $5460932.79     | 0.01%             | 2043-12-07      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -175000000 | PA      | $-147170898.00  | -0.39%            | 2031-05-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -5398 | NC      | $-905343.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RR 4 Ltd.                                                                        | RR 4 Ltd., Series 2018-4A, Class A2                                                                                    | CUSIP: 74972FAG0<br>LEI: 549300G3G1OYI5KO3H14 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1947158.40     | 0.01%             | 2030-04-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Siemens AG                                                                       | Siemens AG (Registered)                                                                                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |         6022 | NS      | $830140.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |     81215000 | PA      | $948538.61      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                             | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      1291000 | PA      | $1275883.87     | 0.00%             | 2025-03-24      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Lehman ABS Mortgage Loan Trust                                                   | Lehman ABS Mortgage Loan Trust, Series 2007-1, Class 2A1                                                               | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       945280 | PA      | $662338.05      | 0.00%             | 2037-06-25      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140HBFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4373335 | PA      | $4170003.38     | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2010S-1                                                                                | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      6360000 | PA      | $7289342.09     | 0.02%             | 2040-04-01      | Fixed         | 6.92%                 | No            | 2                  | On Loan: No      |
| Metalsa S A P I De Cv                                                            | Metalsa S A P I De Cv                                                                                                  | CUSIP: N/A<br>LEI: 549300F2FONGJR575V67       | Long             | DBT              | CORP              | MX        |      5000000 | PA      | $3902500.00     | 0.01%             | 2031-05-04      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                                                      | Raytheon Technologies Corp.                                                                                            | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       300000 | PA      | $194329.19      | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1600720 | PA      | $-33531.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bilbao CLO I DAC                                                                 | Bilbao CLO I DAC, Series 1X, Class A2A                                                                                 | CUSIP: N/A<br>LEI: 635400HO2KGIJXCZSO48       | Long             | ABS-CBDO         | CORP              | IE        |      4300000 | PA      | $4346353.13     | 0.01%             | 2031-07-20      | Floating      | 2.76%                 | No            | 2                  | On Loan: No      |
| Generate CLO 3 Ltd.                                                              | Generate CLO 3 Ltd., Series 3A, Class ER                                                                               | CUSIP: 98625VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7052250 | PA      | $6349662.54     | 0.02%             | 2029-10-20      | Floating      | 10.64%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $362969.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Carlyle US CLO Ltd.                                                              | Carlyle US CLO Ltd., Series 2017-4A, Class A1                                                                          | CUSIP: 14315BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $394214.08      | 0.00%             | 2030-01-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| State of New York                                                                | State of New York, Series 2019B                                                                                        | CUSIP: 649791PX2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     11215000 | PA      | $9501294.28     | 0.03%             | 2032-02-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       100000 | PA      | $84873.68       | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                                   | Lehman ABS Manufactured Housing Contract Trust, Series 2002-A, Class C                                                 | CUSIP: 52519SAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       655482 | PA      | $585802.04      | 0.00%             | 2033-06-15      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Energy Select Sector SPDR Fund                                                                                         | CUSIP: 00P8GCSL7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1300 | NC      | $-65000.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | Embraer Netherlands Finance BV                                                                                         | CUSIP: 29082HAC6<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $3985750.00     | 0.01%             | 2028-01-17      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140QA3R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2076087 | PA      | $1979553.39     | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2015-LC23, Class A4                                                                  | CUSIP: 12636FBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2008000 | PA      | $1910152.37     | 0.01%             | 2048-10-10      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Sarcos Technology & Robotics Corp.                                               | Sarcos Technology & Robotics Corp.                                                                                     | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       443506 | NS      | $248939.92      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Carlyle Global Market Strategies CLO Ltd.                                        | Carlyle Global Market Strategies CLO Ltd., Series 2014-3RA, Class A1A                                                  | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     24795818 | PA      | $24454897.37    | 0.06%             | 2031-07-27      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Mercia                                                                           | Mercia, Term Loan A1                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     14170791 | PA      | $16955409.73    | 0.04%             | 2028-01-01      | Variable      | 4.52%                 | No            | 3                  | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                                                     | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |      4419000 | PA      | $4373822.82     | 0.01%             | 2026-10-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2020-1, Class A                                                             | CUSIP: 75907QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9260000 | PA      | $8606664.40     | 0.02%             | 2030-10-15      | Fixed         | 2.34%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2689000 | PA      | $2593130.64     | 0.01%             | 2024-09-16      | Variable      | 0.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Dufry AG                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |         2334 | NC      | $201935.87      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    100006000 | PA      | $177.27         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Videocon Industries Ltd.                                                         | Videocon Industries Ltd.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IN        |       734980 | PA      | $0.07           | 0.00%             | 2020-12-31      | Variable      | 2.84%                 | No            | 3                  | On Loan: No      |
| thyssenkrupp AG                                                                  | thyssenkrupp AG                                                                                                        | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | DBT              | CORP              | DE        |      4040000 | PA      | $4302994.91     | 0.01%             | 2023-03-06      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Enel SpA                                                                         | Enel SpA, Series 9.5Y                                                                                                  | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      8200000 | PA      | $6251628.82     | 0.02%             | 2030-06-08      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| CWGS Group LLC                                                                   | CWGS Group LLC, Term Loan                                                                                              | CUSIP: 12670UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994950 | PA      | $917840.91      | 0.00%             | 2028-06-03      | Variable      | 6.80%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       109000 | PA      | $90748.18       | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     19517100 | PA      | $2654033.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    287289000 | PA      | $613905.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 1 Ltd.                                                      | Diameter Capital CLO 1 Ltd., Series 2021-1A, Class D                                                                   | CUSIP: 25255FAA3<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4249716.50     | 0.01%             | 2036-07-15      | Floating      | 10.13%                | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                      | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     12900000 | PA      | $10087833.67    | 0.03%             | 2030-10-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| Adient Global Holdings Ltd.                                                      | Adient Global Holdings Ltd.                                                                                            | CUSIP: N/A<br>LEI: 213800VA38VCKE6M8790       | Long             | DBT              | CORP              | JE        |      4200000 | PA      | $4289825.38     | 0.01%             | 2024-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| State of Oregon                                                                  | State of Oregon, Series 2003                                                                                           | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |      3880000 | PA      | $3994976.43     | 0.01%             | 2027-06-01      | Fixed         | 5.89%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -43409806 | PA      | $-1889059.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Haus European Loan Conduit No. DAC                                               | Haus European Loan Conduit No. DAC, Series 39X, Class D                                                                | CUSIP: N/A<br>LEI: 635400BO8LLWMGY3ON95       | Long             | ABS-MBS          | CORP              | IE        |      3428009 | PA      | $3305713.55     | 0.01%             | 2051-07-28      | Floating      | 3.61%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $723003.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CVC Cordatus Loan Fund XX DAC                                                    | CVC Cordatus Loan Fund XX DAC, Series 20X, Class E                                                                     | CUSIP: N/A<br>LEI: 549300Y0MU701LKFIU29       | Long             | ABS-CBDO         | CORP              | IE        |       554000 | PA      | $491276.74      | 0.00%             | 2034-06-22      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $4715139.57     | 0.01%             | 2030-11-13      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1120000 | PA      | $-44655.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1104614.12     | 0.00%             | 2025-10-21      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                      | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2507000 | PA      | $1640471.77     | 0.00%             | 2050-09-25      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| New York City Transitional Finance Authority                                     | New York City Transitional Finance Authority Future Tax Secured, Series 2019B, Sub-Series B-3                          | CUSIP: 64971XGG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     11870000 | PA      | $10742392.61    | 0.03%             | 2031-08-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       100000 | PA      | $91939.18       | 0.00%             | 2044-01-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3565000 | PA      | $2235109.83     | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       193000 | PA      | $185980.27      | 0.00%             | 2025-09-29      | Variable      | 3.27%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XDYF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11119573 | PA      | $10287983.76    | 0.03%             | 2050-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     43050000 | PA      | $-1124151.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     23292781 | PA      | $1529364.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-96, Class MI                                                     | CUSIP: 38382UVU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49562703 | PA      | $6967643.67     | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GMR Hyderabad International Airport Ltd.                                         | GMR Hyderabad International Airport Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800NSPGIN89SVOU83       | Long             | DBT              | CORP              | IN        |       200000 | PA      | $172100.00      | 0.00%             | 2027-10-27      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                                | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102248.16      | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class C                                           | CUSIP: 61765TAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       720000 | PA      | $653153.76      | 0.00%             | 2048-10-15      | Variable      | 4.53%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | KINS Technology Group, Inc., Class A                                                                                   | CUSIP: 49714K117<br>LEI: N/A                  | N/A              | DE               |  | US        |       399242 | NS      | $12017.18       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Galaxy Brands (Refi)                                                             | Galaxy Brands (Refi), Term Loan                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     28230997 | PA      | $27595799.54    | 0.07%             | 2038-01-01      | Variable      | 9.07%                 | No            | 3                  | On Loan: No      |
| Nexstar Media, Inc.                                                              | Nexstar Media, Inc.                                                                                                    | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      4104000 | PA      | $3549960.00     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                                                    | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1107000 | PA      | $890173.38      | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2785000 | PA      | $-84020.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                            | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |       207000 | PA      | $142837.32      | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Financial Select Sector SPDR Fund                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |      2296000 | NC      | $2457431.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC Holdings LLC                                                                                                       | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       200000 | PA      | $136000.00      | 0.00%             | 2028-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3706667 | PA      | $-127756.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Loanpal Solar Loan Ltd.                                                          | Loanpal Solar Loan Ltd., Series 2020-2GF, Class A                                                                      | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      3893721 | PA      | $3226611.27     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      4876000 | PA      | $4499547.46     | 0.01%             | 2027-05-09      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| New York City Housing Development Corp.                                          | New York City Housing Development Corp., Series 2018C-1-B                                                              | CUSIP: 64972C5A7<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |      8275000 | PA      | $7224389.04     | 0.02%             | 2043-11-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Ares XLV CLO Ltd.                                                                | Ares XLV CLO Ltd., Series 2017-45A, Class C                                                                            | CUSIP: 04016QAC0<br>LEI: 549300VFCO6SQG8OL714 | Long             | ABS-CBDO         | CORP              | KY        |      1125000 | PA      | $1077739.20     | 0.00%             | 2030-10-15      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                 | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13190000 | PA      | $11204181.66    | 0.03%             | 2028-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Project Casavo                                                                   | Project Casavo, Term Loan                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |     40000000 | PA      | $42175730.02    | 0.11%             | 2028-01-01      | Variable      | 4.80%                 | No            | 3                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-G, Class A                                                                       | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82273228 | PA      | $75075242.47    | 0.20%             | 2061-06-25      | Variable      | 1.87%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4725000 | PA      | $3840440.26     | 0.01%             | 2031-02-13      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                                                 | Thaioil Treasury Center Co. Ltd.                                                                                       | CUSIP: 88323AAH5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |      2145000 | PA      | $1340356.88     | 0.00%             | 2050-06-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| China City Construction International Co. Ltd.                                   | China City Construction International Co. Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |      2989562 | PA      | $0.04           | 0.00%             | 2017-07-03      | Fixed         | 5.35%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    249476024 | PA      | $-13560130.85   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                                                   | CUSIP: 032654AZ8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       153000 | PA      | $144086.64      | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Telecom Italia SpA                                                               | Telecom Italia SpA                                                                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | DBT              | CORP              | IT        |      1975000 | PA      | $1955591.03     | 0.01%             | 2025-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        75000 | NS      | $6516000.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Starwood Mortgage Residential Trust                                              | Starwood Mortgage Residential Trust, Series 2020-3, Class B1                                                           | CUSIP: 85573MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4942000 | PA      | $3650720.14     | 0.01%             | 2065-04-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      7037000 | PA      | $6631339.68     | 0.02%             | 2027-02-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Periama Holdings LLC                                                             | Periama Holdings LLC                                                                                                   | CUSIP: N/A<br>LEI: 254900NINXO00BLT2Z47       | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1395281.25     | 0.00%             | 2026-04-19      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                       | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $190035.81      | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Dual Binary Option: Payout at expiration if the USDJP is above 137.06 and AUDUSD is above 0.697                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   1792470680 | PA      | $486220.09      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                        | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |         6112 | NS      | $827072.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -983120060 | PA      | $-4587384.19    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                           | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      4655000 | PA      | $5055330.00     | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Alphabet, Inc.                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -580 | NC      | $-655400.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     68266000 | PA      | $3135971.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Maverick Gaming LLC                                                              | Maverick Gaming LLC, Facility Term Loan B                                                                              | CUSIP: 57770JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5547960 | PA      | $4438368.00     | 0.01%             | 2026-09-03      | Variable      | 12.23%                | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV5, Class A5X                                                                  | CUSIP: 46653XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11762731 | PA      | $312409.91      | 0.00%             | 2051-12-25      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                                 | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $223475.43      | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AP5Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1260979 | PA      | $1158939.19     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2019-AA, Class C                                                                | CUSIP: 56847MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4920000 | PA      | $4555335.50     | 0.01%             | 2032-07-20      | Fixed         | 4.01%                 | No            | 2                  | On Loan: No      |
| Lottomatica SpA                                                                  | Lottomatica SpA                                                                                                        | CUSIP: N/A<br>LEI: 81560046335277E43118       | Long             | DBT              | CORP              | IT        |     13786000 | PA      | $13952512.29    | 0.04%             | 2025-07-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                                        | Sixth Street CLO XVI Ltd., Series 2020-16A, Class A1A                                                                  | CUSIP: 83012DAA1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $4959326.00     | 0.01%             | 2032-10-20      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |         4000 | NS      | $2048760.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418C7E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1768898 | PA      | $1686647.57     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -124742917 | PA      | $-3377241.72    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO V-B Ltd.                                             | Benefit Street Partners CLO V-B Ltd., Series 2018-5BA, Class A1A                                                       | CUSIP: 08181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $295947.66      | 0.00%             | 2031-04-20      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                   | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      2435000 | PA      | $2341861.25     | 0.01%             | 2051-01-25      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20249000 | PA      | $18861165.74    | 0.05%             | 2028-03-15      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Trust                                                     | Chase Mortgage Finance Trust, Series 2007-S6, Class 1A1                                                                | CUSIP: 161636AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50427565 | PA      | $22575462.62    | 0.06%             | 2037-12-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2022-2A, Class D                                                                            | CUSIP: 89625BAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2972390.10     | 0.01%             | 2036-01-20      | Floating      | 10.47%                | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-11CB, Class 3A1                                                                    | CUSIP: 12668BWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3661156 | PA      | $1932832.04     | 0.01%             | 2036-05-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 2 Ltd.                                                        | OHA Credit Funding 2 Ltd., Series 2019-2A, Class AR                                                                    | CUSIP: 67707EAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4394660.40     | 0.01%             | 2034-04-21      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Embark Technology, Inc.                                                                                                | CUSIP: 29079J111<br>LEI: N/A                  | N/A              | DE               |  | US        |        31812 | NS      | $633.06         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| thyssenkrupp AG                                                                  | thyssenkrupp AG                                                                                                        | CUSIP: N/A<br>LEI: 549300UDG16DOYUPR330       | Long             | DBT              | CORP              | DE        |     11148000 | PA      | $11807837.48    | 0.03%             | 2024-02-22      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AMMC CLO 21 Ltd.                                                                 | AMMC CLO 21 Ltd., Series 2017-21A, Class A                                                                             | CUSIP: 00178LAB5<br>LEI: 549300DYK366J47FIO80 | Long             | ABS-CBDO         | CORP              | KY        |      1720000 | PA      | $1696437.20     | 0.00%             | 2030-11-02      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Dominican Republic                                                               | Dominican Republic Government Bond                                                                                     | CUSIP: 25714PEP9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |      2568000 | PA      | $2351806.50     | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sotheby's                                                                        | Sotheby's, Term Loan                                                                                                   | CUSIP: 08883CAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994962 | PA      | $968346.98      | 0.00%             | 2027-01-15      | Variable      | 8.58%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AGEQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       855829 | PA      | $788038.62      | 0.00%             | 2051-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                       | BAMLL Commercial Mortgage Securities Trust, Series 2018-DSNY, Class D                                                  | CUSIP: 054967AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4861704 | PA      | $4593744.86     | 0.01%             | 2034-09-15      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2017-4A, Class A1                                                                                | CUSIP: 92916QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3703440.00     | 0.01%             | 2030-10-15      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -2904724424 | PA      | $-57567698.14   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-15119.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                                                             | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |       489000 | PA      | $407783.59      | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Corebridge Global Funding                                                        | Corebridge Global Funding                                                                                              | CUSIP: 00138CAS7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     12226000 | PA      | $11410399.87    | 0.03%             | 2024-06-17      | Fixed         | 0.65%                 | No            | 2                  | On Loan: No      |
| Stratus CLO Ltd.                                                                 | Stratus CLO Ltd., Series 2021-3A, Class C                                                                              | CUSIP: 86315WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $236759.28      | 0.00%             | 2029-12-29      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Otis Worldwide Corp.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          413 | NC      | $7227.50        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dun & Bradstreet Corp. (The)                                                     | Dun & Bradstreet Corp. (The), Term Loan                                                                                | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |       965387 | PA      | $954873.60      | 0.00%             | 2026-02-06      | Variable      | 7.64%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    514260000 | PA      | $13443879.66    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class C                                                           | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |      1349951 | PA      | $1274119.09     | 0.00%             | 2033-08-17      | Floating      | 3.19%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $237582.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                           | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       190000 | PA      | $174035.38      | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-5, Class A6                                                         | CUSIP: 20846QEQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6291281 | PA      | $1983219.29     | 0.01%             | 2031-05-01      | Fixed         | 7.96%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $82959.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3940000 | PA      | $70264.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                          | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     10500000 | PA      | $9328653.71     | 0.02%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                                 | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Short            | DBT              | CORP              | US        |    -12300000 | PA      | $-11959870.07   | -0.03%            | 2024-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                            | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       200000 | PA      | $141588.67      | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                          | CUSIP: 59156RBM9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       383000 | PA      | $367738.92      | 0.00%             | 2025-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-38603.44      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                       | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     12300000 | PA      | $12344283.20    | 0.03%             | 2024-11-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                         | CUSIP: 361841AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10317000 | PA      | $9887193.78     | 0.03%             | 2024-09-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA11, Class A4                                                                     | CUSIP: 02147DAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2764772 | PA      | $2362390.37     | 0.01%             | 2046-09-25      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| Tenable, Inc.                                                                    | Tenable, Inc., Term Loan                                                                                               | CUSIP: 88025XAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992481 | PA      | $962706.75      | 0.00%             | 2028-07-07      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                           | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      1591000 | PA      | $1506403.51     | 0.00%             | 2026-05-14      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140QNPU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2365835 | PA      | $2248228.65     | 0.01%             | 2052-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                                                        | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |       200000 | PA      | $176629.65      | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     19500000 | PA      | $18495083.10    | 0.05%             | 2032-05-07      | Variable      | 2.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-335260.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        20000 | NS      | $4796400.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Allspring Buyer LLC                                                              | Allspring Buyer LLC, Term Loan                                                                                         | CUSIP: 98922AAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992500 | PA      | $977364.38      | 0.00%             | 2028-11-01      | Variable      | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ServiceNow, Inc.                                                                                                       | CUSIP: 00C7XHEB0<br>LEI: N/A                  | N/A              | DE               |  | US        |           74 | NC      | $1480.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                   | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $146854.00      | 0.00%             | 2029-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| GSAMP Trust                                                                      | GSAMP Trust, Series 2007-HS1, Class M6                                                                                 | CUSIP: 362429AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3414000 | PA      | $3175885.45     | 0.01%             | 2047-02-25      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| Avianca Midco 2 plc                                                              | Avianca Midco 2 plc                                                                                                    | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     30110709 | PA      | $21980817.57    | 0.06%             | 2028-12-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      4536000 | PA      | $4312885.50     | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $583327.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37046UR52<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |     11300000 | PA      | $11132699.77    | 0.03%             | 2023-04-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 2019-KW08, Class X2A                                                          | CUSIP: 30297YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    273453368 | PA      | $1155176.41     | 0.00%             | 2029-01-25      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. II                                                  | GS Mortgage Securities Corp. II, Series 2017-375H, Class A                                                             | CUSIP: 36254JAA3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      1460000 | PA      | $1291534.69     | 0.00%             | 2037-09-10      | Variable      | 3.48%                 | No            | 2                  | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                                                     | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       200000 | PA      | $180540.70      | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Tennessee Housing Development Agency                                             | Tennessee Housing Development Agency, Series 2018-3                                                                    | CUSIP: 880461VX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       765000 | PA      | $765724.78      | 0.00%             | 2043-07-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      3800000 | PA      | $3277500.00     | 0.01%             | 2027-09-19      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Pearl Finance DAC                                                                | Pearl Finance DAC, Series 2020-1, Class B                                                                              | CUSIP: N/A<br>LEI: 6354007A1PWPJUA24D35       | Long             | ABS-MBS          | CORP              | IE        |      1354717 | PA      | $1374024.94     | 0.00%             | 2032-11-17      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| First Eagle Holdings, Inc.                                                       | First Eagle Holdings, Inc., Term Loan                                                                                  | CUSIP: 05554JAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992121 | PA      | $965829.51      | 0.00%             | 2027-02-01      | Variable      | 7.23%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1014000 | PA      | $949986.18      | 0.00%             | 2027-04-23      | Variable      | 3.56%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    140000000 | PA      | $-15465333.92   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Ultra Note                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -35287 | NC      | $40419354.82    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Silver Arrow SA Compartment                                                      | Silver Arrow SA Compartment, Series 10, Class D                                                                        | CUSIP: N/A<br>LEI: 529900IEOK33A1LGEM65       | Long             | ABS-O            | CORP              | LU        |       300000 | PA      | $321199.55      | 0.00%             | 2027-03-15      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Forestar Group, Inc.                                                             | Forestar Group, Inc.                                                                                                   | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       118660 | NS      | $1828550.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |      7000000 | PA      | $6804437.50     | 0.02%             | 2025-10-22      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Oportun Issuance Trust                                                           | Oportun Issuance Trust, Series 2021-C, Class A                                                                         | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30280000 | PA      | $26489343.70    | 0.07%             | 2031-10-08      | Fixed         | 2.18%                 | No            | 2                  | On Loan: No      |
| Astra Space, Inc.                                                                | Astra Space, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1048175 | NS      | $454698.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                 | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      6609000 | PA      | $6297055.20     | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1600719 | PA      | $-33531.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                       | Mercury Financial Credit Card Master Trust, Series 2021-1A, Class A                                                    | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30410000 | PA      | $29012815.59    | 0.08%             | 2026-03-20      | Fixed         | 1.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      5360000 | PA      | $169526.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 4 Ltd.                                                      | Gulf Stream Meridian 4 Ltd., Series 2021-4A, Class A1                                                                  | CUSIP: 402562AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $7303418.25     | 0.02%             | 2034-07-15      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                           | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     41823000 | PA      | $37702347.10    | 0.10%             | 2029-11-21      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC, Series ai.                                                                    | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1156837.60     | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5196, Class DI                                                                | CUSIP: 3137H5WD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92601936 | PA      | $14675971.46    | 0.04%             | 2052-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Mosaic Solar Loan Trust                                                          | Mosaic Solar Loan Trust, Series 2019-1A, Class A                                                                       | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15299106 | PA      | $14202150.53    | 0.04%             | 2043-12-21      | Fixed         | 4.37%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Sabre Corp.                                                                                                            | CUSIP: 00P7XG569<br>LEI: N/A                  | N/A              | DE               |  | US        |         1400 | NC      | $9800.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2018-E, Class C                                                                       | CUSIP: 00969KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        18810 | PA      | $18235.44       | 0.00%             | 2058-06-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Cano Health, Inc.                                                                                                      | CUSIP: 13781Y111<br>LEI: N/A                  | N/A              | DE               |  | US        |       178770 | NS      | $39329.40       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                                                             | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92873.38       | 0.00%             | 2026-09-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2017-2, Class CERT                                                                                  | CUSIP: 12651N106<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2568583 | PA      | $2006764.97     | 0.01%             | 2047-02-01      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14300000 | PA      | $14084197.41    | 0.04%             | 2053-02-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV7, Class A2X                                                                  | CUSIP: 46654CAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67493538 | PA      | $1818248.91     | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| Agora Securities DAC                                                             | Agora Securities DAC, Series 2021-1X, Class A                                                                          | CUSIP: N/A<br>LEI: 635400JPPZ72DHCQAZ42       | Long             | ABS-MBS          | CORP              | IE        |      1159555 | PA      | $1339629.99     | 0.00%             | 2031-07-22      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1100000 | PA      | $21395.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                                                  | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       500000 | PA      | $451220.61      | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                           | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      4900000 | PA      | $5510050.03     | 0.01%             | 2026-02-18      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      7485000 | PA      | $-102139.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     39240000 | PA      | $270520.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2021-1A, Class C                                                                       | CUSIP: 77341KAG6<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $231179.78      | 0.00%             | 2034-07-20      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| Lenzing AG                                                                       | Lenzing AG                                                                                                             | CUSIP: N/A<br>LEI: 529900BKFJBI0QRDJH63       | Long             | DBT              | CORP              | AT        |      8300000 | PA      | $7361464.95     | 0.02%             | 2025-09-07      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Oleoducto Central SA                                                             | Oleoducto Central SA                                                                                                   | CUSIP: N/A<br>LEI: 254900W4CPYCQFVH5E92       | Long             | DBT              | CORP              | CO        |     12000000 | PA      | $10536000.00    | 0.03%             | 2027-07-14      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                      | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92069.78       | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| FCT Autonoria                                                                    | FCT Autonoria, Series 2019-1, Class D                                                                                  | CUSIP: N/A<br>LEI: 549300J0CMU2QRSXRZ67       | Long             | ABS-O            | CORP              | FR        |       153148 | PA      | $160299.30      | 0.00%             | 2035-09-25      | Floating      | 3.49%                 | No            | 2                  | On Loan: No      |
| Alcoa Corp.                                                                      | Alcoa Corp.                                                                                                            | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |        52699 | NS      | $2396223.53     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2021-2, Class C                                                                                     | CUSIP: N/A<br>LEI: 213800OI5O7QF6XV6F68       | Long             | ABS-O            | CORP              | GB        |      1300000 | PA      | $1522368.96     | 0.00%             | 2028-10-20      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                            | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        50447 | NS      | $2098595.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AXHD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5066313 | PA      | $4517314.28     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class XA                                                  | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6420303 | PA      | $60232.07       | 0.00%             | 2047-09-15      | Variable      | 0.80%                 | No            | 2                  | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                             | U.K. Treasury Inflation Linked Bonds                                                                                   | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Short            | DBT              | NUSS              | GB        |    -24990150 | PA      | $-27200880.95   | -0.07%            | 2046-03-22      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/JPY One-touch barrier option; Barrier price USD 110.00000                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     10000000 | PA      | $370502.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GCAT Trust                                                                       | GCAT Trust, Series 2022-NQM4, Class A1                                                                                 | CUSIP: 36170HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14274007 | PA      | $13945835.94    | 0.04%             | 2067-08-25      | Variable      | 5.27%                 | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 1 Ltd.                                                      | Diameter Capital CLO 1 Ltd., Series 2021-1A, Class A1A                                                                 | CUSIP: 25255DAA8<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |     60000000 | PA      | $57699192.00    | 0.15%             | 2036-07-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Owl Rock Capital Corp.                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2000 | NC      | $60000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $743740.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3750000 | PA      | $-132807.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| City Brewing Co. LLC                                                             | City Brewing Co. LLC, 1st Lien Term Loan                                                                               | CUSIP: 17776EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3957023 | PA      | $1691627.15     | 0.00%             | 2028-04-05      | Variable      | 7.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Financial Select Sector SPDR Fund                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |     -2296000 | NC      | $-160168.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $651513.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Bank plc                                                                    | HSBC Bank plc, Series 1M                                                                                               | CUSIP: N/A<br>LEI: MP6I5ZYZBEU3UXPYFY54       | Long             | DBT              | CORP              | GB        |      8620000 | PA      | $5947800.00     | 0.02%             | 2023-06-30      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1140000 | PA      | $-133135.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Versa Networks, Inc.                                                             | Versa Networks, Inc.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      1143143 | NS      | $2949308.94     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | Invesco QQQ Trust 1                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -5401 | NC      | $-5401.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Welltower, Inc.                                                                  | Welltower, Inc.                                                                                                        | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     12200000 | PA      | $11938707.11    | 0.03%             | 2024-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CF Industries Holdings, Inc.                                                     | CF Industries Holdings, Inc.                                                                                           | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        47716 | NS      | $4065403.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sands China Ltd.                                                                 | Sands China Ltd.                                                                                                       | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      1750000 | PA      | $1511562.50     | 0.00%             | 2030-06-18      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| DEMIRE Deutsche Mittelstand Real Estate AG                                       | DEMIRE Deutsche Mittelstand Real Estate AG                                                                             | CUSIP: N/A<br>LEI: 391200FHEFGXUKL2BO93       | Long             | DBT              | CORP              | DE        |      9300000 | PA      | $6765543.73     | 0.02%             | 2024-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                                                             | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3281876.73     | 0.01%             | 2032-03-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $339.59         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CBOE Volatility Index                                                                                                  | CUSIP: 00C9VXDS7<br>LEI: N/A                  | N/A              | DE               |  | US        |        -1000 | NC      | $-17000.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                              | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      6633000 | PA      | $6009399.30     | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                                                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      4719000 | PA      | $3538974.88     | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Cassia SRL                                                                       | Cassia SRL, Series 2022-1X, Class B                                                                                    | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |      6145496 | PA      | $6077037.17     | 0.02%             | 2034-05-22      | Floating      | 3.89%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -131216000 | PA      | $-3194992.95    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                                                       | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       285000 | PA      | $246891.64      | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Sage AR Funding plc                                                              | Sage AR Funding plc, Series 1X, Class C                                                                                | CUSIP: N/A<br>LEI: 635400KXGNL1GYF3BH46       | Long             | ABS-MBS          | CORP              | GB        |       535000 | PA      | $609350.85      | 0.00%             | 2030-11-17      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Casino Guichard Perrachon SA                                                     | Casino Guichard Perrachon SA                                                                                           | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | SN               | CORP              | FR        |     11374000 | PA      | $1887171.24     | 0.00%             | 2023-04-20      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      7001000 | PA      | $-207533.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| International Design Group SpA                                                   | International Design Group SpA                                                                                         | CUSIP: N/A<br>LEI: 815600907387ED411436       | Short            | DBT              | CORP              | IT        |     -2900000 | PA      | $-2796978.81    | -0.01%            | 2025-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC                                       | Virgin Media Vendor Financing Notes IV DAC                                                                             | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $174821.46      | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      6203000 | PA      | $5808741.97     | 0.02%             | 2025-05-01      | Variable      | 0.98%                 | No            | 2                  | On Loan: No      |
| Midwest Gaming Borrower LLC                                                      | Midwest Gaming Borrower LLC                                                                                            | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6911000 | PA      | $5880322.21     | 0.02%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Voya Euro CLO V DAC                                                              | Voya Euro CLO V DAC, Series 5A, Class D                                                                                | CUSIP: N/A<br>LEI: 549300IGE7MPYA8F0423       | Long             | ABS-CBDO         | CORP              | IE        |       660000 | PA      | $606140.65      | 0.00%             | 2035-04-15      | Floating      | 3.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -7000 | NC      | $-350000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                     | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      4991000 | PA      | $3125966.26     | 0.01%             | 2051-02-04      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-C, Class B                                                                       | CUSIP: 009733AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6014020 | PA      | $5224782.71     | 0.01%             | 2061-01-25      | Variable      | 3.72%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                                 | Fantasia Holdings Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      3180000 | PA      | $246450.00      | 0.00%             | 2021-12-17      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                            | Telenet Finance Luxembourg Notes SARL                                                                                  | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $2700000.00     | 0.01%             | 2028-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1020000 | PA      | $779373.48      | 0.00%             | 2031-08-18      | Variable      | 2.36%                 | No            | 2                  | On Loan: No      |
| City of Salt Lake City                                                           | City of Salt Lake City, Series 2021 A                                                                                  | CUSIP: 795576JW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7785000 | PA      | $8225604.53     | 0.02%             | 2037-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                            | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |      4900000 | PA      | $5374370.06     | 0.01%             | 2027-04-05      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                         | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      8400000 | PA      | $6734344.93     | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     12540000 | PA      | $-247270.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Workday, Inc.                                                                    | Workday, Inc.                                                                                                          | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     11600000 | PA      | $10642402.95    | 0.03%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Agile Group Holdings Ltd.                                                        | Agile Group Holdings Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |       901000 | PA      | $218492.50      | 0.00%             | 2024-07-31      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2019-17A, Class A1R                                                                               | CUSIP: 67113LAL0<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4402588.50     | 0.01%             | 2032-07-20      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |     12000000 | PA      | $66853.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                            | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |        12303 | NS      | $808307.10      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CML Hyatt Lost Pines                                                             | CML Hyatt Lost Pines, Term Loan                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     25700000 | PA      | $25113703.33    | 0.07%             | 2028-01-01      | Variable      | 6.14%                 | No            | 3                  | On Loan: No      |
| B&G Foods, Inc.                                                                  | B&G Foods, Inc., Term Loan B4                                                                                          | CUSIP: 05508TAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $941610.00      | 0.00%             | 2026-10-10      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Hostess Brands LLC                                                               | Hostess Brands LLC, 1st Lien Term Loan B                                                                               | CUSIP: 44108HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       903028 | PA      | $899262.31      | 0.00%             | 2025-08-03      | Variable      | 6.66%                 | No            | 2                  | On Loan: No      |
| Avoca CLO XIV DAC                                                                | Avoca CLO XIV DAC, Series 14X, Class SUB                                                                               | CUSIP: N/A<br>LEI: 635400IIKEI9HL8LKL36       | Long             | ABS-CBDO         | CORP              | IE        |      4510000 | PA      | $2040681.26     | 0.01%             | 2031-01-12      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Anchorage Credit Funding Ltd.                                                    | Anchorage Credit Funding Ltd., Series 2021-14A, Class SUB                                                              | CUSIP: 03331CAC1<br>LEI: 5493004401VVOEJOJK67 | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $7449000.00     | 0.02%             | 2040-01-21      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DV5T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1515612 | PA      | $1433568.14     | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Litigation Systems, Inc.                                                         | Litigation Systems, Inc.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |     11490245 | PA      | $10988121.07    | 0.03%             | 2027-10-30      | Fixed         | 4.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | STMicroelectronics NV                                                                                                  | CUSIP: 00P7XGW10<br>LEI: N/A                  | N/A              | DE               |  | US        |         1000 | NC      | $17500.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     11965000 | PA      | $-957252.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      7752000 | PA      | $-53039.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHG Healthcare Services, Inc.                                                    | CHG Healthcare Services, Inc., 1st Lien Term Loan                                                                      | CUSIP: 12541HAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992462 | PA      | $969308.17      | 0.00%             | 2028-09-29      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions, Inc.                                                  | Catalent Pharma Solutions, Inc.                                                                                        | CUSIP: N/A<br>LEI: 549300HALRZ339MSTH85       | Long             | DBT              | CORP              | US        |      4515000 | PA      | $3907846.25     | 0.01%             | 2028-03-01      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                       | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4840000 | PA      | $6114472.91     | 0.02%             | 2039-04-01      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                                                           | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     13917000 | PA      | $11526204.14    | 0.03%             | 2031-12-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Mirion Technologies, Inc.                                                        | Mirion Technologies, Inc., Term Loan                                                                                   | CUSIP: 60470HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992481 | PA      | $972631.57      | 0.00%             | 2028-10-20      | Variable      | 7.48%                 | No            | 2                  | On Loan: No      |
| Connecticut State Health & Educational Facilities Authority                      | Connecticut State Health & Educational Facilities Authority, Series 2015L                                              | CUSIP: 20774YXG7<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |      6375000 | PA      | $6451398.13     | 0.02%             | 2045-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| New York Transportation Development Corp.                                        | New York Transportation Development Corp., Series 2016A                                                                | CUSIP: 650116AR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      3480000 | PA      | $3367774.56     | 0.01%             | 2046-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AQQ59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4264578 | PA      | $3794853.76     | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     16770000 | PA      | $13239320.84    | 0.03%             | 2032-05-01      | Variable      | 2.56%                 | No            | 2                  | On Loan: No      |
| Snorkel AI, Inc.                                                                 | Snorkel AI, Inc.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        40613 | NS      | $289164.56      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Harvest Commercial Capital Loan Trust                                            | Harvest Commercial Capital Loan Trust, Series 2020-1, Class M4                                                         | CUSIP: 41754FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1181000 | PA      | $1044062.34     | 0.00%             | 2052-04-25      | Variable      | 5.96%                 | No            | 2                  | On Loan: No      |
| RBC Europe Ltd.                                                                  | RBC Europe Ltd.                                                                                                        | CUSIP: N/A<br>LEI: TXDSU46SXBWIGJ8G8E98       | Long             | RA               | CORP              | GB        |      4396050 | PA      | $4705751.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                                 | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |      2568000 | PA      | $1932099.00     | 0.01%             | 2051-06-23      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                                                           | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       353000 | PA      | $344546.45      | 0.00%             | 2024-02-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                                           | Credit Suisse Group AG                                                                                                 | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      6876000 | PA      | $5373800.28     | 0.01%             | 2024-12-18      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2020-SDAL, Class D                                                       | CUSIP: 95002GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3010000 | PA      | $2822667.23     | 0.01%             | 2037-02-15      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | NASDAQ 100 E-Mini Index                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -246 | NC      | $3975384.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV7, Class AX1                                                                  | CUSIP: 46654CAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132287460 | PA      | $1840872.61     | 0.00%             | 2052-02-25      | Variable      | 0.27%                 | No            | 2                  | On Loan: No      |
| SPDR S&P Metals & Mining ETF                                                     | SPDR S&P Metals & Mining ETF                                                                                           | CUSIP: 78464A755<br>LEI: 5493008LMBT3IECLIE27 | Long             |  | RF                | US        |       100000 | NS      | $4981000.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $430748.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding XVIII Ltd.                                                  | Madison Park Funding XVIII Ltd., Series 2015-18A, Class ARR                                                            | CUSIP: 55819BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     52250000 | PA      | $51522669.55    | 0.14%             | 2030-10-21      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      8407000 | PA      | $7991286.29     | 0.02%             | 2026-03-17      | Variable      | 3.29%                 | No            | 2                  | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                             | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      1417000 | PA      | $1326216.18     | 0.00%             | 2025-03-11      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                                                   | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |       200000 | PA      | $171334.56      | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                     | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8266000 | PA      | $7503420.17     | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Trimaran Cavu Ltd.                                                               | Trimaran Cavu Ltd., Series 2021-1A, Class E                                                                            | CUSIP: 89624PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1999800 | PA      | $1790150.77     | 0.00%             | 2032-04-23      | Floating      | 10.82%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | Australia 3 Year Bond                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        -3963 | NC      | $4017624.17     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                           | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      7970000 | PA      | $7789587.57     | 0.02%             | 2026-05-12      | Variable      | 4.49%                 | No            | 2                  | On Loan: No      |
| Wolfspeed, Inc.                                                                  | Wolfspeed, Inc.                                                                                                        | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      1624000 | PA      | $1462412.00     | 0.00%             | 2029-12-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| GOL Equity Finance SA                                                            | GOL Equity Finance SA                                                                                                  | CUSIP: 36256KAA8<br>LEI: 222100H9BH197YU7RY14 | Long             | DBT              | CORP              | LU        |      2589000 | PA      | $1233658.50     | 0.00%             | 2024-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Ursa Major Technologies, Inc.                                                    | Ursa Major Technologies, Inc.                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1312920 | NS      | $8704659.60     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     11800000 | PA      | $-101516.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31346YVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16135859 | PA      | $14999463.31    | 0.04%             | 2049-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    213222000 | PA      | $199443.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Greenland Global Investment Ltd.                                                 | Greenland Global Investment Ltd.                                                                                       | CUSIP: N/A<br>LEI: 549300RR3CIGB2A33O28       | Long             | DBT              | CORP              | VG        |       853000 | PA      | $332670.00      | 0.00%             | 2025-04-22      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2013-2A, Class A1L2                                                                          | CUSIP: 12549BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     22000000 | PA      | $21707250.40    | 0.06%             | 2030-10-18      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| Grupo Posadas SAB de CV                                                          | Grupo Posadas SAB de CV                                                                                                | CUSIP: N/A<br>LEI: 529900NRFIXN5G8NUX35       | Long             | DBT              | CORP              | MX        |      7058078 | PA      | $5566176.76     | 0.01%             | 2027-12-30      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    250132059 | PA      | $-14434918.92   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      3113636 | PA      | $-141352.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Consumer Staples Select Sector SPDR Fund                                                                               | CUSIP: 00P7X9HR6<br>LEI: N/A                  | N/A              | DE               |  | US        |         4937 | NC      | $681306.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                            | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     19455000 | PA      | $16788760.73    | 0.04%             | 2032-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      7660000 | PA      | $-164259.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                       | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       373000 | PA      | $315902.13      | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                          | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       105000 | PA      | $84366.59       | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     21424000 | PA      | $1833800.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| LUXE Trust                                                                       | LUXE Trust, Series 2021-TRIP, Class E                                                                                  | CUSIP: 55066WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1216000 | PA      | $1112952.15     | 0.00%             | 2038-10-15      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1623273 | PA      | $-204013.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                                                                   | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | NUSS              | ID        |      4759000 | PA      | $4343110.99     | 0.01%             | 2029-07-30      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| NACC Reperforming Loan REMIC Trust                                               | NACC Reperforming Loan REMIC Trust, Series 2004-R1, Class A1                                                           | CUSIP: 62951MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3424435 | PA      | $2875777.66     | 0.01%             | 2034-03-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-CIP, Class A                                                                 | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1254000 | PA      | $1209972.81     | 0.00%             | 2038-12-15      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     16270000 | PA      | $-41330.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     93850000 | PA      | $132972.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ultra Clean Holdings, Inc.                                                       | Ultra Clean Holdings, Inc., Term Loan B                                                                                | CUSIP: 90385YAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       934374 | PA      | $928534.01      | 0.00%             | 2025-08-27      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Finsbury Square plc                                                              | Finsbury Square plc, Series 2021-2X, Class A                                                                           | CUSIP: N/A<br>LEI: 635400K1KOJXSMZCI443       | Long             | ABS-MBS          | CORP              | GB        |      4586950 | PA      | $5398961.26     | 0.01%             | 2071-12-16      | Floating      | 4.23%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                      | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       900000 | PA      | $789812.73      | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2006-FF16, Class 2A4                                                        | CUSIP: 320275AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5310184 | PA      | $2279949.23     | 0.01%             | 2036-12-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Generacion Mediterranea SA                                                       | Generacion Mediterranea SA                                                                                             | CUSIP: 36875KAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |     18342053 | PA      | $11409903.41    | 0.03%             | 2027-12-01      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5142, Class IP                                                                | CUSIP: 3137H2DS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19418597 | PA      | $2897612.04     | 0.01%             | 2051-09-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CH        |     14340000 | PA      | $2481391.42     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Massachusetts Development Finance Agency                                         | Massachusetts Development Finance Agency, Series 2015O-1                                                               | CUSIP: 57583UX52<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |      5240000 | PA      | $4901223.78     | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |      6413742 | PA      | $6413742.50     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | XPO, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          278 | NC      | $26410.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FLUVIUS System Operator CVBA                                                     | FLUVIUS System Operator CVBA                                                                                           | CUSIP: N/A<br>LEI: 549300WSQWO0M3PK2J78       | Long             | DBT              | CORP              | BE        |      1000000 | PA      | $807233.24      | 0.00%             | 2030-12-02      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       600000 | PA      | $517058.93      | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                                                              | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      5555000 | PA      | $3949427.41     | 0.01%             | 2052-04-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                                                           | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $6753682.60     | 0.02%             | 2051-08-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $50500.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $104253.47      | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XXVI                                                                  | Apidos CLO XXVI, Series 2017-26A, Class A1AR                                                                           | CUSIP: 03766GAL6<br>LEI: 549300RV409NJP65MP20 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3456856.20     | 0.01%             | 2029-07-18      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2014-GC19, Class C                                                         | CUSIP: 17322AAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1156000 | PA      | $1116394.52     | 0.00%             | 2047-03-11      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $52432.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vertex Aerospace Services Corp.                                                  | Vertex Aerospace Services Corp., 1st Lien Term Loan                                                                    | CUSIP: 92532MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992500 | PA      | $973582.95      | 0.00%             | 2028-12-06      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      2489000 | PA      | $1546098.30     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| Synthomer plc                                                                    | Synthomer plc                                                                                                          | CUSIP: N/A<br>LEI: 213800EHT3TI1KPQQJ56       | Long             | DBT              | CORP              | GB        |      2679000 | PA      | $2618294.17     | 0.01%             | 2025-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                                                          | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |       100000 | PA      | $113120.73      | 0.00%             | 2038-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2004-HE7, Class M2                                                | CUSIP: 073879EV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       119599 | PA      | $117303.02      | 0.00%             | 2034-08-25      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96378.51       | 0.00%             | 2026-02-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2022-NWPT, Class A                                                                                  | CUSIP: 12663MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12521000 | PA      | $12279335.94    | 0.03%             | 2024-09-09      | Floating      | 7.48%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14866260 | PA      | $14175035.44    | 0.04%             | 2049-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     18575000 | PA      | $18457755.17    | 0.05%             | 2024-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                             | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       348583 | PA      | $320696.36      | 0.00%             | 2026-05-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   1002957962 | PA      | $2068370.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Home Equity Mortgage Trust                                                       | Home Equity Mortgage Trust, Series 2006-2, Class 1A1                                                                   | CUSIP: 225470W25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7241735 | PA      | $864162.00      | 0.00%             | 2036-07-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          389 | NC      | $-63346.57      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2020-146, Class DI                                                    | CUSIP: 38382KWB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25528021 | PA      | $3293900.98     | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | AUD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     14480000 | PA      | $203971.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oportun Issuance Trust                                                           | Oportun Issuance Trust, Series 2021-B, Class B                                                                         | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1960000 | PA      | $1692989.98     | 0.00%             | 2031-05-08      | Fixed         | 1.96%                 | No            | 2                  | On Loan: No      |
| Vedanta Resources Ltd.                                                           | Vedanta Resources Ltd.                                                                                                 | CUSIP: 92241TAM4<br>LEI: 2138007MYEKPEAZQTW83 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $3157187.50     | 0.01%             | 2024-08-09      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SoftBank Group Corp.                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |         5275 | NC      | $837041.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Casino Guichard Perrachon SA                                                     | Casino Guichard Perrachon SA                                                                                           | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | DBT              | CORP              | FR        |      2717000 | PA      | $1461477.36     | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VMware, Inc.                                                                     | VMware, Inc.                                                                                                           | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      7659000 | PA      | $7413237.01     | 0.02%             | 2027-05-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Trimaran Cavu Ltd.                                                               | Trimaran Cavu Ltd., Series 2019-1A, Class B                                                                            | CUSIP: 89624CAE2<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $243519.20      | 0.00%             | 2032-07-20      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| CarVal CLO VC Ltd.                                                               | CarVal CLO VC Ltd., Series 2021-2A, Class E                                                                            | CUSIP: 14687LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $221088.83      | 0.00%             | 2034-10-15      | Floating      | 10.83%                | No            | 2                  | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2022-3A, Class A                                                              | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38260000 | PA      | $38090274.81    | 0.10%             | 2034-05-15      | Fixed         | 5.94%                 | No            | 2                  | On Loan: No      |
| Henley CLO IV DAC                                                                | Henley CLO IV DAC, Series 4A, Class D                                                                                  | CUSIP: N/A<br>LEI: 6354009HFM8XXW6PPK55       | Long             | ABS-CBDO         | CORP              | IE        |       500000 | PA      | $457264.07      | 0.00%             | 2034-04-25      | Floating      | 3.14%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      4950000 | PA      | $4525198.06     | 0.01%             | 2027-02-15      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2022-C, Class A                                                                       | CUSIP: 08860DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11121479 | PA      | $11029769.41    | 0.03%             | 2035-10-17      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                                  | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       700000 | PA      | $619539.82      | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Aqua Finance Trust                                                               | Aqua Finance Trust, Series 2021-A, Class A                                                                             | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1101237 | PA      | $1006872.77     | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            | 2                  | On Loan: No      |
| Thomson Reuters Corp.                                                            | Thomson Reuters Corp.                                                                                                  | CUSIP: 884903BQ7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |     23365000 | PA      | $23201241.49    | 0.06%             | 2023-11-23      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      7870000 | PA      | $-137802.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-25518.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133USG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1802588 | PA      | $1710070.30     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust                                        | Navient Private Education Refi Loan Trust, Series 2021-DA, Class B                                                     | CUSIP: 63942CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3100000 | PA      | $2741846.15     | 0.01%             | 2060-04-15      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| Colgate Energy Partners III LLC                                                  | Colgate Energy Partners III LLC                                                                                        | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |      2835000 | PA      | $2434869.69     | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                                                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |      4900000 | PA      | $5399925.57     | 0.01%             | 2027-03-28      | Variable      | 3.12%                 | No            | 2                  | On Loan: No      |
| CIFC Funding 2017-IV Ltd.                                                        | CIFC Funding 2017-IV Ltd., Series 2017-4A, Class A1R                                                                   | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |     12000000 | PA      | $11869170.00    | 0.03%             | 2030-10-24      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Canada                                                                           | Canadian Government Bond                                                                                               | CUSIP: 135087WV2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     15616928 | PA      | $14002525.32    | 0.04%             | 2031-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RMAC Securities No.1 plc                                                         | RMAC Securities No.1 plc, Series 2006-NS1X, Class M1C                                                                  | CUSIP: N/A<br>LEI: 213800C48M2JTBGZT736       | Long             | ABS-MBS          | CORP              | GB        |       120642 | PA      | $118616.99      | 0.00%             | 2044-06-12      | Floating      | 2.24%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $97478.54       | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $187826.73      | 0.00%             | 2025-11-07      | Variable      | 2.63%                 | No            | 2                  | On Loan: No      |
| ILPT Commercial Mortgage Trust                                                   | ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class A                                                              | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22092000 | PA      | $22085102.88    | 0.06%             | 2039-10-15      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1336000 | PA      | $1268387.62     | 0.00%             | 2033-07-22      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140LYNA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15702094 | PA      | $13995209.20    | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                                                              | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |       300000 | PA      | $276611.65      | 0.00%             | 2040-09-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133ALHZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1323413 | PA      | $1182252.66     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                             | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $114330.26      | 0.00%             | 2039-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                              | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3502000 | PA      | $3316538.04     | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                          | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       200000 | PA      | $156494.62      | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     83000000 | PA      | $-677513.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Battalion CLO XII Ltd.                                                           | Battalion CLO XII Ltd., Series 2018-12A, Class B2R                                                                     | CUSIP: 07133RAS4<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $237165.30      | 0.00%             | 2031-05-17      | Floating      | 6.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Vertiv Holdings Co.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          500 | NC      | $17500.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Anchorage Capital CLO 5-R Ltd.                                                   | Anchorage Capital CLO 5-R Ltd., Series 2014-5RA, Class B                                                               | CUSIP: 03329AAE5<br>LEI: 549300687XYK5L55VX28 | Long             | ABS-CBDO         | CORP              | KY        |     16585000 | PA      | $16314296.31    | 0.04%             | 2030-01-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-215, Class LI                                                    | CUSIP: 38383D3D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23395717 | PA      | $3160366.03     | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 19 Ltd.                                                              | Elmwood CLO 19 Ltd., Series 2022-6A, Class D                                                                           | CUSIP: 29004JAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12000000 | PA      | $11895768.00    | 0.03%             | 2034-10-17      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Euro-Bobl                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -4428 | NC      | $16614533.11    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                   | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |     16191000 | PA      | $15581813.63    | 0.04%             | 2026-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     12500000 | PA      | $-183320.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      3000000 | PA      | $6568.33        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BL Consumer Credit                                                               | BL Consumer Credit, Series 2021-1, Class E                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       355000 | PA      | $363792.45      | 0.00%             | 2038-09-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                                                             | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1300000 | PA      | $919067.11      | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Fresenius SE & Co. KGaA                                                          | Fresenius SE & Co. KGaA                                                                                                | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |       740874 | NS      | $20694032.77    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Planet Labs PBC                                                                  | Planet Labs PBC                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       877200 | NS      | $3815820.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    251214000 | PA      | $-2441216.88    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STAR Trust                                                                       | STAR Trust, Series 2021-SFR1, Class F                                                                                  | CUSIP: 85521DAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1870000 | PA      | $1730794.96     | 0.00%             | 2038-04-17      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     36238000 | PA      | $-763224.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -865457820 | PA      | $-852667573.72  | -2.25%            | 2053-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Opportunities XI Ltd.                                            | GoldenTree Loan Opportunities XI Ltd., Series 2015-11A, Class AR2                                                      | CUSIP: 38137HBU1<br>LEI: 549300ZH5R2TCUAYC824 | Long             | ABS-CBDO         | CORP              | KY        |      5095000 | PA      | $5034195.76     | 0.01%             | 2031-01-18      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                                                  | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      5330000 | PA      | $6036207.20     | 0.02%             | 2037-11-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-G, Class B                                                                       | CUSIP: 009703AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14966300 | PA      | $12702333.23    | 0.03%             | 2061-06-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                                                       | Restoration Hardware, Inc., Term Loan                                                                                  | CUSIP: 76133MAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992462 | PA      | $910832.29      | 0.00%             | 2028-10-20      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Ronshine China Holdings Ltd.                                                     | Ronshine China Holdings Ltd.                                                                                           | CUSIP: N/A<br>LEI: 549300GNBBT32SFSEC47       | Long             | DBT              | CORP              | KY        |       464000 | PA      | $23200.00       | 0.00%             | 2023-12-15      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association, Series 2022-1, Class HI                                                         | CUSIP: 3136BLMU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38372372 | PA      | $4914146.26     | 0.01%             | 2052-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                                                              | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     11665000 | PA      | $10935874.74    | 0.03%             | 2032-11-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| South Dakota Health & Educational Facilities Authority                           | South Dakota Health & Educational Facilities Authority, Series 2021-A                                                  | CUSIP: 83755VWA8<br>LEI: 549300ZW6LKR8UI2C378 | Long             | DBT              | MUN               | US        |      6960000 | PA      | $6879284.46     | 0.02%             | 2034-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                                                      | Raytheon Technologies Corp.                                                                                            | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       300000 | PA      | $235532.30      | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2022-2A, Class A                                                              | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20203000 | PA      | $19721679.69    | 0.05%             | 2034-10-14      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| Bank of Cyprus PCL                                                               | Bank of Cyprus PCL                                                                                                     | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |      5397000 | PA      | $4730848.81     | 0.01%             | 2027-06-24      | Variable      | 2.50%                 | No            | 2                  | On Loan: No      |
| Advanced Micro Devices, Inc.                                                     | Advanced Micro Devices, Inc.                                                                                           | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |       900000 | PA      | $836217.20      | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-176792.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                         | CUSIP: N/A<br>LEI: F1OF2ZSX47CR0BCWA982       | Long             | DBT              | CORP              | PA        |      7380000 | PA      | $6343636.56     | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Santander UK Group Holdings plc                                                  | Santander UK Group Holdings plc                                                                                        | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $170791.88      | 0.00%             | 2028-01-11      | Variable      | 2.47%                 | No            | 2                  | On Loan: No      |
| Aruba Investments Holdings LLC                                                   | Aruba Investments Holdings LLC, 1st Lien Term Loan                                                                     | CUSIP: 04317JAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4884660 | PA      | $4734065.93     | 0.01%             | 2027-11-24      | Variable      | 8.14%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                               | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |       900000 | PA      | $876286.21      | 0.00%             | 2026-01-22      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |      4103250 | PA      | $4392323.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133KKHG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       319718 | PA      | $302013.59      | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $9148600.93     | 0.02%             | 2028-01-28      | Variable      | 0.88%                 | No            | 2                  | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                     | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      5955000 | PA      | $5329376.16     | 0.01%             | 2025-09-02      | Fixed         | 1.20%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                     | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5361000 | PA      | $4878510.00     | 0.01%             | 2029-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                      | Dick's Sporting Goods, Inc.                                                                                            | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      2489000 | PA      | $1604601.28     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133A8NK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       416378 | PA      | $381756.23      | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Post CLO Ltd.                                                                    | Post CLO Ltd., Series 2021-1A, Class E                                                                                 | CUSIP: 73742GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $659798.70      | 0.00%             | 2034-10-15      | Floating      | 10.53%                | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172713191 | PA      | $163474702.08   | 0.43%             | 2051-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| City of Salt Lake City                                                           | City of Salt Lake City, Series 2021 A                                                                                  | CUSIP: 795576KB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     12445000 | PA      | $12474056.83    | 0.03%             | 2046-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2998 | NC      | $243587.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EP Purchaser LLC                                                                 | EP Purchaser LLC, 1st Lien Term Loan                                                                                   | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |       992500 | PA      | $979478.40      | 0.00%             | 2028-11-06      | Variable      | 8.23%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     16355000 | PA      | $15640661.85    | 0.04%             | 2028-04-27      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| IPD 3 BV                                                                         | IPD 3 BV                                                                                                               | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      1178000 | PA      | $1192770.54     | 0.00%             | 2025-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3377694.17     | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            | 2                  | On Loan: No      |
| Haus European Loan Conduit No. DAC                                               | Haus European Loan Conduit No. DAC, Series 39X, Class A1                                                               | CUSIP: N/A<br>LEI: 635400BO8LLWMGY3ON95       | Long             | ABS-MBS          | CORP              | IE        |      2508275 | PA      | $2570632.46     | 0.01%             | 2051-07-28      | Floating      | 2.26%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Intuit, Inc.                                                                                                           | CUSIP: 00C7XDXC6<br>LEI: N/A                  | N/A              | DE               |  | US        |           66 | NC      | $5610.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Golden Entertainment, Inc.                                                       | Golden Entertainment, Inc.                                                                                             | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |      3070000 | PA      | $3025841.64     | 0.01%             | 2026-04-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Olaplex, Inc.                                                                    | Olaplex, Inc., Term Loan                                                                                               | CUSIP: 67936UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12774640 | PA      | $11880415.58    | 0.03%             | 2029-02-23      | Variable      | 7.92%                 | No            | 3                  | On Loan: No      |
| Clontarf Park CLO DAC                                                            | Clontarf Park CLO DAC, Series 1X, Class CE                                                                             | CUSIP: N/A<br>LEI: 5493001O2660X7YTLM04       | Long             | ABS-CBDO         | CORP              | IE        |      1470000 | PA      | $1454757.92     | 0.00%             | 2030-08-05      | Floating      | 4.78%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-38920.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Knight Castle Investments Ltd.                                                   | Knight Castle Investments Ltd.                                                                                         | CUSIP: N/A<br>LEI: 3003003J95CVXYR89C16       | Long             | DBT              | CORP              | VG        |      6000000 | PA      | $4200000.00     | 0.01%             | 2023-01-23      | Fixed         | 7.99%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $233171.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2277110 | PA      | $-57851.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nexi SpA                                                                         | Nexi SpA                                                                                                               | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | DBT              | CORP              | IT        |      9900000 | PA      | $7578184.96     | 0.02%             | 2028-02-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                           | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       300000 | PA      | $291163.02      | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |      2210000 | PA      | $2140953.52     | 0.01%             | 2078-10-03      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-189622.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                   | Mondelez International Holdings Netherlands BV                                                                         | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |       983000 | PA      | $854345.37      | 0.00%             | 2026-09-24      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     31932000 | PA      | $30370329.14    | 0.08%             | 2028-04-20      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| Pilot Travel Centers LLC                                                         | Pilot Travel Centers LLC, Term Loan B                                                                                  | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |       992462 | PA      | $979808.43      | 0.00%             | 2028-08-04      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 6 Ltd.                                                      | Gulf Stream Meridian 6 Ltd., Series 2021-6A, Class A1                                                                  | CUSIP: 40256GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $968754.40      | 0.00%             | 2037-01-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Mariner CLO LLC                                                                  | Mariner CLO LLC, Series 2016-3A, Class BR2                                                                             | CUSIP: 56845AAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5250000 | PA      | $5135897.55     | 0.01%             | 2029-07-23      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       747000 | PA      | $863794.29      | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 39 Ltd.                                       | Neuberger Berman Loan Advisers CLO 39 Ltd., Series 2020-39A, Class E                                                   | CUSIP: 64134FAA9<br>LEI: 549300VZYYV7KE4XNU69 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $230445.85      | 0.00%             | 2032-01-20      | Floating      | 11.44%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2940 | NC      | $18375.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                              | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      4883000 | PA      | $4531880.56     | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                               | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      5364000 | PA      | $4626701.52     | 0.01%             | 2025-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -106925000 | PA      | $-975486.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Stratus CLO Ltd.                                                                 | Stratus CLO Ltd., Series 2021-1A, Class E                                                                              | CUSIP: 863171AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3299308.50     | 0.01%             | 2029-12-29      | Floating      | 9.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     34780000 | PA      | $-925786.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    100607291 | PA      | $-498523.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 22A                                               | CUSIP: 07389YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2013795 | PA      | $1846076.23     | 0.00%             | 2037-03-25      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                                                            | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       200000 | PA      | $189756.68      | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2013-4A, Class A2RR                                                                               | CUSIP: 67105HBA2<br>LEI: 254900OVGEI8FTD7PT85 | Long             | ABS-CBDO         | CORP              | KY        |      5250000 | PA      | $5145493.50     | 0.01%             | 2029-04-24      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV5, Class B6                                                                   | CUSIP: 46653XAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3115823 | PA      | $1103957.77     | 0.00%             | 2051-12-25      | Variable      | 3.08%                 | No            | 2                  | On Loan: No      |
| CitiMortgage Alternative Loan Trust                                              | CitiMortgage Alternative Loan Trust, Series 2007-A6, Class 1A11                                                        | CUSIP: 18976GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       896921 | PA      | $762472.11      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MercadoLibre, Inc.                                                               | MercadoLibre, Inc.                                                                                                     | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |          901 | NS      | $762462.24      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Visio Trust                                                                      | Visio Trust, Series 2019-2, Class B1                                                                                   | CUSIP: 92837DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1825000 | PA      | $1276002.22     | 0.00%             | 2054-11-25      | Variable      | 3.91%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    482430700 | PA      | $4380726.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust                                                      | Legacy Mortgage Asset Trust, Series 2020-GS5, Class A1                                                                 | CUSIP: 52475JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5172134 | PA      | $5087999.96     | 0.01%             | 2060-06-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Rad CLO 3 Ltd.                                                                   | Rad CLO 3 Ltd., Series 2019-3A, Class CR                                                                               | CUSIP: 48661WAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $656604.27      | 0.00%             | 2032-04-15      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Outfront Media Capital LLC                                                       | Outfront Media Capital LLC                                                                                             | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       283000 | PA      | $254769.74      | 0.00%             | 2027-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR9, Class F                                                                  | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2637000 | PA      | $2092920.45     | 0.01%             | 2040-11-17      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Renk AG                                                                          | Renk AG                                                                                                                | CUSIP: N/A<br>LEI: 894500DAJJ2W78HOJY11       | Long             | DBT              | CORP              | DE        |      3039000 | PA      | $3017410.63     | 0.01%             | 2025-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Cedar Funding XI CLO Ltd.                                                        | Cedar Funding XI CLO Ltd., Series 2019-11A, Class A2R                                                                  | CUSIP: 15033LAS1<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $962741.70      | 0.00%             | 2032-05-29      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                  | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       200000 | PA      | $149227.92      | 0.00%             | 2030-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2022-1, Class C                                                             | CUSIP: 75907DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1117000 | PA      | $950297.13      | 0.00%             | 2032-03-15      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       379012 | PA      | $-10187.11      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2016-C1, Class D                                                           | CUSIP: 17290YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1180000 | PA      | $974383.47      | 0.00%             | 2049-05-10      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV7, Class B5                                                                   | CUSIP: 46654CAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       548732 | PA      | $322140.95      | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            | 2                  | On Loan: No      |
| LCM XXIV Ltd.                                                                    | LCM XXIV Ltd., Series 24A, Class AR                                                                                    | CUSIP: 50188YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       972796 | PA      | $960636.15      | 0.00%             | 2030-03-20      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2021-JR1, Class PT2                                                | CUSIP: 12657XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3214482 | PA      | $1157213.47     | 0.00%             | 2060-07-26      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1505258000 | PA      | $1796192.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2900000 | PA      | $-619.41        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Michigan State Housing Development Authority                                     | Michigan State Housing Development Authority, Series 2018A                                                             | CUSIP: 59465M4M4<br>LEI: 549300NSWW1HVXE93T03 | Long             | DBT              | MUN               | US        |      1250000 | PA      | $1126988.41     | 0.00%             | 2048-10-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                                                      | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       100000 | PA      | $106447.22      | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| United AirLines, Inc.                                                            | United AirLines, Inc., Term Loan B                                                                                     | CUSIP: 90932RAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994950 | PA      | $980582.43      | 0.00%             | 2028-04-21      | Variable      | 8.11%                 | No            | 2                  | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                                | Advantage Sales & Marketing, Inc., 1st Lien Term Loan                                                                  | CUSIP: 00769EAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992405 | PA      | $816997.46      | 0.00%             | 2027-10-28      | Variable      | 8.28%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       354000 | PA      | $323352.58      | 0.00%             | 2029-04-23      | Variable      | 3.81%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1555000 | PA      | $7621.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      2540000 | PA      | $450476.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Kleopatra Holdings 2 SCA                                                         | Kleopatra Holdings 2 SCA                                                                                               | CUSIP: N/A<br>LEI: 222100ALG258IKQWWE73       | Long             | DBT              | CORP              | LU        |      5300000 | PA      | $3099131.94     | 0.01%             | 2026-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| RBC Europe Ltd.                                                                  | RBC Europe Ltd.                                                                                                        | CUSIP: N/A<br>LEI: TXDSU46SXBWIGJ8G8E98       | Long             | RA               | CORP              | GB        |      2133458 | PA      | $2283759.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |   -121825000 | PA      | $-406517.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-FS1, Class 1A3                                               | CUSIP: 073855AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       613062 | PA      | $603205.97      | 0.00%             | 2035-05-25      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                      | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      7155000 | PA      | $7015652.94     | 0.02%             | 2025-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Silver Creek CLO Ltd.                                                            | Silver Creek CLO Ltd., Series 2014-1A, Class DR                                                                        | CUSIP: 827551AS1<br>LEI: 549300LSJSAR2PPV4U78 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $465952.75      | 0.00%             | 2030-07-20      | Floating      | 7.59%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-224204.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-MP, Class E                                                                | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6810000 | PA      | $4798230.66     | 0.01%             | 2040-07-11      | Variable      | 4.28%                 | No            | 2                  | On Loan: No      |
| California State Public Works Board                                              | California State Public Works Board, Series 2009G, Sub-Series G-2                                                      | CUSIP: 130685WB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7255000 | PA      | $8952417.74     | 0.02%             | 2034-10-01      | Fixed         | 8.36%                 | No            | 2                  | On Loan: No      |
| Mylan, Inc.                                                                      | Mylan, Inc.                                                                                                            | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |       239000 | PA      | $221093.87      | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $256302.62      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology                                                                                  | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      8375000 | PA      | $7656291.25     | 0.02%             | 2038-07-01      | Fixed         | 3.96%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1998-8, Class A1                                                                         | CUSIP: 393505N99<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       251415 | PA      | $251220.58      | 0.00%             | 2030-09-01      | Fixed         | 6.28%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 1 Ltd.                                                           | Signal Peak CLO 1 Ltd., Series 2014-1A, Class BR3                                                                      | CUSIP: 82666TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $953752.50      | 0.00%             | 2034-04-17      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXV Ltd.                                                   | Madison Park Funding XXXV Ltd., Series 2019-35A, Class A1R                                                             | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     20000000 | PA      | $19641314.00    | 0.05%             | 2032-04-20      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| RASC Series Trust                                                                | RASC Series Trust, Series 2006-EMX9, Class 1A4                                                                         | CUSIP: 74924VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2632844 | PA      | $2069781.87     | 0.01%             | 2036-11-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Madison Avenue Manufactured Housing Contract Trust                               | Madison Avenue Manufactured Housing Contract Trust, Series 2002-A, Class B2                                            | CUSIP: 55660AAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1076350 | PA      | $1076426.51     | 0.00%             | 2032-03-25      | Floating      | 7.64%                 | No            | 2                  | On Loan: No      |
| Last Mile Securities PE DAC                                                      | Last Mile Securities PE DAC, Series 2021-1X, Class B                                                                   | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |       938807 | PA      | $918896.19      | 0.00%             | 2031-08-17      | Floating      | 2.99%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2292000 | PA      | $73847.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       980000 | PA      | $-44553.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2016-1A, Class CR                                                                                | CUSIP: 92915CAW4<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |      1085000 | PA      | $910638.98      | 0.00%             | 2031-01-20      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | Braskem Netherlands Finance BV                                                                                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      2967000 | PA      | $2863711.31     | 0.01%             | 2081-01-23      | Variable      | 8.50%                 | No            | 2                  | On Loan: No      |
| VOYA CLO                                                                         | VOYA CLO, Series 2017-2A, Class A2AR                                                                                   | CUSIP: 92915UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $727128.60      | 0.00%             | 2030-06-07      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Volkswagen Leasing GmbH                                                          | Volkswagen Leasing GmbH                                                                                                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      7901000 | PA      | $7939256.83     | 0.02%             | 2024-07-19      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     22215000 | PA      | $23548533.73    | 0.06%             | 2027-02-22      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Agile Group Holdings Ltd.                                                        | Agile Group Holdings Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |       701000 | PA      | $367905.83      | 0.00%             | 2025-01-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132A5JX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        76170 | PA      | $72627.22       | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Schlumberger Ltd.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -700 | NC      | $-25900.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2022-SFR2, Class F                                                         | CUSIP: 64830RAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6607470 | PA      | $5019457.75     | 0.01%             | 2039-09-04      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2015-173                                          | CUSIP: 38379K7R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8753056 | PA      | $199551.30      | 0.00%             | 2055-09-16      | Variable      | 0.60%                 | No            | 2                  | On Loan: No      |
| Nexa Resources SA                                                                | Nexa Resources SA                                                                                                      | CUSIP: 91832CAA4<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |      1284000 | PA      | $1203589.50     | 0.00%             | 2027-05-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Volkswagen Bank GmbH                                                             | Volkswagen Bank GmbH                                                                                                   | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     10100000 | PA      | $10081635.97    | 0.03%             | 2026-07-31      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Sultanate of Oman                                                                | Oman Government Bond                                                                                                   | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      4279000 | PA      | $3883192.50     | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Marino Park CLO DAC                                                              | Marino Park CLO DAC, Series 1X, Class X                                                                                | CUSIP: N/A<br>LEI: 254900WKCYX9LIHA8G67       | Long             | ABS-CBDO         | CORP              | IE        |       562500 | PA      | $601055.79      | 0.00%             | 2034-01-16      | Floating      | 0.45%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.                                                | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class C                                                            | CUSIP: 55821KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $230991.53      | 0.00%             | 2034-07-17      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                  | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |      2452000 | PA      | $2349782.25     | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BB-UBS Trust                                                                     | BB-UBS Trust, Series 2012-SHOW, Class E                                                                                | CUSIP: 05538UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2313000 | PA      | $2026293.47     | 0.01%             | 2036-11-05      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                  | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3585000 | PA      | $3380327.47     | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| DBS Group Holdings Ltd.                                                          | DBS Group Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | DBT              | CORP              | SG        |      1332000 | PA      | $1237095.00     | 0.00%             | 2025-02-27      | Variable      | 3.30%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5155, Class NI                                                                | CUSIP: 3137H37F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47846716 | PA      | $6668875.21     | 0.02%             | 2051-10-25      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| Sound Point CLO XXIX Ltd.                                                        | Sound Point CLO XXIX Ltd., Series 2021-1A, Class D                                                                     | CUSIP: 83614VAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       345000 | PA      | $311576.26      | 0.00%             | 2034-04-25      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                            | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      5752000 | PA      | $5589077.48     | 0.01%             | 2025-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class A                                                           | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |      1869615 | PA      | $1913737.03     | 0.01%             | 2033-08-17      | Floating      | 2.54%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class A3                                                                      | CUSIP: 00971BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1820840 | PA      | $1469235.80     | 0.00%             | 2062-03-27      | Variable      | 3.00%                 | No            | 3                  | On Loan: No      |
| Dar Al-Arkan Sukuk Co. Ltd.                                                      | Dar Al-Arkan Sukuk Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | KY        |      6000000 | PA      | $5956125.00     | 0.02%             | 2023-03-21      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                          | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       300000 | PA      | $256783.84      | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Viterra Finance BV                                                               | Viterra Finance BV                                                                                                     | CUSIP: N/A<br>LEI: 213800HBZGEIZLKJBI17       | Long             | DBT              | CORP              | NL        |     13300000 | PA      | $12660609.07    | 0.03%             | 2025-09-24      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Travel + Leisure Co.                                                             | Travel + Leisure Co.                                                                                                   | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97826.17       | 0.00%             | 2026-07-31      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                                           | SRS Distribution, Inc.                                                                                                 | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |      3208000 | PA      | $2843796.24     | 0.01%             | 2028-07-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| ALM 2020 Ltd.                                                                    | ALM 2020 Ltd., Series 2020-1A, Class B                                                                                 | CUSIP: 00166FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $473684.95      | 0.00%             | 2029-10-15      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    609900000 | PA      | $586856288.58   | 1.55%             | 2053-02-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -218765000 | PA      | $-2100785.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                                                          | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |       473000 | PA      | $429888.89      | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1875000 | PA      | $-54295.01      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HarborView Mortgage Loan Trust                                                   | HarborView Mortgage Loan Trust, Series 2006-12, Class 1A1A                                                             | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11240538 | PA      | $9212970.85     | 0.02%             | 2036-12-19      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Relativity Space, Inc., Series E                                                 | Relativity Space, Inc., Series E                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       256663 | NS      | $4227239.61     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Aqueduct European CLO 2 DAC                                                      | Aqueduct European CLO 2 DAC, Series 2017-2X, Class B1                                                                  | CUSIP: N/A<br>LEI: 635400NHJN6HCPE9UC07       | Long             | ABS-CBDO         | CORP              | IE        |      2518000 | PA      | $2562552.27     | 0.01%             | 2030-10-15      | Floating      | 2.58%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $16834.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Autoflorence SRL                                                                 | Autoflorence SRL, Series 2, Class D                                                                                    | CUSIP: N/A<br>LEI: 815600C91B7AF7C88210       | Long             | ABS-O            | CORP              | IT        |       214451 | PA      | $218254.07      | 0.00%             | 2044-12-24      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Pikes Peak CLO 1                                                                 | Pikes Peak CLO 1, Series 2018-1A, Class A                                                                              | CUSIP: 721327AA2<br>LEI: 549300IOF5UIE4PES702 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $246964.05      | 0.00%             | 2031-07-24      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2013-2A, Class A1R                                                                       | CUSIP: 09626YAN0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |      2696061 | PA      | $2661011.75     | 0.01%             | 2030-10-22      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Raytheon Technologies Corp.                                                      | Raytheon Technologies Corp.                                                                                            | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       300000 | PA      | $249643.15      | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     74040000 | PA      | $1197574.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-190520.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $5708174.63     | 0.02%             | 2029-12-06      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Red & Black Auto Germany UG                                                      | Red & Black Auto Germany UG, Series 8, Class D                                                                         | CUSIP: N/A<br>LEI: 391200E3OPA9K4R22Z70       | Long             | ABS-O            | CORP              | DE        |       100000 | PA      | $102104.23      | 0.00%             | 2030-09-15      | Floating      | 3.04%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2018-A, Class B                                                                       | CUSIP: 00969EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       204360 | PA      | $201582.87      | 0.00%             | 2058-04-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      5081000 | PA      | $5085424.28     | 0.01%             | 2025-07-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Avoca CLO XVIII DAC                                                              | Avoca CLO XVIII DAC, Series 18X, Class C                                                                               | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |       150000 | PA      | $148865.52      | 0.00%             | 2031-04-15      | Floating      | 3.13%                 | No            | 2                  | On Loan: No      |
| Playstudios, Inc.                                                                | Playstudios, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1145983 | NS      | $4446414.04     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-348712.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                            | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10320000 | PA      | $6418792.01     | 0.02%             | 2050-08-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Holland Park CLO DAC                                                             | Holland Park CLO DAC, Series 1X, Class A1RR                                                                            | CUSIP: N/A<br>LEI: 549300DH041IB658HY57       | Long             | ABS-CBDO         | CORP              | IE        |       625000 | PA      | $647385.82      | 0.00%             | 2032-11-14      | Floating      | 2.72%                 | No            | 2                  | On Loan: No      |
| Life Mortgage Trust                                                              | Life Mortgage Trust, Series 2021-BMR, Class F                                                                          | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7616053 | PA      | $7186045.07     | 0.02%             | 2038-03-15      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| Radnet Management, Inc.                                                          | Radnet Management, Inc., 1st Lien Term Loan                                                                            | CUSIP: 75049EAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994962 | PA      | $966357.06      | 0.00%             | 2028-04-23      | Variable      | 7.74%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    517846381 | PA      | $24330161.56    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| SC Germany SA Compartment Consumer                                               | SC Germany SA Compartment Consumer, Series 2020-1, Class D                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       883021 | PA      | $926243.57      | 0.00%             | 2034-11-14      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |     14100000 | PA      | $13563211.87    | 0.04%             | 2028-05-18      | Variable      | 1.64%                 | No            | 2                  | On Loan: No      |
| Mortimer BTL plc                                                                 | Mortimer BTL plc, Series 2021-1, Class A                                                                               | CUSIP: N/A<br>LEI: 213800XP3NPPV83PMY32       | Long             | ABS-MBS          | CORP              | GB        |      2072625 | PA      | $2434976.70     | 0.01%             | 2053-06-23      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| Allegro CLO II-S Ltd.                                                            | Allegro CLO II-S Ltd., Series 2014-1RA, Class B                                                                        | CUSIP: 01751EAG3<br>LEI: 635400R1GOVCHJ4SNX58 | Long             | ABS-CBDO         | CORP              | KY        |      2740000 | PA      | $2654442.40     | 0.01%             | 2028-10-21      | Floating      | 6.43%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      7186000 | PA      | $6301460.38     | 0.02%             | 2027-03-09      | Variable      | 1.43%                 | No            | 2                  | On Loan: No      |
| HCA Healthcare, Inc.                                                             | HCA Healthcare, Inc.                                                                                                   | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        19543 | NS      | $4689538.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CML Lake Tahoe Resort Hotel                                                      | CML Lake Tahoe Resort Hotel, Term Loan                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     19245000 | PA      | $18498163.13    | 0.05%             | 2038-01-01      | Variable      | 6.10%                 | No            | 3                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                            | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      1414000 | PA      | $1296776.53     | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                     | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       323000 | PA      | $206414.28      | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $6943025.60     | 0.02%             | 2028-03-22      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133A2LM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       325810 | PA      | $309551.24      | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DM3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57311753 | PA      | $50776161.29    | 0.13%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                             | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2388917.75     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| Gracie Point International Funding                                               | Gracie Point International Funding, Series 2022-2A, Class A                                                            | CUSIP: 38411JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     21046000 | PA      | $21049091.66    | 0.06%             | 2024-07-01      | Floating      | 6.48%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                     | CUSIP: 925650AA1<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      1274000 | PA      | $1235560.81     | 0.00%             | 2025-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                            | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     24833000 | PA      | $23661270.79    | 0.06%             | 2025-03-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Invesco Senior Loan ETF                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         4000 | NC      | $130000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cox Communications, Inc.                                                         | Cox Communications, Inc.                                                                                               | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      2489000 | PA      | $1492282.96     | 0.00%             | 2050-10-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                            | CUSIP: 775109AY7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      8254000 | PA      | $8183179.19     | 0.02%             | 2023-10-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8314000 | PA      | $7016411.66     | 0.02%             | 2029-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Regatta VII Funding Ltd.                                                         | Regatta VII Funding Ltd., Series 2016-1A, Class BR2                                                                    | CUSIP: 75888ABJ4<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $239151.05      | 0.00%             | 2034-06-20      | Floating      | 6.35%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      3100000 | PA      | $3384762.90     | 0.01%             | 2028-08-23      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Aon Corp.                                                                        | Aon Corp.                                                                                                              | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       286000 | PA      | $233435.51      | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Principal Life Global Funding II                                                 | Principal Life Global Funding II                                                                                       | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |       917000 | PA      | $795080.14      | 0.00%             | 2026-08-16      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                                                             | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1251719.82     | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X9PE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7504388 | PA      | $7104007.48     | 0.02%             | 2050-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| University of Southern California                                                | University of Southern California                                                                                      | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |       208000 | PA      | $163906.46      | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            | 2                  | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                                                     | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      8000000 | PA      | $6252504.16     | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| KraneShares CSI China Internet ETF                                               | KraneShares CSI China Internet ETF                                                                                     | CUSIP: 500767306<br>LEI: 549300URDNVSGEWBN526 | Long             |  | RF                | US        |       420001 | NS      | $12684030.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3951326.26     | 0.01%             | 2033-07-25      | Variable      | 4.91%                 | No            | 2                  | On Loan: No      |
| Prologis Euro Finance LLC                                                        | Prologis Euro Finance LLC                                                                                              | CUSIP: N/A<br>LEI: 549300MI5D1784PRQH06       | Long             | DBT              | CORP              | US        |     10100000 | PA      | $9048852.33     | 0.02%             | 2027-09-10      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Generate CLO 4 Ltd.                                                              | Generate CLO 4 Ltd., Series 4A, Class BR                                                                               | CUSIP: 986252AU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2619187.73     | 0.01%             | 2032-04-20      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3000000 | PA      | $-20271.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA16, Class A4C                                                                    | CUSIP: 23242GAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10588361 | PA      | $7708363.62     | 0.02%             | 2046-10-25      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-SDMF, Class A                                                                                    | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2057000 | PA      | $1969930.69     | 0.01%             | 2034-09-15      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The), Series 21-B                                                                                        | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |        40000 | PA      | $33676.72       | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Ashland Services BV                                                              | Ashland Services BV                                                                                                    | CUSIP: N/A<br>LEI: 549300S52OPXPKGJS029       | Long             | DBT              | CORP              | NL        |      2700000 | PA      | $2459544.06     | 0.01%             | 2028-01-30      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 3 Ltd.                                                      | Gulf Stream Meridian 3 Ltd., Series 2021-IIIA, Class A1                                                                | CUSIP: 402512AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $976842.80      | 0.00%             | 2034-04-15      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Abbott Laboratories                                                                                                    | CUSIP: 00P7X77W0<br>LEI: N/A                  | N/A              | DE               |  | US        |         -357 | NC      | $-2856.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Sixth Street CLO XVIII Ltd.                                                      | Sixth Street CLO XVIII Ltd., Series 2021-18A, Class E                                                                  | CUSIP: 83012JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3499013.60     | 0.01%             | 2034-04-20      | Floating      | 10.74%                | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | Skandinaviska Enskilda Banken AB                                                                                       | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      3200000 | PA      | $2980000.00     | 0.01%             | 2025-05-13      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                               | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |      9800000 | PA      | $11239685.52    | 0.03%             | 2024-10-16      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                          | Anheuser-Busch Cos. LLC                                                                                                | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       680000 | PA      | $642221.11      | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Northwoods Capital 23 Euro DAC                                                   | Northwoods Capital 23 Euro DAC, Series 2021-23X, Class E                                                               | CUSIP: N/A<br>LEI: 549300S8E7OE3AK8EC83       | Long             | ABS-CBDO         | CORP              | IE        |       895000 | PA      | $794564.30      | 0.00%             | 2034-03-15      | Floating      | 8.26%                 | No            | 2                  | On Loan: No      |
| Minera Mexico SA de CV                                                           | Minera Mexico SA de CV                                                                                                 | CUSIP: N/A<br>LEI: 2549005BMA2EK49I0T98       | Long             | DBT              | CORP              | MX        |      6000000 | PA      | $4538625.00     | 0.01%             | 2050-01-26      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4416838.34     | 0.01%             | 2027-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       149291 | PA      | $141222.68      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7535133.68     | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    300000001 | PA      | $19270500.75    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Dryden 49 Senior Loan Fund                                                       | Dryden 49 Senior Loan Fund, Series 2017-49A, Class BR                                                                  | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $967492.70      | 0.00%             | 2030-07-18      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | S&P 500 E-Mini Index                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -71 | NC      | $112786.67      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Graphic Packaging International LLC                                              | Graphic Packaging International LLC                                                                                    | CUSIP: N/A<br>LEI: SO75N4VY5NXGQSK8YQ65       | Long             | DBT              | CORP              | US        |      1246000 | PA      | $1167186.00     | 0.00%             | 2029-02-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M5                                                        | CUSIP: 92259LAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1079451 | PA      | $834487.88      | 0.00%             | 2050-02-25      | Variable      | 4.29%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2662000 | PA      | $2347980.63     | 0.01%             | 2026-11-19      | Variable      | 1.04%                 | No            | 2                  | On Loan: No      |
| Rio Tinto Finance USA Ltd.                                                       | Rio Tinto Finance USA Ltd.                                                                                             | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |       999000 | PA      | $660823.24      | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Whirlpool Corp.                                                                  | Whirlpool Corp.                                                                                                        | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97215.85       | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     33267000 | PA      | $-2665520.56    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Farmer's Business Network, Inc., Series F                                        | Farmer's Business Network, Inc., Series F                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       189070 | NS      | $8812552.70     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140Q8WM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        98457 | PA      | $93596.14       | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Volkswagen Financial Services NV                                                 | Volkswagen Financial Services NV                                                                                       | CUSIP: N/A<br>LEI: 529900ZTQC8D1TW6BL41       | Long             | DBT              | CORP              | NL        |     26400000 | PA      | $31268728.04    | 0.08%             | 2026-12-07      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust, Series 2021-2A, Class D                                                                        | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1420000 | PA      | $1039006.19     | 0.00%             | 2032-04-20      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co., Series 127                                                                                    | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       600000 | PA      | $426588.26      | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                       | BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class F                                                  | CUSIP: 05526QAN6<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |      5531000 | PA      | $4494775.45     | 0.01%             | 2033-04-14      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OC10, Class 2A3                                                                    | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4217032 | PA      | $3550737.55     | 0.01%             | 2036-11-25      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3131Y3DA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3325159 | PA      | $3170502.44     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $11739.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                                                           | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |       453000 | PA      | $440352.15      | 0.00%             | 2025-09-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Homes by West Bay LLC                                                            | Homes by West Bay LLC                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     28500000 | PA      | $25900800.00    | 0.07%             | 2027-04-30      | Fixed         | 9.50%                 | No            | 3                  | On Loan: No      |
| Madison Park Funding XXVII Ltd.                                                  | Madison Park Funding XXVII Ltd., Series 2018-27A, Class A1A                                                            | CUSIP: 55820YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1900000 | PA      | $1878018.90     | 0.00%             | 2030-04-20      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc., 1st Lien Term Loan                                                                             | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |      1000000 | PA      | $940500.00      | 0.00%             | 2025-11-16      | Variable      | 8.16%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |       800000 | PA      | $814621.01      | 0.00%             | 2026-01-15      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     12200000 | PA      | $9910481.30     | 0.03%             | 2033-05-18      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| iShares Trust                                                                    | iShares Latin America 40 ETF                                                                                           | CUSIP: 464287390<br>LEI: 549300LU9LZBB8WGN795 | Long             |  | RF                | US        |       536067 | NS      | $12270573.63    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                           | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |     24682000 | PA      | $23460241.00    | 0.06%             | 2025-01-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   -514260000 | PA      | $-10511344.08   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| OAK Hill European Credit Partners VI DAC                                         | OAK Hill European Credit Partners VI DAC, Series 2017-6X, Class B1                                                     | CUSIP: N/A<br>LEI: 549300KDAJJQKITHIP59       | Long             | ABS-CBDO         | CORP              | IE        |       450000 | PA      | $450669.62      | 0.00%             | 2032-01-20      | Floating      | 2.66%                 | No            | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust, Series 2005-RP1, Class 1AF                                                                  | CUSIP: 36242DXG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2946515 | PA      | $2642642.70     | 0.01%             | 2035-01-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     12420000 | PA      | $9564726.70     | 0.03%             | 2032-07-21      | Variable      | 2.30%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2005-B, Class 2A                                                        | CUSIP: 126685AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       584415 | PA      | $573677.39      | 0.00%             | 2035-05-15      | Floating      | 4.50%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                               | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      8500000 | PA      | $8508584.22     | 0.02%             | 2024-07-04      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Massachusetts                                                    | Commonwealth of Massachusetts, Series 2021 D                                                                           | CUSIP: 57582RR99<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |      7795000 | PA      | $8355763.96     | 0.02%             | 2049-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     48791000 | PA      | $1266187.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                           | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       443000 | PA      | $423643.76      | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA                                                     | Banco Mercantil del Norte SA                                                                                           | CUSIP: N/A<br>LEI: 549300QTVYRPFHS0J362       | Long             | DBT              | CORP              | MX        |      6000000 | PA      | $5343000.00     | 0.01%             | 2027-01-24      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| TICP CLO XII Ltd.                                                                | TICP CLO XII Ltd., Series 2018-12A, Class AR                                                                           | CUSIP: 87250FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $979136.00      | 0.00%             | 2034-07-15      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                        | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      1489000 | PA      | $1511022.31     | 0.00%             | 2025-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $55071.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3361843.43     | 0.01%             | 2025-08-19      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5000000 | PA      | $-27699.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                                                  | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      6225000 | PA      | $5668786.66     | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 7 Ltd.                                                      | Gulf Stream Meridian 7 Ltd., Series 2022-7A, Class A1                                                                  | CUSIP: 40257DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $9652256.00     | 0.03%             | 2035-07-15      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Los Angeles Department of Water & Power                                          | Los Angeles Department of Water & Power, Series 2021                                                                   | CUSIP: 544532DK7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     16000000 | PA      | $17190502.88    | 0.05%             | 2051-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31329QWF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        25282 | PA      | $24092.15       | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2020-C7, Class XB                                                                         | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2706000 | PA      | $158893.07      | 0.00%             | 2053-04-15      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |       258000 | PA      | $175736.73      | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1160000 | PA      | $112746.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Aurium CLO II DAC                                                                | Aurium CLO II DAC, Series 2X, Class ERR                                                                                | CUSIP: N/A<br>LEI: 213800HRTED9UC792482       | Long             | ABS-CBDO         | CORP              | IE        |      1050000 | PA      | $911109.42      | 0.00%             | 2034-06-22      | Floating      | 8.21%                 | No            | 2                  | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc.                                                                                                             | CUSIP: N/A<br>LEI: 549300BO9IWPF3S48F93       | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2302002.73     | 0.01%             | 2026-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AW3H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1165772 | PA      | $1039049.64     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                       | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       171000 | PA      | $130045.12      | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Soundview Home Loan Trust                                                        | Soundview Home Loan Trust, Series 2004-WMC1, Class M2                                                                  | CUSIP: 83611MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       105787 | PA      | $94956.20       | 0.00%             | 2035-01-25      | Floating      | 5.18%                 | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |     10469000 | PA      | $10966496.94    | 0.03%             | 2029-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BMW Finance NV                                                                   | BMW Finance NV                                                                                                         | CUSIP: N/A<br>LEI: 5299006ZHG3IXU0PNJ56       | Short            | DBT              | CORP              | NL        |     -5900000 | PA      | $-5546761.90    | -0.01%            | 2028-05-22      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      4934000 | PA      | $4072774.03     | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XCSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4339418 | PA      | $3867515.87     | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bally's Corp.                                                                    | Bally's Corp., Facility Term Loan B                                                                                    | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |     31218597 | PA      | $28806960.81    | 0.08%             | 2028-10-02      | Variable      | 7.54%                 | No            | 2                  | On Loan: No      |
| JumpCloud, Inc.                                                                  | JumpCloud, Inc.                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       297096 | NS      | $1060632.72     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Kookmin Bank                                                                     | Kookmin Bank                                                                                                           | CUSIP: N/A<br>LEI: 549300XXMOJSIW8P4769       | Long             | DBT              | CORP              | KR        |      1000000 | PA      | $941437.50      | 0.00%             | 2024-07-02      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                  | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95832.36       | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Kaixo Bondco Telecom SA                                                          | Kaixo Bondco Telecom SA                                                                                                | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |      3163000 | PA      | $2869493.76     | 0.01%             | 2029-09-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Avoca CLO XV DAC                                                                 | Avoca CLO XV DAC, Series 15X, Class FR                                                                                 | CUSIP: N/A<br>LEI: 63540019ZRWR9Z7GEY65       | Long             | ABS-CBDO         | CORP              | IE        |      1760000 | PA      | $1340683.37     | 0.00%             | 2031-04-15      | Floating      | 7.22%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                            | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       343000 | PA      | $292016.48      | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1000 | NC      | $450500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    551110150 | PA      | $-2386036.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                       | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       100000 | PA      | $89460.69       | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                                                  | Danske Bank A/S                                                                                                        | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      8000000 | PA      | $8255155.49     | 0.02%             | 2028-01-14      | Variable      | 2.25%                 | No            | 2                  | On Loan: No      |
| TICP CLO VII Ltd.                                                                | TICP CLO VII Ltd., Series 2017-7A, Class ER                                                                            | CUSIP: 87248UAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       650000 | PA      | $580937.96      | 0.00%             | 2033-04-15      | Floating      | 11.13%                | No            | 2                  | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                                                                | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      1660000 | PA      | $1364638.34     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EOG Resources, Inc.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1200 | NC      | $-120000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                               | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     11000000 | PA      | $11171483.81    | 0.03%             | 2025-01-29      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | 3 Month SOFTR Interest Futures                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        13112 | NC      | $1557050.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                                 | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Short            | DBT              | CORP              | US        |     -6170000 | PA      | $-5524124.40    | -0.01%            | 2028-10-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| FT Santander Consumer Spain Auto                                                 | FT Santander Consumer Spain Auto, Series 2020-1, Class C                                                               | CUSIP: N/A<br>LEI: 894500EO9XFVE82OWE89       | Long             | ABS-O            | CORP              | ES        |       143366 | PA      | $146869.79      | 0.00%             | 2033-03-21      | Floating      | 4.03%                 | No            | 2                  | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      5535000 | PA      | $4377464.73     | 0.01%             | 2027-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    159917519 | PA      | $-3129778.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                              | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       521000 | PA      | $427337.43      | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Multi Security Asset Trust LP Commercial Mortgage-Backed Securities Pass-Through | Multi Security Asset Trust LP Commercial Mortgage-Backed Securities Pass-Through, Series 2005-RR4A, Class N            | CUSIP: 62544HAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2167406 | PA      | $1435906.63     | 0.00%             | 2035-11-28      | Variable      | 4.78%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -207859200 | PA      | $-208151502.00  | -0.55%            | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                                                            | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       200000 | PA      | $156950.93      | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Hedosophia European Growth                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | KY        |       274529 | NS      | $8816.09        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -49045000 | PA      | $-704345.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                        | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      4359000 | PA      | $2765402.39     | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| Movida Europe SA                                                                 | Movida Europe SA                                                                                                       | CUSIP: N/A<br>LEI: 549300YRJE0V6QKU7C86       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $2232750.00     | 0.01%             | 2031-02-08      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                         | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       100000 | PA      | $73526.63       | 0.00%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Long Gilt                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -1309 | NC      | $8970561.37     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     17844000 | PA      | $690624.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Monitchem HoldCo 3 SA                                                            | Monitchem HoldCo 3 SA                                                                                                  | CUSIP: N/A<br>LEI: 222100SJHJ1CNJMSW162       | Long             | DBT              | CORP              | LU        |       502000 | PA      | $519229.80      | 0.00%             | 2025-03-15      | Floating      | 7.30%                 | No            | 2                  | On Loan: No      |
| International Consolidated Airlines Group SA                                     | International Consolidated Airlines Group SA                                                                           | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | DBT              | CORP              | ES        |      3700000 | PA      | $3605462.22     | 0.01%             | 2025-03-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2836667 | PA      | $-12623.13      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Aptiv plc                                                                        | Aptiv plc                                                                                                              | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      2456000 | PA      | $1451463.63     | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| CP Iris Holdco I, Inc.                                                           | CP Iris Holdco I, Inc., 1st Lien Term Loan                                                                             | CUSIP: 12659EAC2<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |      1721656 | PA      | $1530121.89     | 0.00%             | 2028-10-02      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Kingdom of Bahrain                                                               | Kingdom of Bahrain                                                                                                     | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      2893000 | PA      | $2543670.25     | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4384000 | PA      | $3570487.07     | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     32000000 | PA      | $-1778798.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     88737000 | PA      | $-7545176.46    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CML Trigrams                                                                     | CML Trigrams, Term Loan                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     58261965 | PA      | $57673478.20    | 0.15%             | 2024-09-15      | Variable      | 3.13%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    278159479 | PA      | $12540690.86    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                           | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       500000 | PA      | $477299.35      | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2017-5A, Class A1                                                                            | CUSIP: 12551MAA7<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $247454.53      | 0.00%             | 2030-11-16      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2021-VIEW, Class E                                                                                    | CUSIP: 05606GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10095000 | PA      | $9159923.37     | 0.02%             | 2036-06-15      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -94637400 | PA      | $-3985278.18    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Jack Ohio Finance LLC                                                            | Jack Ohio Finance LLC, Term Loan                                                                                       | CUSIP: 46647KAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6125029 | PA      | $5987215.37     | 0.02%             | 2028-10-04      | Variable      | 9.12%                 | No            | 3                  | On Loan: No      |
| Altar BidCo, Inc.                                                                | Altar BidCo, Inc., 1st Lien Term Loan                                                                                  | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22607900 | PA      | $21543520.07    | 0.06%             | 2029-02-01      | Variable      | 6.61%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Energy Select Sector SPDR Fund                                                                                         | CUSIP: 00C9H22C8<br>LEI: N/A                  | N/A              | DE               |  | US        |         1300 | NC      | $44200.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-6A, Class A4A                                                              | CUSIP: 07326FAE8<br>LEI: 5493003DOWFR7J1QCW02 | Long             | ABS-MBS          | CORP              | US        |     10135277 | PA      | $8866286.43     | 0.02%             | 2037-12-25      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| KDB Life Insurance Co. Ltd.                                                      | KDB Life Insurance Co. Ltd.                                                                                            | CUSIP: N/A<br>LEI: 988400K1TBF4L6T06Y80       | Long             | DBT              | CORP              | KR        |      2740000 | PA      | $2456081.20     | 0.01%             | 2023-05-21      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |       101346 | NS      | $11795660.94    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| VZ Vendor Financing II BV                                                        | VZ Vendor Financing II BV                                                                                              | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |     20654000 | PA      | $16960755.26    | 0.04%             | 2029-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Casino Guichard Perrachon SA                                                     | Casino Guichard Perrachon SA                                                                                           | CUSIP: N/A<br>LEI: 969500VHL8F83GBL6L29       | Long             | DBT              | CORP              | FR        |     11400000 | PA      | $2126517.43     | 0.01%             | 2024-01-31      | Variable      | 3.99%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ServiceNow, Inc.                                                                                                       | CUSIP: 00P7XG049<br>LEI: N/A                  | N/A              | DE               |  | US        |          -74 | NC      | $-459170.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ALM Ltd.                                                                         | ALM Ltd., Series 2020-1A, Class A2                                                                                     | CUSIP: 00166FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12790000 | PA      | $12430223.70    | 0.03%             | 2029-10-15      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 15 Ltd.                                                              | Elmwood CLO 15 Ltd., Series 2022-2A, Class D                                                                           | CUSIP: 29003JAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2960000 | PA      | $2755474.06     | 0.01%             | 2035-04-22      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-214, Class AI                                                    | CUSIP: 38383FDA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30287817 | PA      | $4770331.19     | 0.01%             | 2051-12-20      | Fixed         | 4.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | S&P 500 Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          900 | NC      | $11250.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C21, Class XB                                          | CUSIP: 61764XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15696000 | PA      | $98575.59       | 0.00%             | 2048-03-15      | Variable      | 0.27%                 | No            | 2                  | On Loan: No      |
| Tesco Property Finance 4 plc                                                     | Tesco Property Finance 4 plc                                                                                           | CUSIP: N/A<br>LEI: 213800UCE6O94DGHWT77       | Long             | DBT              | CORP              | GB        |      3111694 | PA      | $3528520.61     | 0.01%             | 2040-10-13      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       575421 | PA      | $2541.81        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     11775000 | PA      | $10812942.58    | 0.03%             | 2031-03-31      | Variable      | 4.41%                 | No            | 2                  | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                                                       | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class D                                                                   | CUSIP: 15034AAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13250000 | PA      | $12312460.48    | 0.03%             | 2033-07-15      | Floating      | 7.33%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association, Series 2020-77, Class HI                                                        | CUSIP: 3136BCVU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122193417 | PA      | $23886136.89    | 0.06%             | 2050-11-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                 | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     16735000 | PA      | $15139624.17    | 0.04%             | 2029-06-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Highbridge Loan Management Ltd.                                                  | Highbridge Loan Management Ltd., Series 7A-2015, Class CR                                                              | CUSIP: 40437RAE9<br>LEI: 254900IU43NDZ7HEB142 | Long             | ABS-CBDO         | CORP              | KY        |      1670000 | PA      | $1617064.01     | 0.00%             | 2027-03-15      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                                                            | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       160000 | PA      | $141544.89      | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Eni SpA                                                                          | Eni SpA                                                                                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      1235000 | PA      | $1257165.99     | 0.00%             | 2024-09-19      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-134214.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -23506000 | PA      | $-563365.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-61249.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                                                                | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |       600000 | PA      | $512513.34      | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Concord Music Royalties LLC                                                      | Concord Music Royalties LLC, Series 2022-1A, Class A2                                                                  | CUSIP: 20633KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18639000 | PA      | $18199995.63    | 0.05%             | 2073-01-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Ford Motor Co.                                                                                                         | CUSIP: 00PA443Q9<br>LEI: N/A                  | N/A              | DE               |  | US        |         1500 | NC      | $30750.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cedar Fair LP                                                                    | Cedar Fair LP                                                                                                          | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       218000 | PA      | $208190.00      | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Aroundtown SA                                                                    | Aroundtown SA                                                                                                          | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      6200000 | PA      | $3442528.65     | 0.01%             | 2024-06-25      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       400000 | PA      | $423231.85      | 0.00%             | 2033-11-03      | Variable      | 8.11%                 | No            | 2                  | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class B                                                           | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |      1140887 | PA      | $1137772.54     | 0.00%             | 2033-08-17      | Floating      | 2.85%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2020-GSA2, Class XA                                                               | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32056921 | PA      | $2966300.66     | 0.01%             | 2053-12-12      | Variable      | 1.73%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | Cooperatieve Rabobank UA                                                                                               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |      3400000 | PA      | $3363362.46     | 0.01%             | 2025-12-29      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| MAD Mortgage Trust                                                               | MAD Mortgage Trust, Series 2017-330M, Class D                                                                          | CUSIP: 55282MAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2925000 | PA      | $2616724.31     | 0.01%             | 2034-08-15      | Variable      | 3.98%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140H1HT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6606 | PA      | $6332.48        | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                           | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |      3400000 | PA      | $2802450.00     | 0.01%             | 2050-08-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140LVPN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       231635 | PA      | $212246.31      | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2021-MHC, Class F                                          | CUSIP: 466330AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5050000 | PA      | $4745814.26     | 0.01%             | 2038-04-15      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| Ford Foundation (The)                                                            | Ford Foundation (The), Series 2020                                                                                     | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |       450000 | PA      | $283087.47      | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     14402777 | PA      | $-214300.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class F                                                 | CUSIP: 12653VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14894000 | PA      | $14232685.55    | 0.04%             | 2036-05-15      | Floating      | 6.97%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC, Term Loan B                                                                                | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15334923 | PA      | $14551002.05    | 0.04%             | 2029-01-27      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Grupo Aval Ltd.                                                                  | Grupo Aval Ltd.                                                                                                        | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     17580000 | PA      | $14204640.00    | 0.04%             | 2030-02-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                                                       | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |       163000 | PA      | $130408.59      | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| ADLER Group SA                                                                   | ADLER Group SA                                                                                                         | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $351589.30      | 0.00%             | 2029-01-14      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X7AL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1823552 | PA      | $1732554.75     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | XPO, Inc.                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -278 | NC      | $-261320.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3000000 | PA      | $-38433.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo Vita SpA                                                         | Intesa Sanpaolo Vita SpA                                                                                               | CUSIP: N/A<br>LEI: 549300UM31PJ24TTSR94       | Long             | DBT              | CORP              | IT        |     12750000 | PA      | $9929871.68     | 0.03%             | 2030-12-22      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2010ZZ                                                                    | CUSIP: 74526QXN7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |       500000 | PA      | $369649.13      | 0.00%             | 2023-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133KH4E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1849461 | PA      | $1747141.52     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                             | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |     18525000 | PA      | $17402207.50    | 0.05%             | 2029-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-77127.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -132233000 | PA      | $-8382440.22    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Metinvest BV                                                                     | Metinvest BV                                                                                                           | CUSIP: N/A<br>LEI: 635400TMCKVEU87EJ582       | Long             | DBT              | CORP              | NL        |      3660000 | PA      | $1878037.50     | 0.00%             | 2027-10-01      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2020-A, Class B                                                               | CUSIP: 78449UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5930000 | PA      | $4937736.07     | 0.01%             | 2045-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                                                           | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       300000 | PA      | $235082.43      | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         1200 | NS      | $2418336.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                                                       | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       137000 | PA      | $114317.80      | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     12000000 | PA      | $-170220.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                   | Long Beach Mortgage Loan Trust, Series 2006-7, Class 2A3                                                               | CUSIP: 54251TAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19169660 | PA      | $8038929.12     | 0.02%             | 2036-08-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Note                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          122 | NC      | $245906.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Intel Corp.                                                                                                            | CUSIP: 00C9SEE45<br>LEI: N/A                  | N/A              | DE               |  | US        |         2000 | NC      | $31000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-24833.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Howmet Aerospace, Inc.                                                           | Howmet Aerospace, Inc.                                                                                                 | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      4321000 | PA      | $4296715.98     | 0.01%             | 2027-02-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1868182 | PA      | $-86661.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding XXVII Ltd.                                                  | Madison Park Funding XXVII Ltd., Series 2018-27A, Class C                                                              | CUSIP: 55820YAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2125000 | PA      | $1975807.15     | 0.01%             | 2030-04-20      | Floating      | 6.84%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    111428700 | PA      | $10660366.62    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association, Series 2020-80, Class EI                                                        | CUSIP: 3136BCZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23080754 | PA      | $4541415.25     | 0.01%             | 2050-11-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Braskem Idesa SAPI                                                               | Braskem Idesa SAPI                                                                                                     | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      7632000 | PA      | $5437800.00     | 0.01%             | 2032-02-20      | Fixed         | 6.99%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO XXIX Ltd.                                                       | BlueMountain CLO XXIX Ltd., Series 2020-29A, Class BR                                                                  | CUSIP: 09630KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1175000 | PA      | $1121938.88     | 0.00%             | 2034-07-25      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| United Rentals, Inc.                                                             | United Rentals, Inc.                                                                                                   | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |        17470 | NS      | $6209187.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2015-CR25, Class XA                                                                  | CUSIP: 12593PAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14630531 | PA      | $251365.69      | 0.00%             | 2048-08-10      | Variable      | 0.80%                 | No            | 2                  | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                       | Democratic Socialist Republic of Sri Lanka                                                                             | CUSIP: N/A<br>LEI: 254900HXCCIOHM74FA02       | Long             | DBT              | NUSS              | LK        |      1000000 | PA      | $300812.50      | 0.00%             | 2026-07-18      | Fixed         | 6.83%                 | No            | 2                  | On Loan: No      |
| Steel Dynamics, Inc.                                                             | Steel Dynamics, Inc.                                                                                                   | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     12275000 | PA      | $10793139.91    | 0.03%             | 2030-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Metropolitan Life Global Funding I                                               | Metropolitan Life Global Funding I                                                                                     | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       637000 | PA      | $563468.58      | 0.00%             | 2027-01-11      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Mr Cooper Group, Inc.                                                            | Mr Cooper Group, Inc.                                                                                                  | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       112359 | NS      | $4508966.67     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2014-5A, Class A1R                                                                                | CUSIP: 67102SAL8<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |      1410000 | PA      | $1391361.35     | 0.00%             | 2031-04-26      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                         | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     17921000 | PA      | $17487366.10    | 0.05%             | 2025-04-17      | Variable      | 3.62%                 | No            | 2                  | On Loan: No      |
| Nassa Topco A/S                                                                  | Nassa Topco A/S                                                                                                        | CUSIP: N/A<br>LEI: 549300RTSL22SVITB121       | Long             | DBT              | CORP              | NO        |      3200000 | PA      | $3282188.10     | 0.01%             | 2024-04-06      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class M2                                                                      | CUSIP: 009695AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7078208 | PA      | $5279882.38     | 0.01%             | 2061-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Orbit Private Holdings I Ltd                                                     | Orbit Private Holdings I Ltd., 1st Lien Term Loan                                                                      | CUSIP: 04225VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       994987 | PA      | $984619.69      | 0.00%             | 2028-12-11      | Variable      | 9.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    218429166 | PA      | $414952.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oi SA                                                                            | Oi SA                                                                                                                  | CUSIP: N/A<br>LEI: 254900YEMWCRRAGD4978       | Long             | DBT              | CORP              | BR        |      7568000 | PA      | $1266694.00     | 0.00%             | 2025-07-27      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Heathrow Finance plc                                                             | Heathrow Finance plc                                                                                                   | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      1800000 | PA      | $1829020.45     | 0.00%             | 2027-03-01      | Variable      | 3.88%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                               | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      5775000 | PA      | $5597130.00     | 0.01%             | 2024-06-27      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| LendingPoint Pass-Through Trust                                                  | LendingPoint Pass-Through Trust, Series 2022-ST1, Class A                                                              | CUSIP: 52607NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1361367 | PA      | $1283573.37     | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                                                    | Sempra Energy                                                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |         5050 | NS      | $780427.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Elmwood CLO I Ltd.                                                               | Elmwood CLO I Ltd., Series 2019-1A, Class DR                                                                           | CUSIP: 290015AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6750000 | PA      | $6678118.58     | 0.02%             | 2033-10-20      | Floating      | 8.64%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     41490000 | PA      | $-1893851.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Note                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -2128 | NC      | $-99750.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Svenska Handelsbanken AB                                                         | Svenska Handelsbanken AB                                                                                               | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |       600000 | PA      | $489756.00      | 0.00%             | 2031-03-01      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-20A, Class D1                                                                                | CUSIP: 670859AE7<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2374687.50     | 0.01%             | 2033-10-09      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    400985802 | PA      | $-22397312.71   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding 2013-IV Ltd.                                                        | CIFC Funding 2013-IV Ltd., Series 2013-4A, Class A1RR                                                                  | CUSIP: 12549FBM0<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |      5100000 | PA      | $5034292.11     | 0.01%             | 2031-04-27      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $237582.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Verscend Holding Corp.                                                           | Verscend Holding Corp., Term Loan B1                                                                                   | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994424 | PA      | $986080.67      | 0.00%             | 2025-08-27      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust                          | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017-BNK3, Class XD                                    | CUSIP: 06427DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12290000 | PA      | $537249.48      | 0.00%             | 2050-02-15      | Variable      | 1.24%                 | No            | 2                  | On Loan: No      |
| Commerzbank AG                                                                   | Commerzbank AG                                                                                                         | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |      2700000 | PA      | $2640789.45     | 0.01%             | 2026-03-24      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| Kasikornbank PCL                                                                 | Kasikornbank PCL                                                                                                       | CUSIP: N/A<br>LEI: 5493004COSQ54937AW41       | Long             | DBT              | CORP              | TH        |       906000 | PA      | $791617.50      | 0.00%             | 2031-10-02      | Variable      | 3.34%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X5M83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       559604 | PA      | $533142.17      | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Turkish Airlines Pass-Through Trust                                              | Turkish Airlines Pass-Through Trust, Series 2015-1, Class A                                                            | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |      5314790 | PA      | $4562172.50     | 0.01%             | 2027-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       880000 | PA      | $-3564.12       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| County of Miami-Dade                                                             | County of Miami-Dade, Series 2018C                                                                                     | CUSIP: 59333P3T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4765000 | PA      | $4353264.78     | 0.01%             | 2031-10-01      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       700000 | PA      | $457644.84      | 0.00%             | 2041-11-19      | Variable      | 2.52%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     80388529 | PA      | $2652079.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                       | Shire Acquisitions Investments Ireland DAC                                                                             | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |     46047000 | PA      | $45252147.74    | 0.12%             | 2023-09-23      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA, Series TMO                                                                                             | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      2563265 | PA      | $1975268.03     | 0.01%             | 2171-10-07      | Floating      | 0.84%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1400000 | PA      | $-261634.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10376000 | PA      | $8583649.76     | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3120567 | PA      | $-2815.33       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BL Consumer Credit                                                               | BL Consumer Credit, Series 2021-1, Class C                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | LU        |       528000 | PA      | $540799.71      | 0.00%             | 2038-09-25      | Floating      | 2.99%                 | No            | 2                  | On Loan: No      |
| Arab Republic of Egypt                                                           | Arab Republic of Egypt                                                                                                 | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2268000 | PA      | $1496880.00     | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2006-OA4, Class A1                                                             | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26610163 | PA      | $8379976.69     | 0.02%             | 2046-04-25      | Floating      | 3.01%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     39690000 | PA      | $1551624.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                       | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       200000 | PA      | $148046.04      | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2021-2, Class C                                                             | CUSIP: 75907UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1339000 | PA      | $1061155.49     | 0.00%             | 2033-08-15      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| TEGNA, Inc.                                                                      | TEGNA, Inc.                                                                                                            | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      1083000 | PA      | $1028525.10     | 0.00%             | 2028-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                                                    | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       100000 | PA      | $104060.55      | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140QNCS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9388336 | PA      | $8286614.33     | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-339758.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Comstock Resources, Inc.                                                         | Comstock Resources, Inc.                                                                                               | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       100000 | PA      | $85970.00       | 0.00%             | 2030-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Edgewell Personal Care Co.                                                       | Edgewell Personal Care Co.                                                                                             | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |       100000 | PA      | $93523.00       | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |       450000 | PA      | $394875.00      | 0.00%             | 2026-04-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DNB Bank ASA                                                                     | DNB Bank ASA                                                                                                           | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |      8610000 | PA      | $9073054.00     | 0.02%             | 2033-02-28      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| Rad CLO 1 Ltd.                                                                   | Rad CLO 1 Ltd., Series 2018-1A, Class AR                                                                               | CUSIP: 48661AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6700000 | PA      | $6594205.66     | 0.02%             | 2031-07-15      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      9100000 | PA      | $11384185.27    | 0.03%             | 2034-11-16      | Variable      | 8.20%                 | No            | 2                  | On Loan: No      |
| DBUBS Mortgage Trust                                                             | DBUBS Mortgage Trust, Series 2017-BRBK, Class F                                                                        | CUSIP: 23305JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2070000 | PA      | $1741417.44     | 0.00%             | 2034-10-10      | Variable      | 3.53%                 | No            | 3                  | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-GM, Class D                                                                                     | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1520000 | PA      | $1271480.00     | 0.00%             | 2039-06-13      | Variable      | 3.42%                 | No            | 3                  | On Loan: No      |
| UniCredit SpA                                                                    | UniCredit SpA                                                                                                          | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      1300000 | PA      | $1351604.76     | 0.00%             | 2026-06-03      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Robertshaw US Holding Corp.                                                      | Robertshaw US Holding Corp., 1st Lien Term Loan                                                                        | CUSIP: 77051UAF6<br>LEI: 549300NMXRV2JIXFIY04 | Long             | LON              | CORP              | US        |      6810375 | PA      | $4576572.00     | 0.01%             | 2025-02-28      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    426986400 | PA      | $8160448.23     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       692000 | PA      | $700236.09      | 0.00%             | 2024-11-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Hudson Yards Mortgage Trust                                                      | Hudson Yards Mortgage Trust, Series 2019-55HY, Class F                                                                 | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6164186 | PA      | $4143389.53     | 0.01%             | 2041-12-10      | Variable      | 2.94%                 | No            | 2                  | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                            | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      4815000 | PA      | $4552582.50     | 0.01%             | 2026-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                               | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      1100000 | PA      | $1096229.17     | 0.00%             | 2023-01-29      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-A, Class A3                                                                      | CUSIP: 009695AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1442964 | PA      | $1157096.38     | 0.00%             | 2061-10-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X6NK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        85074 | PA      | $81118.86       | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Altice Finco SA                                                                  | Altice Finco SA                                                                                                        | CUSIP: N/A<br>LEI: 549300IGQP5SEZB5Z419       | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $1984855.15     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       960000 | PA      | $-75414.51      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Adani Green Energy Ltd.                                                          | Adani Green Energy Ltd.                                                                                                | CUSIP: N/A<br>LEI: 335800ZBBU81OH211H17       | Long             | DBT              | CORP              | IN        |      8000000 | PA      | $7226500.00     | 0.02%             | 2024-09-08      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The), Series A                                                                                           | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       100000 | PA      | $90252.32       | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Volvo Treasury AB                                                                | Volvo Treasury AB                                                                                                      | CUSIP: N/A<br>LEI: 549300PD69T87IGZG395       | Long             | DBT              | CORP              | SE        |     10134000 | PA      | $10493733.35    | 0.03%             | 2026-02-20      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2021-A, Class D                                                                | CUSIP: 76042UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2860000 | PA      | $2260398.14     | 0.01%             | 2031-12-22      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Citicorp Mortgage Securities Trust                                               | Citicorp Mortgage Securities Trust, Series 2008-2, Class 1A1                                                           | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4193519 | PA      | $3194673.45     | 0.01%             | 2038-06-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Cascade MH Asset Trust                                                           | Cascade MH Asset Trust, Series 2019-MH1, Class A                                                                       | CUSIP: 14732FAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18167040 | PA      | $16990324.40    | 0.04%             | 2044-11-25      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Trafford Centre Finance Ltd. (The)                                               | Trafford Centre Finance Ltd. (The), Series B2                                                                          | CUSIP: N/A<br>LEI: 213800J9WWQVUK5FE223       | Long             | ABS-MBS          | CORP              | KY        |      3400000 | PA      | $3242462.23     | 0.01%             | 2035-07-28      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      9720000 | PA      | $121295.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Q-Park Holding I BV                                                              | Q-Park Holding I BV                                                                                                    | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |      1488000 | PA      | $1325234.23     | 0.00%             | 2027-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2021-4A, Class B                                                                             | CUSIP: 12547DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $477661.50      | 0.00%             | 2033-07-15      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Welltower, Inc.                                                                  | Welltower, Inc.                                                                                                        | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      7945000 | PA      | $6452846.37     | 0.02%             | 2029-01-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Cedacri Mergeco SpA                                                              | Cedacri Mergeco SpA                                                                                                    | CUSIP: N/A<br>LEI: 213800Z5DANXME2K6X50       | Long             | DBT              | CORP              | IT        |      2393000 | PA      | $2374980.38     | 0.01%             | 2028-05-15      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $261519.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EQM Midstream Partners LP                                                        | EQM Midstream Partners LP                                                                                              | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      4290000 | PA      | $4201025.40     | 0.01%             | 2027-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46625HRL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6251000 | PA      | $6198218.18     | 0.02%             | 2023-05-18      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                                                      | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3311042.52     | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Note                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -516 | NC      | $-249937.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-57627.89      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2015-3A, Class BR                                                                            | CUSIP: 12550MAL4<br>LEI: 549300UDPJ30BQP2HX62 | Long             | ABS-CBDO         | CORP              | KY        |      8750000 | PA      | $8432169.38     | 0.02%             | 2029-04-19      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| Bank Negara Indonesia Persero Tbk. PT                                            | Bank Negara Indonesia Persero Tbk. PT                                                                                  | CUSIP: N/A<br>LEI: 549300HZ8J3MLVXQ8F85       | Long             | DBT              | NUSS              | ID        |      1980000 | PA      | $1802017.80     | 0.00%             | 2026-03-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                                 | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A4                                                              | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1408336 | PA      | $805116.74      | 0.00%             | 2031-09-15      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $80257.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-209774.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                             | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       218000 | PA      | $177526.12      | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $32537.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Funding XLI Ltd.                                                    | Madison Park Funding XLI Ltd., Series 12A, Class AR                                                                    | CUSIP: 04965CAJ7<br>LEI: 549300O252OCTN35RH57 | Long             | ABS-CBDO         | CORP              | KY        |     24333255 | PA      | $24022222.03    | 0.06%             | 2027-04-22      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2019-GSA1, Class XA                                                               | CUSIP: 36261PAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15812506 | PA      | $665507.26      | 0.00%             | 2052-11-10      | Variable      | 0.81%                 | No            | 2                  | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                                            | Ballyrock CLO 14 Ltd., Series 2020-14A, Class D                                                                        | CUSIP: 05874YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $223640.85      | 0.00%             | 2034-01-20      | Floating      | 11.24%                | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2021-BHAR, Class E                                                                                  | CUSIP: 12659VAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2314500 | PA      | $2170663.31     | 0.01%             | 2038-11-15      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                              | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $19275541.40    | 0.05%             | 2027-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Lummus Technology Holdings V LLC                                                 | Lummus Technology Holdings V LLC, Term Loan B                                                                          | CUSIP: 45232UAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992040 | PA      | $948281.53      | 0.00%             | 2027-06-30      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2017-3A, Class A                                                                       | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |     11725000 | PA      | $11560858.21    | 0.03%             | 2030-10-20      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       187000 | PA      | $157514.96      | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    607392000 | PA      | $569527146.28   | 1.50%             | 2053-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2007-SEA1, Class 2A1                                                  | CUSIP: 61757MAC2<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-O            | CORP              | US        |      1084338 | PA      | $1011708.01     | 0.00%             | 2047-02-25      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $143352.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                       | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25506000 | PA      | $20101051.34    | 0.05%             | 2030-08-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Small Balance Commercial Mortgage Trust                          | Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2006-2A, Class M3                                      | CUSIP: 52520VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2617388 | PA      | $2473787.05     | 0.01%             | 2036-09-25      | Floating      | 4.84%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                  | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      7936000 | PA      | $5164299.07     | 0.01%             | 2050-05-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Red & Black Auto Italy Srl                                                       | Red & Black Auto Italy Srl, Series 1, Class D                                                                          | CUSIP: N/A<br>LEI: 8156003B1C9DCDE30892       | Long             | ABS-O            | CORP              | IT        |       598000 | PA      | $602512.62      | 0.00%             | 2031-12-28      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    851157820 | PA      | $838578907.55   | 2.21%             | 2053-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LSF11 A5 Holdco LLC                                                              | LSF11 A5 Holdco LLC, Term Loan                                                                                         | CUSIP: 50216YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     19019278 | PA      | $18348847.97    | 0.05%             | 2028-10-15      | Variable      | 7.94%                 | No            | 2                  | On Loan: No      |
| Agile Group Holdings Ltd.                                                        | Agile Group Holdings Ltd.                                                                                              | CUSIP: N/A<br>LEI: 549300ZRISRT38EEYY07       | Long             | DBT              | CORP              | KY        |       700000 | PA      | $173250.00      | 0.00%             | 2023-12-04      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                                   | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $146001.86      | 0.00%             | 2028-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                               | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      1000000 | PA      | $872898.45      | 0.00%             | 2027-09-03      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140Q9R21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        28457 | PA      | $27133.67       | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 3A1                                             | CUSIP: 86360QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4229542 | PA      | $3465401.43     | 0.01%             | 2036-06-25      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| Avoca CLO XV DAC                                                                 | Avoca CLO XV DAC, Series 15X, Class M1                                                                                 | CUSIP: N/A<br>LEI: 63540019ZRWR9Z7GEY65       | Long             | ABS-CBDO         | CORP              | IE        |      3100000 | PA      | $1735188.75     | 0.00%             | 2031-04-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1650000 | PA      | $1555746.44     | 0.00%             | 2025-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Nikkei 225 Index                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | JP        |          300 | NC      | $240018.29      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-D, Class B                                                                       | CUSIP: 009723AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10911100 | PA      | $9590032.02     | 0.03%             | 2060-03-25      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    153727100 | PA      | $21106972.86    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      3050000 | PA      | $88975.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Tricon American Homes Trust                                                      | Tricon American Homes Trust, Series 2018-SFR1, Class E                                                                 | CUSIP: 89613TAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2360000 | PA      | $2207489.96     | 0.01%             | 2037-05-17      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1750000 | PA      | $-171458.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -72414500 | PA      | $-2093606.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-1, Class 4CB                             | CUSIP: 93934FKY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2137223 | PA      | $1691623.26     | 0.00%             | 2036-02-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                                                     | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |       400000 | PA      | $306000.00      | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO VII Ltd.                                                             | Elmwood CLO VII Ltd., Series 2020-4A, Class E                                                                          | CUSIP: 29002RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2703330 | PA      | $2482630.68     | 0.01%             | 2034-01-17      | Floating      | 11.18%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | SPDR S&P 500 ETF Trust                                                                                                 | CUSIP: 00C87V2P8<br>LEI: N/A                  | N/A              | DE               |  | US        |         -799 | NC      | $-1747013.50    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Ahead DB Holdings LLC                                                            | Ahead DB Holdings LLC, 1st Lien Term Loan                                                                              | CUSIP: 00866HAF2<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |       992443 | PA      | $956467.26      | 0.00%             | 2027-10-18      | Variable      | 8.48%                 | No            | 2                  | On Loan: No      |
| KNDL Mortgage Trust                                                              | KNDL Mortgage Trust, Series 2019-KNSQ, Class E                                                                         | CUSIP: 482598AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8666000 | PA      | $8430756.23     | 0.02%             | 2036-05-15      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Hops Hill No. 1 plc                                                              | Hops Hill No. 1 plc, Series 1, Class D                                                                                 | CUSIP: N/A<br>LEI: 2138006I4BQOMLUWZ843       | Long             | ABS-MBS          | CORP              | GB        |        99997 | PA      | $116560.77      | 0.00%             | 2054-05-27      | Floating      | 5.78%                 | No            | 2                  | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2021-NQM1, Class B1                                                                                  | CUSIP: 55283FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6050000 | PA      | $4358845.92     | 0.01%             | 2065-04-25      | Variable      | 3.51%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association, Series 427, Class C71                                                           | CUSIP: 31423XPZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39651457 | PA      | $6403710.36     | 0.02%             | 2049-10-25      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                                                             | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       172000 | PA      | $170914.77      | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ICON plc                                                                         | ICON plc, Term Loan                                                                                                    | CUSIP: L5000DAC1<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |       749459 | PA      | $746558.20      | 0.00%             | 2028-07-03      | Variable      | 6.86%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                                                              | DBGS Mortgage Trust, Series 2019-1735, Class X                                                                         | CUSIP: 23307EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52590000 | PA      | $884682.65      | 0.00%             | 2037-04-10      | Variable      | 0.29%                 | No            | 2                  | On Loan: No      |
| Flex Ltd.                                                                        | Flex Ltd.                                                                                                              | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |       200000 | PA      | $195562.50      | 0.00%             | 2025-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XIV Ltd.                                             | Octagon Investment Partners XIV Ltd., Series 2012-1A, Class AARR                                                       | CUSIP: 67590ABP6<br>LEI: 549300QEN35HTPJ3BX33 | Long             | ABS-CBDO         | CORP              | KY        |      6715168 | PA      | $6650293.51     | 0.02%             | 2029-07-15      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       104319 | PA      | $99467.06       | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Cargill, Inc.                                                                    | Cargill, Inc.                                                                                                          | CUSIP: 141781BU7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5805622.38     | 0.02%             | 2025-04-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                                                       | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      4050000 | PA      | $4196602.91     | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                         | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       200000 | PA      | $145204.00      | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XDBU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6392011 | PA      | $5650114.36     | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings, Inc.                             | Element Materials Technology Group US Holdings, Inc., Delayed Draw 1st Lien Term Loan B                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       315789 | PA      | $307894.73      | 0.00%             | 2029-06-22      | Variable      | 8.93%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133A24M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       775069 | PA      | $734191.20      | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9389.13       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                                                 | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     12450000 | PA      | $12156190.71    | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140JAQM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        25937 | PA      | $24731.06       | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                                     | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class BR2                                                                | CUSIP: 03328TBC8<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |      8000000 | PA      | $7737368.80     | 0.02%             | 2031-01-28      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                                                    | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |       121000 | PA      | $130154.48      | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      4420000 | PA      | $-7016.87       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                         | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       521000 | PA      | $441235.63      | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | FR        |    100085000 | PA      | $9132.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series BB                                                                                       | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |       471000 | PA      | $439155.58      | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Volvo Car AB                                                                     | Volvo Car AB                                                                                                           | CUSIP: N/A<br>LEI: 5299000EAMGGBEYP7J33       | Long             | DBT              | CORP              | SE        |      2818000 | PA      | $2652113.40     | 0.01%             | 2027-10-07      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Rossini SARL                                                                     | Rossini SARL                                                                                                           | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      1558000 | PA      | $1634405.88     | 0.00%             | 2025-10-30      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | KLA Corp.                                                                                                              | CUSIP: 00P82JVF6<br>LEI: N/A                  | N/A              | DE               |  | US        |         -110 | NC      | $-23650.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| County of Montgomery                                                             | County of Montgomery, Series 2015MD                                                                                    | CUSIP: 61336PET4<br>LEI: 549300GNX5SDUEBKPK13 | Long             | DBT              | MUN               | US        |     35000000 | PA      | $32758405.40    | 0.09%             | 2044-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                   | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     15486000 | PA      | $13349899.88    | 0.04%             | 2029-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Misys Ltd.                                                                       | Misys Ltd., 1st Lien Term Loan                                                                                         | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |       988993 | PA      | $872371.37      | 0.00%             | 2024-06-13      | Variable      | 6.87%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-176, Class IA                                                    | CUSIP: 38383CCM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30959152 | PA      | $4478241.38     | 0.01%             | 2051-10-20      | Fixed         | 3.50%                 | No            | 3                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class XA                                                       | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37968164 | PA      | $3145628.19     | 0.01%             | 2054-04-15      | Variable      | 1.54%                 | No            | 2                  | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                           | IMA Industria Macchine Automatiche SpA                                                                                 | CUSIP: N/A<br>LEI: 815600D86992FDA7B908       | Long             | DBT              | CORP              | IT        |      1984000 | PA      | $1742377.18     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Metinvest BV                                                                     | Metinvest BV                                                                                                           | CUSIP: 591555AE7<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $518000.00      | 0.00%             | 2026-04-23      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $46473.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK1X, Class C                                                                               | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |       536063 | PA      | $598147.45      | 0.00%             | 2031-05-17      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| Korian SA                                                                        | Korian SA                                                                                                              | CUSIP: N/A<br>LEI: 969500WEPS61H6TJM037       | Long             | DBT              | CORP              | FR        |      5441400 | PA      | $2327942.42     | 0.01%             | 2027-03-06      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    246524800 | PA      | $3992760.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class XD                                          | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18660000 | PA      | $597339.07      | 0.00%             | 2048-10-15      | Variable      | 1.31%                 | No            | 2                  | On Loan: No      |
| Canada Square Funding plc                                                        | Canada Square Funding plc, Series 2021-2, Class B                                                                      | CUSIP: N/A<br>LEI: 6354007J4JIXGCWTSJ05       | Long             | ABS-MBS          | CORP              | GB        |       382000 | PA      | $442973.46      | 0.00%             | 2058-06-17      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      5792475 | PA      | $5792475.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Harbour Energy plc                                                               | Harbour Energy plc                                                                                                     | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2240300.00     | 0.01%             | 2026-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                                                               | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       138000 | PA      | $125475.16      | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Opendoor Technologies, Inc.                                                      | Opendoor Technologies, Inc.                                                                                            | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |      1367000 | NS      | $1585720.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| MIP V Waste Holdings LLC                                                         | MIP V Waste Holdings LLC, Term Loan                                                                                    | CUSIP: 55316XAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5306898 | PA      | $5225065.14     | 0.01%             | 2028-12-08      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Pear Therapeutics, Inc.                                                                                                | CUSIP: 704723113<br>LEI: N/A                  | N/A              | DE               |  | US        |       111845 | NS      | $13421.40       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     21986000 | PA      | $-220869.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association, Series 2021-50                                                                  | CUSIP: 3136BGHY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51713228 | PA      | $10091024.53    | 0.03%             | 2051-08-25      | Fixed         | 4.00%                 | No            | 3                  | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      6377000 | PA      | $6145012.59     | 0.02%             | 2025-03-24      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| Thames Water Kemble Finance plc                                                  | Thames Water Kemble Finance plc                                                                                        | CUSIP: N/A<br>LEI: 213800S7UU2MQXYJQO60       | Long             | DBT              | CORP              | GB        |      5702000 | PA      | $5811571.34     | 0.02%             | 2026-05-19      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United Group BV                                                                  | United Group BV                                                                                                        | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |      9257000 | PA      | $7261944.53     | 0.02%             | 2028-08-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Atos SE                                                                          | Atos SE                                                                                                                | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |       300000 | PA      | $258644.70      | 0.00%             | 2025-05-07      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     22500000 | PA      | $82857.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                             | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      8920000 | PA      | $6991688.58     | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| LUXE Trust                                                                       | LUXE Trust, Series 2021-TRIP, Class A                                                                                  | CUSIP: 55066WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       536109 | PA      | $512577.96      | 0.00%             | 2038-10-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       750000 | PA      | $-19198.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Volocopter GmbH                                                                  | Volocopter GmbH                                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | DE        |         2211 | NS      | $13836888.93    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                             | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       392000 | PA      | $305760.00      | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| New York Life Global Funding                                                     | New York Life Global Funding                                                                                           | CUSIP: N/A<br>LEI: 635400DPNHEAUHB7ZI15       | Long             | DBT              | CORP              | US        |      5880000 | PA      | $7035236.55     | 0.02%             | 2025-09-16      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV7, Class B6                                                                   | CUSIP: 46654CAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1803705 | PA      | $615574.27      | 0.00%             | 2052-02-25      | Variable      | 3.21%                 | No            | 2                  | On Loan: No      |
| Hillman Group, Inc. (The)                                                        | Hillman Group, Inc. (The), Term Loan                                                                                   | CUSIP: 43162TAT7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       194241 | PA      | $188136.29      | 0.00%             | 2028-07-14      | Variable      | 7.14%                 | No            | 2                  | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                                                     | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      2589000 | PA      | $2650154.20     | 0.01%             | 2026-11-04      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                             | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      7636000 | PA      | $6477860.29     | 0.02%             | 2031-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Marvell Technology, Inc.                                                         | Marvell Technology, Inc.                                                                                               | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $169288.24      | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1400000 | PA      | $2289.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Studio City Finance Ltd.                                                         | Studio City Finance Ltd.                                                                                               | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      3100000 | PA      | $2290125.00     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Cigna Corp.                                                                      | Cigna Corp.                                                                                                            | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       300000 | PA      | $232574.77      | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Deutsche Telekom AG                                                              | Deutsche Telekom AG (Registered)                                                                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |        40615 | NS      | $808099.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Houston Center                                                                   | Houston Center, Term Loan                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33000000 | PA      | $31667925.24    | 0.08%             | 2023-01-09      | Variable      | 5.97%                 | No            | 3                  | On Loan: No      |
| La Financiere Atalian SASU                                                       | La Financiere Atalian SASU                                                                                             | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |      1471000 | PA      | $1184242.01     | 0.00%             | 2025-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| TVC Holding                                                                      | TVC Holding                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     12831590 | PA      | $12540312.67    | 0.03%             | 2051-02-01      | Fixed         | 2.38%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1120000 | PA      | $-22897.99      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1445143380 | PA      | $1390598307.36  | 3.67%             | 2053-01-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SRS Distribution, Inc.                                                           | SRS Distribution, Inc., Term Loan                                                                                      | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |     10268015 | PA      | $9796815.87     | 0.03%             | 2028-06-02      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| TICP CLO I-2 Ltd.                                                                | TICP CLO I-2 Ltd., Series 2018-IA, Class C                                                                             | CUSIP: 87248VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $481298.70      | 0.00%             | 2028-04-26      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| NASCAR Holdings LLC                                                              | NASCAR Holdings LLC, Term Loan                                                                                         | CUSIP: 63108EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       905004 | PA      | $902180.29      | 0.00%             | 2026-10-19      | Variable      | 6.81%                 | No            | 2                  | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                                                                | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |       174000 | PA      | $157813.55      | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                       | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5055000 | PA      | $4279739.07     | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                                  | TAGUS-Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |       838701 | PA      | $866280.90      | 0.00%             | 2038-09-23      | Floating      | 4.76%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     16340000 | PA      | $11907583.99    | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                                                               | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      3089000 | PA      | $2003106.13     | 0.01%             | 2046-12-14      | Variable      | 3.37%                 | No            | 2                  | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                                                        | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      1610000 | PA      | $1512920.86     | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Kane Bidco Ltd.                                                                  | Kane Bidco Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 213800IT8MD1MLYZWC24       | Long             | DBT              | CORP              | JE        |      3286000 | PA      | $3297266.05     | 0.01%             | 2027-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     28286250 | PA      | $-1675695.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $53594.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      7769548 | PA      | $-86695.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                     | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       200000 | PA      | $189530.00      | 0.00%             | 2028-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ZF Finance GmbH                                                                  | ZF Finance GmbH                                                                                                        | CUSIP: N/A<br>LEI: 5493001N9T6QDCCXB426       | Long             | DBT              | CORP              | DE        |      3100000 | PA      | $2787451.80     | 0.01%             | 2027-05-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XGJ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30930499 | PA      | $28281748.18    | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Marathon Oil Corp.                                                                                                     | CUSIP: 00P8G2P16<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2250 | NC      | $-88875.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                                                            | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101594.50      | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |    107880000 | PA      | $-1412406.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     18600000 | PA      | $19145652.51    | 0.05%             | 2030-12-06      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Harben Finance                                                                   | Harben Finance, Series 2017-1RX, Class C                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       741000 | PA      | $823970.10      | 0.00%             | 2055-09-28      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| Galaxy XXVI CLO Ltd.                                                             | Galaxy XXVI CLO Ltd., Series 2018-26A, Class A                                                                         | CUSIP: 36321LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $886545.72      | 0.00%             | 2031-11-22      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      5665000 | PA      | $21348.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Amcor Finance USA, Inc.                                                          | Amcor Finance USA, Inc.                                                                                                | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |       500000 | PA      | $473077.11      | 0.00%             | 2026-04-28      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2014-4A, Class BR2                                                                               | CUSIP: 92914RBC5<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |      1200000 | PA      | $1108306.56     | 0.00%             | 2031-07-14      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| Pagaya AI Debt Selection Trust                                                   | Pagaya AI Debt Selection Trust, Series 2021-2, Class NOTE                                                              | CUSIP: 69546LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4823357 | PA      | $4491883.19     | 0.01%             | 2029-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Barley Hill NO 2 plc                                                             | Barley Hill NO 2 plc, Series 2, Class C                                                                                | CUSIP: N/A<br>LEI: 213800U1CMP6UD9B1T04       | Long             | ABS-MBS          | CORP              | GB        |       520000 | PA      | $593106.76      | 0.00%             | 2058-08-27      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Marathon Oil Corp.                                                               | Marathon Oil Corp.                                                                                                     | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |       300000 | PA      | $286491.66      | 0.00%             | 2027-07-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Madison Park Euro Funding X DAC                                                  | Madison Park Euro Funding X DAC, Series 10X, Class A1                                                                  | CUSIP: N/A<br>LEI: 635400JUSH8DJJMKPH69       | Long             | ABS-CBDO         | CORP              | IE        |      2700000 | PA      | $2822124.42     | 0.01%             | 2030-10-25      | Floating      | 0.88%                 | No            | 2                  | On Loan: No      |
| Davidson Kempner Merchant Co-Invest Fund LP                                      | Davidson Kempner Merchant Co-Invest Fund LP                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     37491500 | NS      | $28781099.81    | 0.08%             |  |  |  | Yes           | N/A                | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric and Gas Co.                                                                                    | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       326000 | PA      | $279666.61      | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Office Properties Income Trust                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          500 | NC      | $35000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                              | Seasoned Credit Risk Transfer Trust, Series 2018-1, Class BX                                                           | CUSIP: 35563PEX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1395565 | PA      | $512087.82      | 0.00%             | 2057-05-25      | Variable      | 2.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $328223.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Apidos CLO XXII                                                                  | Apidos CLO XXII, Series 2015-22A, Class CR                                                                             | CUSIP: 03765XAN6<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |       800000 | PA      | $748694.80      | 0.00%             | 2031-04-20      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2020-1, Class B                                                             | CUSIP: 75907QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1140000 | PA      | $1027278.74     | 0.00%             | 2030-10-15      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| Virgin Media Secured Finance plc                                                 | Virgin Media Secured Finance plc                                                                                       | CUSIP: N/A<br>LEI: 213800X3RLP4NOTPY579       | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $6201913.50     | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Rad CLO 4 Ltd.                                                                   | Rad CLO 4 Ltd., Series 2019-4A, Class D                                                                                | CUSIP: 48661YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1821405.80     | 0.00%             | 2032-04-25      | Floating      | 8.21%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO X Ltd.                                                               | Elmwood CLO X Ltd., Series 2021-3A, Class E                                                                            | CUSIP: 29002WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2703402.90     | 0.01%             | 2034-10-20      | Floating      | 10.09%                | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                 | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       100000 | PA      | $83323.20       | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR6, Class F                                                                  | CUSIP: 74333HAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6423000 | PA      | $5328732.76     | 0.01%             | 2038-07-17      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     55755000 | PA      | $100436.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2219485 | PA      | $-51613.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | Central Puget Sound Regional Transit Authority, Series 2021 S 1                                                        | CUSIP: 155048DY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4985000 | PA      | $5865183.06     | 0.02%             | 2033-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Jerrold Finco plc                                                                | Jerrold Finco plc                                                                                                      | CUSIP: N/A<br>LEI: 213800F7AYNHLL1BPR31       | Long             | DBT              | CORP              | GB        |      6942000 | PA      | $6932230.52     | 0.02%             | 2027-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                  | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       466000 | PA      | $475911.74      | 0.00%             | 2027-11-18      | Fixed         | 5.46%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5930.24       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: 404280BN8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $4391304.57     | 0.01%             | 2023-03-23      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | iShares China Large-Cap ETF                                                                                            | CUSIP: 00C9ZJF60<br>LEI: N/A                  | N/A              | DE               |  | US        |        15001 | NC      | $1095073.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rad CLO 9 Ltd.                                                                   | Rad CLO 9 Ltd., Series 2020-9A, Class E                                                                                | CUSIP: 48661PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2798541.90     | 0.01%             | 2034-01-15      | Floating      | 11.67%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | GBP Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -34736000 | PA      | $-21377.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2020-A, Class C                                                                | CUSIP: 76042EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2420000 | PA      | $2197279.17     | 0.01%             | 2030-11-20      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Galaxy Bidco Ltd.                                                                | Galaxy Bidco Ltd.                                                                                                      | CUSIP: N/A<br>LEI: 2138006O8YW3QCHKDY76       | Long             | DBT              | CORP              | JE        |     20530000 | PA      | $21022322.74    | 0.06%             | 2026-07-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Louisiana Public Facilities Authority                                            | Louisiana Public Facilities Authority                                                                                  | CUSIP: 546399KR6<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |      8000000 | PA      | $5611013.20     | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                       | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2270000 | PA      | $2767377.18     | 0.01%             | 2039-11-01      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: N/A<br>LEI: 8I5DZWZKVSZI1NUHU748       | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5840251.03     | 0.02%             | 2027-03-11      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| TICP CLO XI Ltd.                                                                 | TICP CLO XI Ltd., Series 2018-11A, Class E                                                                             | CUSIP: 87249RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1425000 | PA      | $1295224.82     | 0.00%             | 2031-10-20      | Floating      | 10.24%                | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140E9J23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        70025 | PA      | $67073.09       | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Axtel SAB de CV                                                                  | Axtel SAB de CV                                                                                                        | CUSIP: N/A<br>LEI: 549300BVRDR8XTSXAD13       | Long             | DBT              | CORP              | MX        |      4907000 | PA      | $4001658.50     | 0.01%             | 2024-11-14      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                                                 | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $872181.69      | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AG7C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1403681 | PA      | $1293996.90     | 0.00%             | 2051-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2004-B, Class A1                                                       | CUSIP: 073250BE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21693962 | PA      | $17056877.25    | 0.05%             | 2039-05-28      | Floating      | 5.39%                 | No            | 3                  | On Loan: No      |
| TICP CLO XI Ltd.                                                                 | TICP CLO XI Ltd., Series 2018-11A, Class D                                                                             | CUSIP: 87249QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $237750.43      | 0.00%             | 2031-10-20      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| AEA International Holdings (Luxembourg) SARL                                     | AEA International Holdings (Luxembourg) SARL, 1st Lien Term Loan                                                       | CUSIP: 46033XAB7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      7334712 | PA      | $7243028.10     | 0.02%             | 2028-09-07      | Variable      | 8.50%                 | No            | 3                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                                   | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      3166000 | PA      | $1960106.00     | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     10421500 | PA      | $213007.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     51470000 | PA      | $-315766.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-15CB, Class A1                                                                     | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       646944 | PA      | $320626.17      | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                                                 | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17425000 | PA      | $16613648.44    | 0.04%             | 2026-06-18      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                                                          | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     15000000 | PA      | $14129311.80    | 0.04%             | 2026-03-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2018-F, Class C                                                                       | CUSIP: 00969JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       707244 | PA      | $461364.62      | 0.00%             | 2058-11-25      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3138X9AT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        64819 | PA      | $63675.64       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2022-4, Class M3                                                        | CUSIP: 92259KAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1997015 | PA      | $1812430.55     | 0.00%             | 2052-08-25      | Variable      | 7.54%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc.                                                                                                | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $87525.00       | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-221, Class AI                                                    | CUSIP: 38383FRS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28527833 | PA      | $4230677.65     | 0.01%             | 2051-12-20      | Fixed         | 3.50%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     51470000 | PA      | $-190283.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                                                        | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     26105000 | PA      | $25217952.10    | 0.07%             | 2025-11-03      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $28311.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                    | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       336000 | PA      | $312199.17      | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -94637400 | PA      | $-3180301.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                                                  | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2422007.93     | 0.01%             | 2023-09-29      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| Conservation Fund A Nonprofit Corp. (The)                                        | Conservation Fund A Nonprofit Corp. (The), Series 2019                                                                 | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1530000 | PA      | $1315469.11     | 0.00%             | 2029-12-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| Republic of Senegal                                                              | Republic of Senegal                                                                                                    | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |      2683000 | PA      | $2203078.38     | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PsiQuantum Corp.                                                                 | PsiQuantum Corp.                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       133913 | NS      | $3402729.33     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Deutsche Alt-B Securities Mortgage Loan Trust                                    | Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB3, Class A8                                               | CUSIP: 25151EAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       596748 | PA      | $487567.26      | 0.00%             | 2036-07-25      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3138WFPX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          885 | PA      | $847.54         | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3133333 | PA      | $-101818.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GXO Logistics, Inc.                                                              | GXO Logistics, Inc.                                                                                                    | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      9270000 | PA      | $6844507.28     | 0.02%             | 2031-07-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| SREIT Trust                                                                      | SREIT Trust, Series 2021-MFP2, Class A                                                                                 | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2689000 | PA      | $2587840.90     | 0.01%             | 2036-11-15      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2021-MC, Class E                                                                  | CUSIP: 05608GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3107000 | PA      | $2865339.71     | 0.01%             | 2034-04-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    144350000 | PA      | $131223171.88   | 0.35%             | 2029-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2020-SDAL, Class E                                                       | CUSIP: 95002GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2560000 | PA      | $2374679.04     | 0.01%             | 2037-02-15      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                            | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      1291000 | PA      | $1116140.66     | 0.00%             | 2029-09-11      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Restaurant Brands International, Inc.                                            | Restaurant Brands International, Inc.                                                                                  | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        12697 | NS      | $821178.94      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2021-2, Class C                                                                       | CUSIP: N/A<br>LEI: 63540046RPZ8IOOPGL28       | Long             | ABS-MBS          | CORP              | GB        |       140000 | PA      | $160385.33      | 0.00%             | 2063-11-20      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| Cap Hill Brands                                                                  | Cap Hill Brands, Class E                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     13277076 | NS      | $20977780.08    | 0.06%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2347000 | PA      | $-85947.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                       | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        14453 | NS      | $3808799.09     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    589000000 | PA      | $-5267739.19    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                   | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      5685000 | PA      | $3547440.00     | 0.01%             | 2042-02-22      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2022-IND, Class E                                                                                     | CUSIP: 05609WAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15971800 | PA      | $15005777.88    | 0.04%             | 2037-04-15      | Floating      | 8.31%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     95540000 | PA      | $6404528.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                        | Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class A1RR                                                  | CUSIP: 14310BAU5<br>LEI: 549300CVBX8ZUYQV3Q10 | Long             | ABS-CBDO         | CORP              | KY        |      1483038 | PA      | $1466149.58     | 0.00%             | 2030-08-14      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                                                   | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     12505000 | PA      | $12214411.94    | 0.03%             | 2027-05-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                       | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      7975000 | PA      | $7449179.94     | 0.02%             | 2029-04-13      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Intrum AB                                                                        | Intrum AB                                                                                                              | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |      1369000 | PA      | $1225479.26     | 0.00%             | 2026-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group, Inc.                                                       | Encore Capital Group, Inc.                                                                                             | CUSIP: N/A<br>LEI: 5493000UVC6H49CIH830       | Long             | DBT              | CORP              | US        |      5737000 | PA      | $5749487.72     | 0.02%             | 2025-10-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria SA                                                                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      5600000 | PA      | $5826481.62     | 0.02%             | 2024-03-29      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| PCL Funding VI plc                                                               | PCL Funding VI plc, Series 2022-1, Class B                                                                             | CUSIP: N/A<br>LEI: 2138006FCLFMJB4BIF31       | Long             | ABS-O            | CORP              | GB        |      1937000 | PA      | $2313485.44     | 0.01%             | 2026-07-15      | Floating      | 6.53%                 | No            | 2                  | On Loan: No      |
| EC Finance plc                                                                   | EC Finance plc                                                                                                         | CUSIP: N/A<br>LEI: 213800NKPB53RHYDQE45       | Long             | DBT              | CORP              | GB        |      2751000 | PA      | $2651799.56     | 0.01%             | 2026-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $255011.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| College Avenue Student Loans LLC                                                 | College Avenue Student Loans LLC, Series 2021-C, Class D                                                               | CUSIP: 19424WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       530000 | PA      | $412739.36      | 0.00%             | 2055-07-26      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| 245 Park Avenue Trust                                                            | 245 Park Avenue Trust, Series 2017-245P, Class E                                                                       | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5691000 | PA      | $4091346.97     | 0.01%             | 2037-06-05      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| Massachusetts Housing Finance Agency                                             | Massachusetts Housing Finance Agency, Series 2014E                                                                     | CUSIP: 57586NWH0<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |       105000 | PA      | $103439.08      | 0.00%             | 2034-12-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XCFJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       562273 | PA      | $535243.03      | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1190000 | PA      | $-74539.81      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RWE AG                                                                           | RWE AG                                                                                                                 | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | DBT              | CORP              | DE        |     11730000 | PA      | $11433816.92    | 0.03%             | 2030-05-24      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| State of Minnesota                                                               | State of Minnesota, Series 2021 A                                                                                      | CUSIP: 60412AWT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7785000 | PA      | $8008977.95     | 0.02%             | 2038-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TICP CLO XII Ltd.                                                                | TICP CLO XII Ltd., Series 2018-12A, Class ER                                                                           | CUSIP: 87250GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       625000 | PA      | $544723.06      | 0.00%             | 2034-07-15      | Floating      | 10.33%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     33195623 | PA      | $1763327.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6266667 | PA      | $-203636.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ocado Group plc                                                                  | Ocado Group plc                                                                                                        | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |      2523000 | PA      | $2348639.25     | 0.01%             | 2026-10-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Simpar Europe SA                                                                 | Simpar Europe SA                                                                                                       | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |     10925000 | PA      | $8156058.75     | 0.02%             | 2031-01-26      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| eG Global Finance plc                                                            | eG Global Finance plc                                                                                                  | CUSIP: N/A<br>LEI: 549300TL8Q5207VYET27       | Long             | DBT              | CORP              | GB        |      3714000 | PA      | $3476707.06     | 0.01%             | 2025-10-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    558347459 | PA      | $-2788826.51    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2021-UK1X, Class D                                                                               | CUSIP: N/A<br>LEI: 635400SG2ZVJCYHITE32       | Long             | ABS-MBS          | CORP              | IE        |       546983 | PA      | $606797.43      | 0.00%             | 2031-05-17      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Resuritization Trust                            | CWHEQ Revolving Home Equity Loan Resuritization Trust, Series 2006-RES, Class 5B1A                                     | CUSIP: 23242YBC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       122008 | PA      | $120269.30      | 0.00%             | 2035-05-15      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140QBCL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10682800 | PA      | $10173943.04    | 0.03%             | 2049-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6200000 | PA      | $-131458.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hedosophia European Growth                                                       | Hedosophia European Growth                                                                                             | CUSIP: N/A<br>LEI: 549300Q5OZTF68OGPY72       | Long             | EC               | CORP              | KY        |       444510 | NS      | $4710674.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                                                            | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      1168000 | PA      | $990030.26      | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  -1990697035 | PA      | $-194.88        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     64693000 | PA      | $255676.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                        | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $187796.31      | 0.00%             | 2027-06-12      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       210000 | PA      | $187288.39      | 0.00%             | 2025-11-20      | Fixed         | 0.85%                 | No            | 2                  | On Loan: No      |
| SoFi RR Funding IV Trust                                                         | SoFi RR Funding IV Trust, Series 2021-1, Class A                                                                       | CUSIP: 83405GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1214328 | PA      | $1190041.06     | 0.00%             | 2025-12-31      | Variable      | 2.98%                 | No            | 3                  | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust, Series 2019-GSA1, Class C                                                                | CUSIP: 36261PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1130000 | PA      | $864056.99      | 0.00%             | 2052-11-10      | Variable      | 3.81%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $85339.96       | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1292461 | PA      | $18192.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Atrium VIII                                                                      | Atrium VIII, Series 8A, Class SUB                                                                                      | CUSIP: 04964JAC8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |     13300000 | PA      | $19285.00       | 0.00%             | 2024-10-23      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2018-1A, Class A1                                                                       | CUSIP: 69703PAA7<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |      6260000 | PA      | $6156010.13     | 0.02%             | 2031-04-18      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Zero Mass Water, Inc.                                                            | Zero Mass Water, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        28589 | NS      | $1048644.52     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Cie de Saint-Gobain                                                              | Cie de Saint-Gobain                                                                                                    | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Short            | DBT              | CORP              | FR        |     -2200000 | PA      | $-2012894.73    | -0.01%            | 2031-03-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Romania                                                                          | Romania Government Bond                                                                                                | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      4690000 | PA      | $4142780.00     | 0.01%             | 2029-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Citizens Bank NA                                                                 | Citizens Bank NA                                                                                                       | CUSIP: 75524KNH3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |       288000 | PA      | $268278.75      | 0.00%             | 2025-04-28      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                             | Beast Mortgage Trust, Series 2021-SSCP, Class H                                                                        | CUSIP: 05601PAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5096000 | PA      | $4682177.28     | 0.01%             | 2036-04-15      | Floating      | 9.22%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                            | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      7633000 | PA      | $6364446.69     | 0.02%             | 2028-08-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                                                            | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       600000 | PA      | $498329.06      | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1985000 | PA      | $24962.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      7870000 | PA      | $13356.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Cheplapharm Arzneimittel GmbH                                                    | Cheplapharm Arzneimittel GmbH                                                                                          | CUSIP: N/A<br>LEI: 529900ONXKBELT7EW052       | Long             | DBT              | CORP              | DE        |      4382000 | PA      | $4109298.16     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                                                        | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       115000 | PA      | $96291.57       | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Kenbourne Invest SA                                                              | Kenbourne Invest SA                                                                                                    | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |     10354000 | PA      | $9780000.13     | 0.03%             | 2024-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Jaguar Land Rover Automotive plc                                                 | Jaguar Land Rover Automotive plc                                                                                       | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |      6600000 | PA      | $5018963.99     | 0.01%             | 2028-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2020-SFR3, Class F                                                                  | CUSIP: 74333AAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8860000 | PA      | $7748877.15     | 0.02%             | 2027-10-17      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                       | CUSIP: 023135CE4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14474261.85    | 0.04%             | 2025-04-13      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      6762000 | PA      | $6631071.05     | 0.02%             | 2025-05-24      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2018-TAN, Class C                                                              | CUSIP: 12528DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3020000 | PA      | $2907944.71     | 0.01%             | 2033-02-15      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| FCT Noria                                                                        | FCT Noria, Series 2021-1, Class B                                                                                      | CUSIP: N/A<br>LEI: 5493003C5ECZD3NDSV63       | Long             | ABS-O            | CORP              | FR        |      1033338 | PA      | $1078594.58     | 0.00%             | 2049-10-25      | Floating      | 2.59%                 | No            | 2                  | On Loan: No      |
| Lion/Polaris Lux 4 SA                                                            | Lion/Polaris Lux 4 SA                                                                                                  | CUSIP: N/A<br>LEI: 984500BFD3F99A7UB874       | Long             | DBT              | CORP              | LU        |      1331000 | PA      | $1331589.06     | 0.00%             | 2026-07-01      | Floating      | 6.05%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $62865.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                                                           | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      1214000 | PA      | $947618.29      | 0.00%             | 2031-07-10      | Variable      | 2.20%                 | No            | 2                  | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                                                         | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       500000 | PA      | $439353.25      | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       100000 | PA      | $81771.39       | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd.                                                                    | Voya CLO Ltd., Series 2013-1A, Class A1AR                                                                              | CUSIP: 92917CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4730480 | PA      | $4676710.29     | 0.01%             | 2030-10-15      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    993264387 | PA      | $-3486117.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV7, Class B3                                                                   | CUSIP: 46654CAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2508859 | PA      | $1886557.96     | 0.00%             | 2052-02-25      | Variable      | 3.27%                 | No            | 2                  | On Loan: No      |
| Homeward Opportunities Fund Trust                                                | Homeward Opportunities Fund Trust, Series 2022-1, Class A1                                                             | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13853702 | PA      | $13448109.72    | 0.04%             | 2067-07-25      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | iShares iBoxx $ High Yield Corporate Bond ETF                                                                          | CUSIP: 00C7XDVP9<br>LEI: N/A                  | N/A              | DE               |  | US        |        12000 | NC      | $414000.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AlixPartners LLP                                                                 | AlixPartners LLP, Term Loan                                                                                            | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |       992424 | PA      | $982857.28      | 0.00%             | 2028-02-04      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 35 Ltd.                                       | Neuberger Berman Loan Advisers CLO 35 Ltd., Series 2019-35A, Class C                                                   | CUSIP: 64133CAJ8<br>LEI: 549300MYVO80EQUJK294 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $481591.15      | 0.00%             | 2033-01-19      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1733000 | PA      | $1330087.03     | 0.00%             | 2031-07-23      | Variable      | 1.90%                 | No            | 2                  | On Loan: No      |
| Atlas Funding plc                                                                | Atlas Funding plc, Series 2021-1, Class C                                                                              | CUSIP: N/A<br>LEI: 635400ITH77FQC2T4O54       | Long             | ABS-MBS          | CORP              | GB        |       125000 | PA      | $147901.89      | 0.00%             | 2058-07-25      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-MH1, Class B1                                           | CUSIP: 1248P8AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1709221 | PA      | $1616087.28     | 0.00%             | 2036-10-25      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     14125877 | PA      | $-4657.66       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      7660000 | PA      | $-215552.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1700000 | PA      | $-175621.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X4MM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6311747 | PA      | $6171757.50     | 0.02%             | 2049-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Pivotal Investment Corp. III, Class A                                                                                  | CUSIP: 72582M114<br>LEI: N/A                  | N/A              | DE               |  | US        |        54520 | NS      | $2726.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vita Global FinCo Ltd.                                                           | Vita Global FinCo Ltd., Facility Term Loan                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | JE        |      7799490 | PA      | $8957733.76     | 0.02%             | 2027-07-06      | Variable      | 10.45%                | No            | 3                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | Commonwealth of Puerto Rico, Series 2022                                                                               | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     99309693 | PA      | $32772198.62    | 0.09%             | 2051-11-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2013-300P, Class D                                                                   | CUSIP: 12625XAL1<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |       750000 | PA      | $664964.25      | 0.00%             | 2030-08-10      | Variable      | 4.39%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-14728.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Madison Park Euro Funding XVI DAC                                                | Madison Park Euro Funding XVI DAC, Series 16A, Class D                                                                 | CUSIP: N/A<br>LEI: 635400X2NOVLPNW79680       | Long             | ABS-CBDO         | CORP              | IE        |      1250000 | PA      | $1154494.11     | 0.00%             | 2034-05-25      | Floating      | 3.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     24950000 | PA      | $1439455.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Heimstaden Bostad AB                                                             | Heimstaden Bostad AB                                                                                                   | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      3300000 | PA      | $2549217.80     | 0.01%             | 2024-11-19      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Commonwealth Financing Authority                                                 | Commonwealth Financing Authority, Series 2016A                                                                         | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1580000 | PA      | $1385094.72     | 0.00%             | 2038-06-01      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| Luxembourg Life Fund Ii - Absolute Return Fund Iii                               | Luxembourg Life Fund Ii - Absolute Return Fund Iii                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2874568 | PA      | $2856745.45     | 0.01%             | 2028-01-01      | Variable      | 11.50%                | No            | 3                  | On Loan: No      |
| CBAM Ltd.                                                                        | CBAM Ltd., Series 2017-1A, Class A1                                                                                    | CUSIP: 12480VAC9<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |     20433243 | PA      | $20214554.59    | 0.05%             | 2030-07-20      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 32 Ltd.                                              | Octagon Investment Partners 32 Ltd., Series 2017-1A, Class A1R                                                         | CUSIP: 67578BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4482649 | PA      | $4428379.91     | 0.01%             | 2029-07-15      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                      | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $97649.65       | 0.00%             | 2027-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Emera US Finance LP                                                              | Emera US Finance LP                                                                                                    | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       297000 | PA      | $229151.97      | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HomeToGo SE                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | LU        |       109138 | NS      | $116.83         | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc.                                                                                                             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $181000.00      | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2021-A, Class A                                                                       | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3777587 | PA      | $3508668.13     | 0.01%             | 2033-11-17      | Fixed         | 1.42%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO LLC                                                              | Signal Peak CLO LLC, Series 2015-1A, Class DR2                                                                         | CUSIP: 56844XBN8<br>LEI: 549300SC4HK60KIV1S28 | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1387552.05     | 0.00%             | 2029-04-20      | Floating      | 7.09%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                      | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     11300000 | PA      | $12426851.45    | 0.03%             | 2028-04-26      | Variable      | 3.47%                 | No            | 2                  | On Loan: No      |
| FCT Noria                                                                        | FCT Noria, Series 2018-1, Class D                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |       218371 | PA      | $230926.85      | 0.00%             | 2038-06-25      | Floating      | 3.39%                 | No            | 2                  | On Loan: No      |
| CFK Trust                                                                        | CFK Trust, Series 2019-FAX, Class E                                                                                    | CUSIP: 12528XAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6152250 | PA      | $4940469.00     | 0.01%             | 2039-01-15      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| City of Greeley                                                                  | City of Greeley, Series 2022                                                                                           | CUSIP: 392532HE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1380000 | PA      | $1197943.02     | 0.00%             | 2040-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Cairn CLO IX DAC                                                                 | Cairn CLO IX DAC, Series 2018-9X, Class A                                                                              | CUSIP: N/A<br>LEI: 54930016G03QMPTEMV89       | Long             | ABS-CBDO         | CORP              | IE        |      2700000 | PA      | $2822691.77     | 0.01%             | 2032-04-25      | Floating      | 2.25%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority, Series 2012A                                                                     | CUSIP: 74526QA28<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      6800000 | PA      | $5027228.10     | 0.01%             | 2042-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                                    | Teva Pharmaceutical Finance Netherlands II BV                                                                          | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |      4764000 | PA      | $4198584.02     | 0.01%             | 2030-05-09      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                           | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | DBT              | CORP              | LR        |     -7906000 | PA      | $-6309343.77    | -0.02%            | 2028-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2011AA                                                         | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      4775000 | PA      | $4943272.58     | 0.01%             | 2043-06-15      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     30230000 | PA      | $-1127268.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -632823750 | PA      | $-608938633.90  | -1.61%            | 2053-01-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Huntington National Bank (The)                                                   | Huntington National Bank (The)                                                                                         | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |       600000 | PA      | $578921.30      | 0.00%             | 2028-05-17      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      1075000 | PA      | $986109.78      | 0.00%             | 2028-03-30      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1412000000 | PA      | $-3541805.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Argentum Netherlands BV                                                          | Argentum Netherlands BV                                                                                                | CUSIP: N/A<br>LEI: 724500RPEZI5VVQQWE89       | Long             | DBT              | CORP              | NL        |     13101000 | PA      | $10975362.75    | 0.03%             | 2027-08-15      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| BlueMountain CLO Ltd.                                                            | BlueMountain CLO Ltd., Series 2018-2A, Class A                                                                         | CUSIP: 09629VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1233822 | PA      | $1212246.34     | 0.00%             | 2031-08-15      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      5600000 | PA      | $-13827.20      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Metrocentre Finance plc                                                          | Metrocentre Finance plc                                                                                                | CUSIP: N/A<br>LEI: 213800SDK6N2K6E2CD50       | Long             | DBT              | CORP              | GB        |      1008060 | PA      | $513044.51      | 0.00%             | 2023-12-06      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     64000000 | PA      | $1656841.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -86372000 | PA      | $-2138451.96    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                                   | Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M1                                                | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8591847 | PA      | $8509663.54     | 0.02%             | 2040-04-15      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Dryden XXVIII Senior Loan Fund                                                   | Dryden XXVIII Senior Loan Fund, Series 2013-28A, Class A1LR                                                            | CUSIP: 26251BAL0<br>LEI: 549300K4FV16ICO2FF98 | Long             | ABS-CBDO         | CORP              | KY        |     23821171 | PA      | $23630158.61    | 0.06%             | 2030-08-15      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                 | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |      6702555 | PA      | $6702555.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| ARES XLVII CLO Ltd.                                                              | ARES XLVII CLO Ltd., Series 2018-47A, Class A1                                                                         | CUSIP: 04016VAA3<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | KY        |      2300000 | PA      | $2267819.55     | 0.01%             | 2030-04-15      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Euro Funding X DAC                                                  | Madison Park Euro Funding X DAC, Series 10X, Class B1                                                                  | CUSIP: N/A<br>LEI: 635400JUSH8DJJMKPH69       | Long             | ABS-CBDO         | CORP              | IE        |      1850000 | PA      | $1867174.52     | 0.00%             | 2030-10-25      | Floating      | 1.34%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     90430000 | PA      | $1376286.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust, Series 2019-SMRT, Class D                                                         | CUSIP: 29429MAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17385000 | PA      | $16781856.98    | 0.04%             | 2036-01-10      | Variable      | 4.74%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       271000 | PA      | $188119.74      | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                              | Societe Generale SA                                                                                                    | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     17000000 | PA      | $18155467.85    | 0.05%             | 2032-11-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140K8YL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4974457 | PA      | $4699007.62     | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2021-E, Class B3                                                                      | CUSIP: 009740AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12755040 | PA      | $4836350.33     | 0.01%             | 2060-12-25      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    987521637 | PA      | $25084674.40    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |    -67000000 | PA      | $-37229492.02   | -0.10%            | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-OA8, Class 2A1                                                                     | CUSIP: 02148GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       569486 | PA      | $413276.51      | 0.00%             | 2047-06-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     50000000 | PA      | $-10643582.41   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                              | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      1259000 | PA      | $1232854.15     | 0.00%             | 2024-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Packaging Corp. of America                                                       | Packaging Corp. of America                                                                                             | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |       266000 | PA      | $227615.95      | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $296672.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    783620000 | PA      | $12523616.65    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Whitebox CLO III Ltd.                                                            | Whitebox CLO III Ltd., Series 2021-3A, Class E                                                                         | CUSIP: 96467JAA0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |      6720000 | PA      | $6103060.32     | 0.02%             | 2034-10-15      | Floating      | 10.93%                | No            | 2                  | On Loan: No      |
| Madison Park Funding XI Ltd.                                                     | Madison Park Funding XI Ltd., Series 2013-11A, Class AR2                                                               | CUSIP: 55818KAV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7097797 | PA      | $7004283.27     | 0.02%             | 2029-07-23      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| AIMCO CLO                                                                        | AIMCO CLO, Series 2015-AA, Class X                                                                                     | CUSIP: 00900LAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1740291.70     | 0.00%             | 2034-10-17      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| University of Houston                                                            | University of Houston, Series 2020 A                                                                                   | CUSIP: 914302GQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5530000 | PA      | $4440697.78     | 0.01%             | 2044-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| OHA Credit Funding 6 Ltd.                                                        | OHA Credit Funding 6 Ltd., Series 2020-6A, Class AR                                                                    | CUSIP: 67098UAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $965376.30      | 0.00%             | 2034-07-20      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| Playtika Holding Corp.                                                           | Playtika Holding Corp.                                                                                                 | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1373662.50     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2021-601L, Class D                                                                                   | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3999000 | PA      | $2509372.50     | 0.01%             | 2044-01-15      | Variable      | 2.78%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |    -49045000 | PA      | $-3124946.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                                                          | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3042968.22     | 0.01%             | 2030-06-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 1A4                                               | CUSIP: 07389YAV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3118190 | PA      | $2797464.77     | 0.01%             | 2037-03-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                          | Symphony CLO XXIII Ltd., Series 2020-23A, Class CR                                                                     | CUSIP: 87167NDG7<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |       510000 | PA      | $483754.23      | 0.00%             | 2034-01-15      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     35196283 | PA      | $-149491.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OZLM XX Ltd.                                                                     | OZLM XX Ltd., Series 2018-20A, Class A2                                                                                | CUSIP: 67112MAC9<br>LEI: 549300ROA1URR67W0G46 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $237003.33      | 0.00%             | 2031-04-20      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140QEN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89909944 | PA      | $77530104.27    | 0.20%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       469058 | PA      | $-12001.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                                                     | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100088.26      | 0.00%             | 2024-09-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    163156200 | PA      | $143042099.72   | 0.38%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Indiana Finance Authority                                                        | Indiana Finance Authority, Series 2015A                                                                                | CUSIP: 45471ANY4<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     18785000 | PA      | $18512823.01    | 0.05%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Silgan Holdings, Inc.                                                            | Silgan Holdings, Inc.                                                                                                  | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |      6300000 | PA      | $6521199.29     | 0.02%             | 2025-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Gilbert Park CLO Ltd.                                                            | Gilbert Park CLO Ltd., Series 2017-1A, Class D                                                                         | CUSIP: 375415AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6223000 | PA      | $5810904.85     | 0.02%             | 2030-10-15      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| Teck Resources Ltd.                                                              | Teck Resources Ltd.                                                                                                    | CUSIP: 878742BG9<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $536569.63      | 0.00%             | 2030-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MASTR Specialized Loan Trust                                                     | MASTR Specialized Loan Trust, Series 2006-3, Class A                                                                   | CUSIP: 57643BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       911591 | PA      | $857899.55      | 0.00%             | 2046-06-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1120000 | PA      | $-44655.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      8800000 | PA      | $7296318.13     | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5 Year Note                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         2500 | NC      | $566407.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1652183000 | PA      | $-440569.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Massachusetts Bay Transportation Authority Assessment                            | Massachusetts Bay Transportation Authority Assessment, Series 2022 A-2                                                 | CUSIP: 575577NZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000000 | PA      | $5471542.35     | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                                                        | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |       723000 | PA      | $693860.93      | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    239767642 | PA      | $-7335621.67    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Odebrecht Offshore Drilling Finance Ltd.                                         | Odebrecht Offshore Drilling Finance Ltd.                                                                               | CUSIP: 67576GAD9<br>LEI: 549300L7LF2PIRAWID66 | Long             | DBT              | CORP              | KY        |         4192 | PA      | $1103.81        | 0.00%             | 2026-12-01      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | iShares Russell 2000 ETF                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1500 | NC      | $2250.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      2630000 | PA      | $326583.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      1690000 | PA      | $-143456.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                                                            | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       658000 | PA      | $650480.24      | 0.00%             | 2027-09-15      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| New Century Home Equity Loan Trust                                               | New Century Home Equity Loan Trust, Series 2005-C, Class M2                                                            | CUSIP: 64352VPA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3927668 | PA      | $2979839.43     | 0.01%             | 2035-12-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       100000 | PA      | $78956.94       | 0.00%             | 2032-10-21      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| UKG, Inc.                                                                        | UKG, Inc., 1st Lien Term Loan                                                                                          | CUSIP: 90385KAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992481 | PA      | $942857.15      | 0.00%             | 2026-05-04      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       305000 | PA      | $-56938.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     33158000 | PA      | $554935.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-196169.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KBC Group NV                                                                     | KBC Group NV                                                                                                           | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |      4900000 | PA      | $5043427.97     | 0.01%             | 2027-09-21      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SPDR S&P Regional Banking ETF                                                                                          | CUSIP: 00P7XGU38<br>LEI: N/A                  | N/A              | DE               |  | US        |        -8978 | NC      | $-94269.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Brown Group Holding LLC                                                          | Brown Group Holding LLC, Term Loan                                                                                     | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |       991930 | PA      | $972230.39      | 0.00%             | 2028-06-07      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| Freedom Mortgage Corp.                                                           | Freedom Mortgage Corp.                                                                                                 | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Short            | DBT              | CORP              | US        |     -1595000 | PA      | $-1241310.46    | -0.00%            | 2027-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       410000 | PA      | $4520.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Walt Disney Co. (The)                                                                                                  | CUSIP: 00C7XK9V5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -750 | NC      | $-5625.00       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XFVX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83253896 | PA      | $73872059.78    | 0.20%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       500000 | PA      | $534355.37      | 0.00%             | 2043-09-13      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Glencore Capital Finance DAC                                                     | Glencore Capital Finance DAC                                                                                           | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      2200000 | PA      | $1610040.72     | 0.00%             | 2033-03-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Madison Park Euro Funding XIV DAC                                                | Madison Park Euro Funding XIV DAC, Series 14A, Class DR                                                                | CUSIP: N/A<br>LEI: 635400XLHN7OVUSEV112       | Long             | ABS-CBDO         | CORP              | IE        |      1090000 | PA      | $1047705.41     | 0.00%             | 2032-07-15      | Floating      | 3.60%                 | No            | 2                  | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                                                          | CUSIP: 235851AQ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |       560000 | PA      | $539024.90      | 0.00%             | 2025-09-15      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Ziggo BV                                                                         | Ziggo BV                                                                                                               | CUSIP: N/A<br>LEI: 213800TQASLF9JXH5J59       | Long             | DBT              | CORP              | NL        |      6351000 | PA      | $5430244.33     | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Sonder Holdings, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       498240 | NS      | $4982.40        | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    356321200 | PA      | $5930124.01     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     18352000 | PA      | $12355789.93    | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                                                    | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      2849000 | PA      | $2685529.05     | 0.01%             | 2029-03-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| District of Columbia                                                             | District of Columbia, Series 2015                                                                                      | CUSIP: 254764JZ7<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |      3280000 | PA      | $3392252.52     | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Aqueduct European CLO DAC                                                        | Aqueduct European CLO DAC, Series 2019-3X, Class AR                                                                    | CUSIP: N/A<br>LEI: 549300UF6CTEGH4KIE32       | Long             | ABS-CBDO         | CORP              | IE        |      5000000 | PA      | $5129706.66     | 0.01%             | 2034-08-15      | Floating      | 1.25%                 | No            | 2                  | On Loan: No      |
| Bellis Finco plc                                                                 | Bellis Finco plc                                                                                                       | CUSIP: N/A<br>LEI: 259400ELWH6Z4ICFTD70       | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $2645830.60     | 0.01%             | 2027-02-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                       | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        42250 | NS      | $3937277.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ballyrock CLO Ltd.                                                               | Ballyrock CLO Ltd., Series 2018-1A, Class A1                                                                           | CUSIP: 05875HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       800000 | PA      | $789425.68      | 0.00%             | 2031-04-20      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                                | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3900000 | PA      | $3463590.00     | 0.01%             | 2027-09-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -40600000 | PA      | $-207.90        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| La Poste SA                                                                      | La Poste SA                                                                                                            | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |      7600000 | PA      | $7377605.63     | 0.02%             | 2025-10-29      | Variable      | 3.12%                 | No            | 2                  | On Loan: No      |
| EIG Pearl Holdings SARL                                                          | EIG Pearl Holdings SARL                                                                                                | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     29714000 | PA      | $22746067.00    | 0.06%             | 2046-11-30      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                           | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30427000 | PA      | $31845532.91    | 0.08%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                                                               | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $579535.98      | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1068462.43     | 0.00%             | 2028-02-24      | Variable      | 2.64%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                      | MF1 Multifamily Housing Mortgage Loan Trust, Series 2021-W10, Class G                                                  | CUSIP: 55284DAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      1999000 | PA      | $1806141.88     | 0.00%             | 2034-12-15      | Floating      | 8.56%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |     13640000 | PA      | $12353707.63    | 0.03%             | 2027-05-20      | Fixed         | 0.60%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                              | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       200000 | PA      | $200470.00      | 0.00%             | 2025-02-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     82884000 | PA      | $1295379.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3133333 | PA      | $-65276.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 5 Ltd.                                                      | Gulf Stream Meridian 5 Ltd., Series 2021-5A, Class A2                                                                  | CUSIP: 40256LAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3139228.30     | 0.01%             | 2034-07-15      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Republic of Cote d'Ivoire                                                        | Republic of Cote d'Ivoire                                                                                              | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      8543000 | PA      | $6428832.61     | 0.02%             | 2048-03-22      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                                                  | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     15465000 | PA      | $14216057.58    | 0.04%             | 2029-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                             | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2458000 | PA      | $1658993.13     | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Dryden 78 CLO Ltd.                                                               | Dryden 78 CLO Ltd., Series 2020-78A, Class D                                                                           | CUSIP: 26253LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $228392.28      | 0.00%             | 2033-04-17      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                                                             | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       641000 | PA      | $544719.31      | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| HF Sinclair Corp.                                                                | HF Sinclair Corp.                                                                                                      | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5975000 | PA      | $5980016.79     | 0.02%             | 2026-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Latch, Inc.                                                                                                            | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       164855 | NS      | $7022.82        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                                                                | CUSIP: 87422VAG3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     15140000 | PA      | $15480650.00    | 0.04%             | 2028-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9400000 | PA      | $-601.42        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Verallia SA                                                                      | Verallia SA                                                                                                            | CUSIP: N/A<br>LEI: 5299007YZU978DE0ZY32       | Long             | DBT              | CORP              | FR        |      8900000 | PA      | $7398672.08     | 0.02%             | 2031-11-10      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     22266000 | PA      | $-358043.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $213536.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-145844.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                                                | Ecovyst Catalyst Technologies LLC, Term Loan                                                                           | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992443 | PA      | $975492.40      | 0.00%             | 2028-06-09      | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                                                              | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |       100000 | PA      | $113207.71      | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1985000 | PA      | $13454.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Volta, Inc.                                                                                                            | CUSIP: 92873V110<br>LEI: N/A                  | N/A              | DE               |  | US        |       220210 | NS      | $14379.71       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| 10x Future Technologies Holdings Ltd.                                            | 10x Future Technologies Holdings Ltd.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       425677 | NS      | $5624820.75     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $70622.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                                            | Republic of Guatemala                                                                                                  | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      2234000 | PA      | $2142964.50     | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-18A, Class DR                                                                                | CUSIP: 671078AU7<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4453982.85     | 0.01%             | 2032-07-20      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     28304000 | PA      | $24929299.93    | 0.07%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Anheuser-Busch InBev SA                                                          | Anheuser-Busch InBev SA                                                                                                | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      4900000 | PA      | $5816313.34     | 0.02%             | 2025-09-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UPL Corp. Ltd.                                                                   | UPL Corp. Ltd.                                                                                                         | CUSIP: N/A<br>LEI: 213800AQLATW4WEEH674       | Long             | DBT              | CORP              | MU        |      1000000 | PA      | $780500.00      | 0.00%             | 2030-06-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                                       | Cedar Funding VII CLO Ltd., Series 2018-7A, Class E                                                                    | CUSIP: 15033AAA4<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |      2962500 | PA      | $2508230.55     | 0.01%             | 2031-01-20      | Floating      | 8.79%                 | No            | 2                  | On Loan: No      |
| Digicel International Finance Ltd.                                               | Digicel International Finance Ltd.                                                                                     | CUSIP: 25381XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4843333 | PA      | $4155579.71     | 0.01%             | 2024-05-25      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR2, Class A1                                                         | CUSIP: 07401TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       102208 | PA      | $92357.57       | 0.00%             | 2037-03-25      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| Autonoria Spain                                                                  | Autonoria Spain 2022 FT, Series 2022-SP, Class D                                                                       | CUSIP: N/A<br>LEI: 959800TU6P30TL2EN703       | Long             | ABS-O            | CORP              | ES        |       400000 | PA      | $422059.17      | 0.00%             | 2040-01-28      | Floating      | 6.09%                 | No            | 2                  | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc., Term Loan B                                                                                            | CUSIP: 29362LAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1000000 | PA      | $996250.00      | 0.00%             | 2029-07-06      | Variable      | 7.52%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     11604000 | PA      | $11333583.75    | 0.03%             | 2028-07-25      | Variable      | 4.81%                 | No            | 2                  | On Loan: No      |
| Very Group Funding plc (The)                                                     | Very Group Funding plc (The)                                                                                           | CUSIP: N/A<br>LEI: 9845005CC91D50AF8202       | Long             | DBT              | CORP              | GB        |      6492000 | PA      | $5575576.82     | 0.01%             | 2026-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140L5RD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       217356 | PA      | $199665.20      | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Alme Loan Funding V DAC                                                          | Alme Loan Funding V DAC, Series 5A, Class ER                                                                           | CUSIP: N/A<br>LEI: 5493007Y7TGLM40XAY97       | Long             | ABS-CBDO         | CORP              | IE        |      3800000 | PA      | $3412098.06     | 0.01%             | 2031-07-15      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| ATF Netherlands BV                                                               | ATF Netherlands BV                                                                                                     | CUSIP: N/A<br>LEI: 529900Z1P6YBY9EOYT70       | Long             | DBT              | CORP              | NL        |     13400000 | PA      | $6982100.04     | 0.02%             | 2024-01-20      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $22238.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     17451000 | PA      | $17512896.52    | 0.05%             | 2024-07-06      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                      | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50128000 | PA      | $31888385.82    | 0.08%             | 2050-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Voya Euro CLO I DAC                                                              | Voya Euro CLO I DAC, Series 1X, Class A                                                                                | CUSIP: N/A<br>LEI: 635400EFYWXM2GM8RL10       | Long             | ABS-CBDO         | CORP              | IE        |      4917867 | PA      | $5138385.12     | 0.01%             | 2030-10-15      | Floating      | 2.13%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $168529.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | GBP Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     34736000 | PA      | $558701.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -591759676 | PA      | $-2846670.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     27804000 | PA      | $4168634.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Illinois Tool Works, Inc.                                                        | Illinois Tool Works, Inc.                                                                                              | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |       300000 | PA      | $278608.86      | 0.00%             | 2026-11-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    363491100 | PA      | $5871037.45     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Aroundtown SA                                                                    | Aroundtown SA                                                                                                          | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      6200000 | PA      | $4101469.85     | 0.01%             | 2028-07-09      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 37 Ltd.                                              | Octagon Investment Partners 37 Ltd., Series 2018-2A, Class A2                                                          | CUSIP: 67591VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $962206.60      | 0.00%             | 2030-07-25      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.                                                | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class E                                                            | CUSIP: 55821MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1302879.60     | 0.00%             | 2034-07-17      | Floating      | 10.08%                | No            | 2                  | On Loan: No      |
| JPMorgan Madison Avenue Securities Trust                                         | JPMorgan Madison Avenue Securities Trust, Series 2014-CH1, Class M2                                                    | CUSIP: 46643HAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1175567 | PA      | $1133309.18     | 0.00%             | 2024-11-25      | Floating      | 8.64%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2017-2A, Class CR                                                                      | CUSIP: 77340GAN1<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1192026.13     | 0.00%             | 2029-10-15      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-416278.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2017-H1, Class XD                                                               | CUSIP: 61691JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8870000 | PA      | $671521.09      | 0.00%             | 2050-06-15      | Variable      | 2.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $652574.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                           | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      5575000 | PA      | $4350352.18     | 0.01%             | 2032-02-03      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                                    | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       695000 | PA      | $530476.42      | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Stanlington No. 2 plc                                                            | Stanlington No. 2 plc, Series 2, Class D                                                                               | CUSIP: N/A<br>LEI: 213800FCNYGLAJQ7PJ81       | Long             | ABS-MBS          | CORP              | GB        |       329000 | PA      | $373609.81      | 0.00%             | 2045-06-12      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                                   | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  72332000000 | PA      | $9779553.47     | 0.03%             | 2034-10-18      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Madison Park Euro Funding XI DAC                                                 | Madison Park Euro Funding XI DAC, Series 11X, Class C                                                                  | CUSIP: N/A<br>LEI: 635400YQDA4E9VNFPW67       | Long             | ABS-CBDO         | CORP              | IE        |      1350000 | PA      | $1351480.72     | 0.00%             | 2031-02-15      | Floating      | 3.61%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2020-FACT, Class E                                                                                  | CUSIP: 126395AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7360000 | PA      | $6378912.00     | 0.02%             | 2037-10-15      | Floating      | 9.18%                 | No            | 3                  | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                                                            | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     10557000 | PA      | $9701187.29     | 0.03%             | 2028-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                            | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1611000 | PA      | $1490381.32     | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                             | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | DBT              | CORP              | US        |     -2520000 | PA      | $-2293200.00    | -0.01%            | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Myers Park CLO Ltd.                                                              | Myers Park CLO Ltd., Series 2018-1A, Class B1                                                                          | CUSIP: 62848FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $241503.63      | 0.00%             | 2030-10-20      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     16805000 | PA      | $1125513.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                    | CUSIP: 118230AN1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      4975000 | PA      | $4789997.21     | 0.01%             | 2024-10-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| OneMain Finance Corp.                                                            | OneMain Finance Corp.                                                                                                  | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95088.00       | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corp.                                                            | Covanta Holding Corp., Term Loan B                                                                                     | CUSIP: 22282GAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       923336 | PA      | $915589.46      | 0.00%             | 2028-11-30      | Variable      | 6.82%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson and Co.                                                         | Becton Dickinson and Co.                                                                                               | CUSIP: 075887CN7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $4280382.72     | 0.01%             | 2025-08-13      | Fixed         | 0.03%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2014-1A, Class A1R2                                                                     | CUSIP: 69688XAS0<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |      2320000 | PA      | $2296627.86     | 0.01%             | 2031-01-17      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                                  | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     16444000 | PA      | $16039767.34    | 0.04%             | 2024-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AW2H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19569269 | PA      | $17394777.90    | 0.05%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TIAA CLO III Ltd.                                                                | TIAA CLO III Ltd., Series 2017-2A, Class B                                                                             | CUSIP: 87272HAC4<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $718748.48      | 0.00%             | 2031-01-16      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Greenko Dutch BV                                                                 | Greenko Dutch BV                                                                                                       | CUSIP: N/A<br>LEI: 724500PT585P4JPVRP08       | Long             | DBT              | CORP              | NL        |       248300 | PA      | $215400.25      | 0.00%             | 2026-03-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418DX56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       501452 | PA      | $471589.46      | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2021-FCMT, Class D                                                       | CUSIP: 95003EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750000 | PA      | $666807.00      | 0.00%             | 2031-05-15      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Cedar Fair LP                                                                    | Cedar Fair LP                                                                                                          | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |       218000 | PA      | $195774.71      | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Solvay Finance SA                                                                | Solvay Finance SA                                                                                                      | CUSIP: N/A<br>LEI: 549300850GMPCX5CK282       | Long             | DBT              | CORP              | FR        |      4172000 | PA      | $4441801.45     | 0.01%             | 2023-11-12      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83185800 | PA      | $56927032.64    | 0.15%             | 2041-08-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Prodigy Finance DAC                                                              | Prodigy Finance DAC, Series 2021-1A, Class A                                                                           | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |      7340995 | PA      | $7093254.12     | 0.02%             | 2051-07-25      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd.                                                          | Rockford Tower CLO Ltd., Series 2018-2A, Class A                                                                       | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |      6159000 | PA      | $6046627.81     | 0.02%             | 2031-10-20      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Barclays Capital, Inc.                                                           | Barclays Capital, Inc.                                                                                                 | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |      1854345 | PA      | $1854345.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brevard County Health Facilities Authority                                       | Brevard County Health Facilities Authority, Series 2022A                                                               | CUSIP: 107416QM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     14000000 | PA      | $14463077.02    | 0.04%             | 2047-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2022-SFR1, Class F                                                                  | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5383000 | PA      | $4200771.01     | 0.01%             | 2041-02-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Micron Technology, Inc.                                                                                                | CUSIP: 00P7XDJ95<br>LEI: N/A                  | N/A              | DE               |  | US        |        -2000 | NC      | $-209000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| ALM VII Ltd.                                                                     | ALM VII Ltd., Series 2012-7A, Class SUB                                                                                | CUSIP: 00163HAD7<br>LEI: 549300TO15F7OWC7XK63 | Long             | ABS-CBDO         | CORP              | KY        |     12160000 | PA      | $1824.00        | 0.00%             | 2116-10-15      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                                                                | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |        80000 | PA      | $79941.73       | 0.00%             | 2025-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10 Year Note                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -14758 | NC      | $-5073062.50    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | iShares China Large-Cap ETF                                                                                            | CUSIP: 00C9ZJF52<br>LEI: N/A                  | N/A              | DE               |  | US        |         5000 | NC      | $502500.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GSR Mortgage Loan Trust                                                          | GSR Mortgage Loan Trust, Series 2007-1F, Class 2A4                                                                     | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       163626 | PA      | $199342.29      | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2021-BA, Class D                                                                | CUSIP: 56847JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1130000 | PA      | $884594.96      | 0.00%             | 2036-11-20      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association Variable Rate Notes, Series 2016-96                                           | CUSIP: 38379UZW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8947011 | PA      | $314395.27      | 0.00%             | 2057-12-16      | Variable      | 0.77%                 | No            | 2                  | On Loan: No      |
| Octagon Loan Funding Ltd.                                                        | Octagon Loan Funding Ltd., Series 2014-1A, Class BRR                                                                   | CUSIP: 67590RBA2<br>LEI: 549300HJJWTCMWFILG24 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $240903.28      | 0.00%             | 2031-11-18      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XGJ59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16621954 | PA      | $15156850.88    | 0.04%             | 2052-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| New York State Urban Development Corp.                                           | New York State Urban Development Corp., Series 2021 B                                                                  | CUSIP: 64985TDK4<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      9725000 | PA      | $7590089.71     | 0.02%             | 2033-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140QLNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15095162 | PA      | $13386635.75    | 0.04%             | 2051-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                                   | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      2828000 | PA      | $2623853.86     | 0.01%             | 2026-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     12810000 | PA      | $-90076.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CVC Cordatus Loan Fund XXII DAC                                                  | CVC Cordatus Loan Fund XXII DAC, Series 22X, Class D                                                                   | CUSIP: N/A<br>LEI: 549300CLF3QO0FAYZ343       | Long             | ABS-CBDO         | CORP              | IE        |       755000 | PA      | $682202.51      | 0.00%             | 2034-12-15      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2014-CR15, Class C                                                                   | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       154000 | PA      | $147716.69      | 0.00%             | 2047-02-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                                                                | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |       181000 | PA      | $147597.18      | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2020-D, Class B                                                                       | CUSIP: 00970CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7064076 | PA      | $6470932.38     | 0.02%             | 2060-06-25      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO I Ltd.                                                               | Elmwood CLO I Ltd., Series 2019-1A, Class AR                                                                           | CUSIP: 290015AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1979764.40     | 0.01%             | 2033-10-20      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Humana, Inc.                                                                                                           | CUSIP: 00C7XDFX0<br>LEI: N/A                  | N/A              | DE               |  | US        |           61 | NC      | $127795.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority                                                                                   | CUSIP: 74526QXB3<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      1225000 | PA      | $905640.36      | 0.00%             | 2018-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                                                       | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class B                                                                   | CUSIP: 15034AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $3867466.00     | 0.01%             | 2033-07-15      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | DAX Index                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |          500 | NC      | $577373.97      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     20617000 | PA      | $834910.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1996-10, Class B1                                                                        | CUSIP: 393505RK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2843971 | PA      | $2685438.47     | 0.01%             | 2028-11-15      | Variable      | 7.24%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                                                               | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       207000 | PA      | $195632.87      | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1065330 | PA      | $-28634.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                        | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |       200000 | PA      | $187900.00      | 0.00%             | 2024-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Marks & Spencer plc                                                              | Marks & Spencer plc                                                                                                    | CUSIP: N/A<br>LEI: 213800CN1RI3UCIZWB95       | Long             | DBT              | CORP              | GB        |      3400000 | PA      | $4041810.48     | 0.01%             | 2023-12-08      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Yango Justice International Ltd.                                                 | Yango Justice International Ltd.                                                                                       | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | HK        |      2403000 | PA      | $36045.00       | 0.00%             | 2023-11-25      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                             | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     11447000 | PA      | $10180834.17    | 0.03%             | 2027-06-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Viterra Finance BV                                                               | Viterra Finance BV                                                                                                     | CUSIP: N/A<br>LEI: 213800HBZGEIZLKJBI17       | Long             | DBT              | CORP              | NL        |     26700000 | PA      | $22854008.38    | 0.06%             | 2028-09-24      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-OH2, Class A2A                                                                     | CUSIP: 02151RAC7<br>LEI: 549300QKXMAFE33VN106 | Long             | ABS-MBS          | CORP              | US        |       722660 | PA      | $576838.52      | 0.00%             | 2047-08-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140M7TG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1370398 | PA      | $1218869.69     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-80265.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GoldentTree Loan Management US CLO 1 Ltd.                                        | GoldentTree Loan Management US CLO 1 Ltd., Series 2021-11A, Class E                                                    | CUSIP: 38138RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5515000 | PA      | $4630100.05     | 0.01%             | 2034-10-20      | Floating      | 9.59%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 5 Ltd.                                         | GoldenTree Loan Management US CLO 5 Ltd., Series 2019-5A, Class BR                                                     | CUSIP: 38138DAQ9<br>LEI: 549300O473GD3F35WC55 | Long             | ABS-CBDO         | CORP              | KY        |      2040000 | PA      | $1990193.20     | 0.01%             | 2032-10-20      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                                    | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Short            | DBT              | CORP              | JP        |     -2732000 | PA      | $-2053098.00    | -0.01%            | 2026-04-22      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| GFL Environmental, Inc.                                                          | GFL Environmental, Inc., Term Loan                                                                                     | CUSIP: C7052BAH7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |       994937 | PA      | $994658.12      | 0.00%             | 2025-05-30      | Variable      | 7.41%                 | No            | 2                  | On Loan: No      |
| Dana, Inc.                                                                       | Dana, Inc.                                                                                                             | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      1736000 | PA      | $1398556.32     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Hyatt Hotels Corp.                                                               | Hyatt Hotels Corp.                                                                                                     | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       193000 | PA      | $188797.46      | 0.00%             | 2030-04-23      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | Puerto Rico Electric Power Authority                                                                                   | CUSIP: 74526QZY1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      1030000 | PA      | $761477.20      | 0.00%             | 2042-07-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Faurecia SE                                                                      | Faurecia SE                                                                                                            | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      2011000 | PA      | $1825468.36     | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Air France-KLM                                                                   | Air France-KLM                                                                                                         | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |     10201300 | PA      | $1753749.04     | 0.00%             | 2026-03-25      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Finsbury Square                                                                  | Finsbury Square, Series 2021-1GRX, Class AGRN                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |      2536610 | PA      | $2983578.44     | 0.01%             | 2067-12-16      | Floating      | 4.08%                 | No            | 2                  | On Loan: No      |
| RR 17 Ltd.                                                                       | RR 17 Ltd., Series 2021-17A, Class SUB                                                                                 | CUSIP: 74980YAC8<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |       475000 | PA      | $315015.73      | 0.00%             | 2034-07-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2015-RPL1                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGSE             | US        |     23200000 | PA      | $22683770.77    | 0.06%             | 2024-02-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2019-2A, Class A1                                                          | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2236568 | PA      | $2113707.40     | 0.01%             | 2057-12-25      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     21359000 | PA      | $-154938.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                      | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $89886.00       | 0.00%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132AEEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       365969 | PA      | $348744.43      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     82528566 | PA      | $3203141.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000000 | PA      | $121628907.00   | 0.32%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      1120000 | PA      | $-13211.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CSN Resources SA                                                                 | CSN Resources SA                                                                                                       | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     11000000 | PA      | $9185000.00     | 0.02%             | 2032-04-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    338800000 | PA      | $-589749.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PNC Bank NA                                                                      | PNC Bank NA                                                                                                            | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |       300000 | PA      | $288289.30      | 0.00%             | 2025-02-23      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                     | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       405000 | PA      | $330852.63      | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-1A, Class A1                                                              | CUSIP: 69701YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8349727 | PA      | $8258429.46     | 0.02%             | 2029-04-20      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      1033333 | PA      | $8146.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                           | GSK Consumer Healthcare Capital US LLC                                                                                 | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     12447000 | PA      | $12080326.69    | 0.03%             | 2024-03-24      | Fixed         | 3.02%                 | No            | 2                  | On Loan: No      |
| Satus plc                                                                        | Satus plc, Series 2021-1, Class E                                                                                      | CUSIP: N/A<br>LEI: 6354009RPGD3VEUB2K73       | Long             | ABS-O            | CORP              | GB        |       166000 | PA      | $193554.13      | 0.00%             | 2028-08-17      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                      | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       709000 | PA      | $596729.10      | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     26000000 | PA      | $52920.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2020-SFR3, Class E                                                                  | CUSIP: 74333AAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4710000 | PA      | $4109247.51     | 0.01%             | 2027-10-17      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| Galaxy Brands Ddtl Upsize -                                                      | Galaxy Brands Ddtl Upsize -                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      6121873 | PA      | $6099221.74     | 0.02%             | 2038-01-01      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $141012.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5081, Class PI                                                                | CUSIP: 3137FFWD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14522098 | PA      | $2328458.75     | 0.01%             | 2051-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Loan Revolving Advance Investment Trust                                          | Loan Revolving Advance Investment Trust, Series 2021-2, Class A1X                                                      | CUSIP: 53958V102<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10698011 | PA      | $10589654.25    | 0.03%             | 2023-06-30      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                       | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       200000 | PA      | $159182.92      | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                               | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      5800000 | PA      | $5735882.62     | 0.02%             | 2029-01-22      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                       | AMSR Trust, Series 2020-SFR1, Class E                                                                                  | CUSIP: 00180AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2102000 | PA      | $1921623.18     | 0.01%             | 2037-04-17      | Fixed         | 3.22%                 | No            | 2                  | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                                                           | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      6510000 | PA      | $6228166.67     | 0.02%             | 2032-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp., Series 5100, Class MI                                                                | CUSIP: 3137FYVU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29919361 | PA      | $5179639.80     | 0.01%             | 2048-09-25      | Fixed         | 3.50%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | Australia 10 Year Bonds                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         2401 | NC      | $-10992363.64   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| OAK Hill European Credit Partners V Designated Activity Co.                      | OAK Hill European Credit Partners V Designated Activity Co., Series 2016-5A, Class BR                                  | CUSIP: N/A<br>LEI: 635400RBBBEHFZ8TOH13       | Long             | ABS-CBDO         | CORP              | IE        |       425000 | PA      | $426189.06      | 0.00%             | 2035-01-21      | Floating      | 3.36%                 | No            | 2                  | On Loan: No      |
| Universal Music Group NV                                                         | Universal Music Group NV                                                                                               | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | DBT              | CORP              | NL        |      4026000 | PA      | $4083864.96     | 0.01%             | 2032-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Proof Acquisition Corp. I                                                        | Proof Acquisition Corp. I                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       178596 | NS      | $201813.48      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                                                 | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       204000 | PA      | $185213.72      | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Campbell Soup Co.                                                                | Campbell Soup Co.                                                                                                      | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |       200000 | PA      | $190994.92      | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas SA                                                                                                         | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |      1447669 | PA      | $1750159.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Haus European Loan Conduit No. DAC                                               | Haus European Loan Conduit No. DAC, Series 39X, Class C                                                                | CUSIP: N/A<br>LEI: 635400BO8LLWMGY3ON95       | Long             | ABS-MBS          | CORP              | IE        |       840757 | PA      | $816533.37      | 0.00%             | 2051-07-28      | Floating      | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Hudson Pacific Properties, Inc.                                                                                        | CUSIP: 00PA4VU14<br>LEI: N/A                  | N/A              | DE               |  | US        |          500 | NC      | $8750.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank plc                                                                | Barclays Bank plc                                                                                                      | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | RA               | CORP              | GB        |      3754712 | PA      | $3754712.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Atento Luxco 1 SA                                                                | Atento Luxco 1 SA                                                                                                      | CUSIP: N/A<br>LEI: 549300MLFF3HYCZQTC48       | Long             | DBT              | CORP              | LU        |      3000000 | PA      | $1603687.50     | 0.00%             | 2026-02-10      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Homeward Opportunities Fund I Trust                                              | Homeward Opportunities Fund I Trust, Series 2020-2, Class B1                                                           | CUSIP: 43789XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6360000 | PA      | $5615518.75     | 0.01%             | 2065-05-25      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                           | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      8560000 | PA      | $8236994.22     | 0.02%             | 2026-03-28      | Variable      | 3.87%                 | No            | 2                  | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust                                     | Home Equity Mortgage Loan Asset-Backed Trust, Series 2007-A, Class 2A2                                                 | CUSIP: 43710BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4242582 | PA      | $2774288.60     | 0.01%             | 2037-04-25      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -974173631 | PA      | $-2549867.35    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2006-SL1, Class A1                                                         | CUSIP: 07400WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1102929 | PA      | $1066031.91     | 0.00%             | 2036-08-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Scientific Games International, Inc.                                             | Scientific Games International, Inc., Term Loan B                                                                      | CUSIP: 80875AAT8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1492500 | PA      | $1468515.53     | 0.00%             | 2029-04-14      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Kimco Realty Corp.                                                               | Kimco Realty Corp.                                                                                                     | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      2751000 | PA      | $2112032.77     | 0.01%             | 2031-12-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Sales Tax Financing Corp.                                            | Puerto Rico Sales Tax Financing Corp., Series 2018A-1                                                                  | CUSIP: 74529JPW9<br>LEI: N/A                  | Long             | DBT              | MUN               | PR        |      2048000 | PA      | $1814157.19     | 0.00%             | 2053-07-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     15010000 | PA      | $-784779.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Voyager OPTONE Delaware Trust                                                    | Voyager OPTONE Delaware Trust, Series 2009-1, Class SAA7                                                               | CUSIP: 92911BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28994745 | PA      | $8033965.41     | 0.02%             | 2038-02-25      | Variable      | 3.41%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     22351500 | PA      | $-554722.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      4900000 | PA      | $5308521.85     | 0.01%             | 2027-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2013-CR6, Class XA                                                                   | CUSIP: 12624XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11827707 | PA      | $328.81         | 0.00%             | 2046-03-10      | Variable      | 0.96%                 | No            | 2                  | On Loan: No      |
| Calpine Corp.                                                                    | Calpine Corp.                                                                                                          | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $85805.39       | 0.00%             | 2029-02-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                                               | Cellnex Telecom SA                                                                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |      2700000 | PA      | $2237893.47     | 0.01%             | 2030-10-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Noodle Partners, Inc., Series C                                                  | Noodle Partners, Inc., Series C                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       862850 | NS      | $5289270.50     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                                                   | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       700000 | PA      | $690497.42      | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                                                         | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       609000 | PA      | $576146.76      | 0.00%             | 2025-01-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                   | Long Beach Mortgage Loan Trust, Series 2006-5, Class 2A3                                                               | CUSIP: 54251PAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8407300 | PA      | $4113881.10     | 0.01%             | 2036-06-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Erste Group Bank AG                                                              | Erste Group Bank AG                                                                                                    | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Short            | DBT              | CORP              | AT        |     -5600000 | PA      | $-4750405.33    | -0.01%            | 2032-11-15      | Variable      | 0.88%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                           | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |       750000 | PA      | $699375.00      | 0.00%             | 2026-07-29      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust, Series 2021-SFR10, Class E2                                                                | CUSIP: 74333WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1734000 | PA      | $1372386.09     | 0.00%             | 2040-12-17      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| Cedar Funding IX CLO Ltd.                                                        | Cedar Funding IX CLO Ltd., Series 2018-9A, Class A1                                                                    | CUSIP: 15033EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     29400000 | PA      | $28980356.16    | 0.08%             | 2031-04-20      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                            | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      4359000 | PA      | $2623471.39     | 0.01%             | 2053-09-01      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC                                       | Hilton Grand Vacations Borrower Escrow LLC                                                                             | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $172000.00      | 0.00%             | 2029-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| British Telecommunications plc                                                   | British Telecommunications plc                                                                                         | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     28915000 | PA      | $27048635.34    | 0.07%             | 2080-08-18      | Variable      | 1.87%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AMML7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       286556 | PA      | $262569.14      | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TenneT Holding BV                                                                | TenneT Holding BV                                                                                                      | CUSIP: N/A<br>LEI: 724500LTUWK3JQG63903       | Long             | DBT              | NUSS              | NL        |      5400000 | PA      | $5314353.93     | 0.01%             | 2025-07-22      | Variable      | 2.37%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                            | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     19238000 | PA      | $15668992.21    | 0.04%             | 2031-02-25      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     74808183 | PA      | $3703963.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | S&P 500 Index                                                                                                          | CUSIP: 00C8RYSM9<br>LEI: N/A                  | N/A              | DE               |  | US        |          204 | NC      | $1530.00        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                              | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       227000 | PA      | $224858.56      | 0.00%             | 2024-09-20      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |    137044000 | PA      | $-225287.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                                                     | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      7849000 | PA      | $8212088.15     | 0.02%             | 2033-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-37710.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                          | Kingdom of Saudi Arabia                                                                                                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |      3911000 | PA      | $3158865.81     | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                     | Bain Capital Credit CLO Ltd., Series 2018-2A, Class A1                                                                 | CUSIP: 05682VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5210000 | PA      | $5153940.40     | 0.01%             | 2031-07-19      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| OCP Euro CLO DAC                                                                 | OCP Euro CLO DAC, Series 2017-2X, Class E                                                                              | CUSIP: N/A<br>LEI: 635400KNK84TMOLEE581       | Long             | ABS-CBDO         | CORP              | IE        |       897000 | PA      | $805823.89      | 0.00%             | 2032-01-15      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Praxair, Inc.                                                                                                          | CUSIP: 00C9GGH32<br>LEI: N/A                  | N/A              | DE               |  | US        |         -900 | NC      | $-310500.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |     12300000 | PA      | $-695556.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class B                                                                       | CUSIP: 00971BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10115788 | PA      | $7182209.48     | 0.02%             | 2062-03-27      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2022-C18, Class A5                                                                        | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5590000 | PA      | $5848784.58     | 0.02%             | 2055-12-15      | Variable      | 5.71%                 | No            | 2                  | On Loan: No      |
| Navient Private Education Refi Loan Trust                                        | Navient Private Education Refi Loan Trust, Series 2020-FA, Class B                                                     | CUSIP: 63941XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4310000 | PA      | $3450013.20     | 0.01%             | 2069-07-15      | Fixed         | 2.69%                 | No            | 2                  | On Loan: No      |
| Diamond (BC) BV                                                                  | Diamond (BC) BV, Term Loan                                                                                             | CUSIP: N2611UAF2<br>LEI: 549300SWLHWJF3D4N658 | Long             | LON              | CORP              | NL        |       992481 | PA      | $957744.35      | 0.00%             | 2028-09-29      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers Euro CLO                                          | Neuberger Berman Loan Advisers Euro CLO, Series 2021-1X, Class E                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |       658000 | PA      | $568668.94      | 0.00%             | 2034-04-17      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                                                                | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       132000 | PA      | $125826.21      | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Fastighets AB Balder                                                             | Fastighets AB Balder                                                                                                   | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | DBT              | CORP              | SE        |      2225000 | PA      | $1609158.78     | 0.00%             | 2081-06-02      | Variable      | 2.87%                 | No            | 2                  | On Loan: No      |
| Arabian Centres Sukuk II Ltd.                                                    | Arabian Centres Sukuk II Ltd.                                                                                          | CUSIP: 03847QAA1<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |     11500000 | PA      | $10413250.00    | 0.03%             | 2026-10-07      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | S&P 500 Index                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | GB        |       -18712 | NC      | $-11695.00      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Air France-KLM                                                                   | Air France-KLM                                                                                                         | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $4884758.79     | 0.01%             | 2026-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    196584570 | PA      | $322888.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Atom Mortgage Securities DAC                                                     | Atom Mortgage Securities DAC, Series 1X, Class E                                                                       | CUSIP: N/A<br>LEI: 635400S9JQ1OOL8ZRR06       | Long             | ABS-MBS          | CORP              | IE        |      2158100 | PA      | $2266567.45     | 0.01%             | 2031-07-22      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1346000 | PA      | $1271514.59     | 0.00%             | 2033-08-09      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2018-1, Class D                                                                               | CUSIP: N/A<br>LEI: 213800KKZA5QCM4JFK69       | Long             | ABS-MBS          | CORP              | GB        |       843000 | PA      | $1008124.84     | 0.00%             | 2050-09-12      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| FirstKey Homes Trust                                                             | FirstKey Homes Trust, Series 2022-SFR2, Class E1                                                                       | CUSIP: 33767PAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4977000 | PA      | $4160792.90     | 0.01%             | 2039-07-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     22380000 | PA      | $-1859284.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2015-C33, Class D1                                                  | CUSIP: 46645JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4979000 | PA      | $4218618.07     | 0.01%             | 2048-12-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                                                            | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |       112000 | PA      | $89675.69       | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     26210000 | PA      | $-144145.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                                                    | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       800000 | PA      | $829274.94      | 0.00%             | 2033-10-25      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| GMR Hyderabad International Airport Ltd.                                         | GMR Hyderabad International Airport Ltd.                                                                               | CUSIP: N/A<br>LEI: 335800NSPGIN89SVOU83       | Long             | DBT              | CORP              | IN        |      1090000 | PA      | $1009816.88     | 0.00%             | 2026-02-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                                                           | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       200000 | PA      | $185156.46      | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| New Metro Global Ltd.                                                            | New Metro Global Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 549300HJRNTCANEH0D47       | Long             | DBT              | CORP              | VG        |       853000 | PA      | $568311.25      | 0.00%             | 2026-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     12566000 | PA      | $11077256.34    | 0.03%             | 2026-12-09      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Booking Holdings, Inc.                                                                                                 | CUSIP: 00C7XA814<br>LEI: N/A                  | N/A              | DE               |  | US        |           21 | NC      | $164010.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   1990697035 | PA      | $267.21         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, 1st Lien Term Loan                                                                                  | CUSIP: C8000CAG8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |      1000000 | PA      | $977920.00      | 0.00%             | 2026-04-30      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Mosaic Solar Loan Trust                                                          | Mosaic Solar Loan Trust, Series 2022-3A, Class A                                                                       | CUSIP: 61946KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3768000 | PA      | $3757526.47     | 0.01%             | 2053-06-20      | Fixed         | 6.16%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                                   | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12838000 | PA      | $11295128.65    | 0.03%             | 2028-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2020-4A, Class D                                                               | CUSIP: 69701QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2436494.50     | 0.01%             | 2028-11-25      | Floating      | 11.81%                | No            | 2                  | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd.                                      | Park Avenue Institutional Advisers CLO Ltd., Series 2021-1A, Class D                                                   | CUSIP: 70017PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2300000 | PA      | $2055931.13     | 0.01%             | 2034-01-20      | Floating      | 11.54%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      5400000 | PA      | $-73863.90      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| John Deere Bank SA                                                               | John Deere Bank SA                                                                                                     | CUSIP: N/A<br>LEI: RUOKPID0PZ0UWJYU9J61       | Long             | DBT              | CORP              | LU        |      4150000 | PA      | $4284476.87     | 0.01%             | 2026-09-14      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       537000 | PA      | $508974.67      | 0.00%             | 2026-05-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-FXD2, Class 1A1                                                            | CUSIP: 68403BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6596018 | PA      | $5724564.49     | 0.02%             | 2037-03-25      | Variable      | 5.82%                 | No            | 2                  | On Loan: No      |
| Avoca CLO XXII DAC                                                               | Avoca CLO XXII DAC, Series 22X, Class B1                                                                               | CUSIP: N/A<br>LEI: 5493000BN1WPGQDK4X78       | Long             | ABS-CBDO         | CORP              | IE        |       710000 | PA      | $705383.29      | 0.00%             | 2035-04-15      | Floating      | 2.68%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                     | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     12700000 | PA      | $12670056.87    | 0.03%             | 2026-04-22      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |     35342000 | PA      | $36980627.41    | 0.10%             | 2079-01-03      | Variable      | 3.10%                 | No            | 2                  | On Loan: No      |
| Alphawave IP Group plc                                                           | Alphawave IP Group plc                                                                                                 | CUSIP: N/A<br>LEI: 213800ZXTO21EU4VMH37       | Long             | EC               | CORP              | GB        |      1758129 | NS      | $2167999.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $284929.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco BPM SpA                                                                    | Banco BPM SpA                                                                                                          | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      1017000 | PA      | $1052423.99     | 0.00%             | 2030-09-14      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     33055000 | PA      | $1085703.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1159986800 | PA      | $15472414.61    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Sarcos Technology & Robotics Corp.                                                                                     | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       505097 | NS      | $20203.88       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Genius Sports Ltd.                                                               | Genius Sports Ltd.                                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |      1196795 | NS      | $4272558.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| TICP CLO XIV Ltd.                                                                | TICP CLO XIV Ltd., Series 2019-14A, Class DR                                                                           | CUSIP: 87250DAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2296516.50     | 0.01%             | 2032-10-20      | Floating      | 10.94%                | No            | 2                  | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                             | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       327000 | PA      | $276996.25      | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust, Series 2022-B, Class M1                                                                      | CUSIP: 00971BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1365498 | PA      | $1080382.02     | 0.00%             | 2062-03-27      | Fixed         | 3.00%                 | No            | 3                  | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-CB2, Class AF4                                          | CUSIP: 12498NAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1071155 | PA      | $839547.58      | 0.00%             | 2036-12-25      | Variable      | 6.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     26500000 | PA      | $103940.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Welltower, Inc.                                                                  | Welltower, Inc.                                                                                                        | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      1097000 | PA      | $1006939.19     | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Swedbank AB                                                                      | Swedbank AB                                                                                                            | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | DBT              | CORP              | SE        |      2400000 | PA      | $2930019.51     | 0.01%             | 2032-11-15      | Variable      | 7.27%                 | No            | 2                  | On Loan: No      |
| BHG Securitization Trust                                                         | BHG Securitization Trust, Series 2022-A, Class C                                                                       | CUSIP: 054977AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13300000 | PA      | $11043212.11    | 0.03%             | 2035-02-20      | Fixed         | 3.08%                 | No            | 2                  | On Loan: No      |
| FCT Noria                                                                        | FCT Noria, Series 2018-1, Class E                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | FR        |       231216 | PA      | $244247.45      | 0.00%             | 2038-06-25      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1997-6, Class M1                                                                         | CUSIP: 393505XH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1914101 | PA      | $1782045.68     | 0.00%             | 2029-01-15      | Variable      | 7.21%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DV4R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       158392 | PA      | $150232.48      | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      3705000 | PA      | $3084412.50     | 0.01%             | 2027-09-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -24820000 | PA      | $-1778387.60    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 30 Ltd.                                              | Octagon Investment Partners 30 Ltd., Series 2017-1A, Class A1R                                                         | CUSIP: 675920AJ1<br>LEI: 549300CDNDWWERRAUA43 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $985601.90      | 0.00%             | 2030-03-17      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    158070500 | PA      | $8119348.81     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2013-GAM, Class A2                                                                   | CUSIP: 12624UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       670919 | PA      | $666979.67      | 0.00%             | 2028-02-10      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                                                           | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |       400000 | PA      | $381468.40      | 0.00%             | 2026-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-188435.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RCO VI Mortgage LLC                                                              | RCO VI Mortgage LLC, Series 2022-1, Class A1                                                                           | CUSIP: 74934VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29708788 | PA      | $27872615.10    | 0.07%             | 2027-01-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                              | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |       828000 | PA      | $753382.71      | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Post CLO Ltd.                                                                    | Post CLO Ltd., Series 2018-1A, Class D                                                                                 | CUSIP: 73742DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2086677.68     | 0.01%             | 2031-04-16      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                                | Corp. Financiera de Desarrollo SA                                                                                      | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |      4545000 | PA      | $4385356.88     | 0.01%             | 2025-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Tower Bridge Funding plc                                                         | Tower Bridge Funding plc, Series 2021-2, Class B                                                                       | CUSIP: N/A<br>LEI: 63540046RPZ8IOOPGL28       | Long             | ABS-MBS          | CORP              | GB        |       252999 | PA      | $292932.12      | 0.00%             | 2063-11-20      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| Aqua Finance Trust                                                               | Aqua Finance Trust, Series 2021-A, Class B                                                                             | CUSIP: 03842VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5070000 | PA      | $4267787.59     | 0.01%             | 2046-07-17      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC Capital Markets LLC                                                                                                | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |      5840558 | PA      | $5840557.50     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Greeneden US Holdings I LLC                                                      | Greeneden US Holdings I LLC, Term Loan                                                                                 | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |      4954861 | PA      | $4747400.55     | 0.01%             | 2027-12-01      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| SL Liquidity Series, LLC                                                         | Money Market Series                                                                                                    | CUSIP: N/A<br>LEI: 549300I0RQO84VDWQP47       | Long             | STIV             | RF                | US        |    264585860 | NS      | $264559401.21   | 0.70%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     23675400 | PA      | $1120351.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Intrum AB                                                                        | Intrum AB                                                                                                              | CUSIP: N/A<br>LEI: 549300UNCO2FCUWXX470       | Long             | DBT              | CORP              | SE        |      9255000 | PA      | $8981699.57     | 0.02%             | 2025-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Coty, Inc.                                                                       | Coty, Inc., Term Loan B                                                                                                | CUSIP: 22207EBK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2284348 | PA      | $2347982.81     | 0.01%             | 2025-04-07      | Variable      | 4.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $17997.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2020-1, Class M1                                                        | CUSIP: 92259LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1257826 | PA      | $1060410.33     | 0.00%             | 2050-02-25      | Variable      | 2.80%                 | No            | 2                  | On Loan: No      |
| Offerpad Solutions, Inc.                                                         | Offerpad Solutions, Inc.                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1076500 | NS      | $495728.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| State of California                                                              | State of California, Series 2019                                                                                       | CUSIP: 13063DQY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7000000 | PA      | $6109170.55     | 0.02%             | 2037-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| New Fortress Energy, Inc.                                                        | New Fortress Energy, Inc.                                                                                              | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        86000 | PA      | $81338.80       | 0.00%             | 2025-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      7900000 | PA      | $7583077.43     | 0.02%             | 2028-03-22      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Alen Mortgage Trust                                                              | Alen Mortgage Trust, Series 2021-ACEN, Class D                                                                         | CUSIP: 01449NAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4827000 | PA      | $3773748.60     | 0.01%             | 2034-04-15      | Floating      | 7.42%                 | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133AXB50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4907707 | PA      | $4375958.11     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PPM CLO 2 Ltd.                                                                   | PPM CLO 2 Ltd., Series 2019-2A, Class DR                                                                               | CUSIP: 69377PAQ7<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1145166.25     | 0.00%             | 2032-04-16      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     18535000 | PA      | $18067609.95    | 0.05%             | 2028-07-25      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                                                    | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       100000 | PA      | $70600.38       | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       270000 | PA      | $-25885.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2022-2A, Class E                                                                            | CUSIP: 895969AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3318253.05     | 0.01%             | 2036-01-20      | Floating      | 13.16%                | No            | 2                  | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                                                           | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      4486000 | PA      | $4114040.80     | 0.01%             | 2027-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BOCA Commercial Mortgage Trust                                                   | BOCA Commercial Mortgage Trust, Series 2022-BOCA, Class A                                                              | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5533460 | PA      | $5421815.25     | 0.01%             | 2039-05-15      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                       | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       200000 | PA      | $180532.20      | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.                                                     | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class CR2                                                                | CUSIP: 03328TBE4<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |      7325000 | PA      | $6910764.66     | 0.02%             | 2031-01-28      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Pro Mach Group, Inc.                                                             | Pro Mach Group, Inc., 1st Lien Term Loan                                                                               | CUSIP: 74273JAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       992483 | PA      | $963700.72      | 0.00%             | 2028-08-31      | Variable      | 8.38%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-3A, Class D                                                               | CUSIP: 69702CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4875000 | PA      | $4378656.26     | 0.01%             | 2029-07-20      | Floating      | 9.24%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     39283000 | PA      | $36761522.44    | 0.10%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| GYP Holdings III Corp.                                                           | GYP Holdings III Corp., 1st Lien Term Loan                                                                             | CUSIP: 36249VAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994937 | PA      | $992031.48      | 0.00%             | 2025-06-01      | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| Brignole Co. SRL                                                                 | Brignole Co. SRL, Series 2021, Class D                                                                                 | CUSIP: N/A<br>LEI: 8156006B7CA110881F08       | Long             | ABS-O            | CORP              | IT        |       100000 | PA      | $103982.12      | 0.00%             | 2036-07-24      | Floating      | 3.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-385477.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Luxembourg Life Fund II - Absolute Return Fund III                               | Luxembourg Life Fund II - Absolute Return Fund III, Term Loan                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     18520261 | PA      | $18405434.97    | 0.05%             | 2028-01-01      | Variable      | 11.50%                | No            | 3                  | On Loan: No      |
| Prima Capital CRE Securitization Ltd.                                            | Prima Capital CRE Securitization Ltd., Series 2016-6A, Class C                                                         | CUSIP: 74165WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     17980000 | PA      | $15895506.68    | 0.04%             | 2040-08-24      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Alpek SAB de CV                                                                  | Alpek SAB de CV                                                                                                        | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |       782000 | PA      | $649695.38      | 0.00%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Stratus Static CLO Ltd.                                                          | Stratus Static CLO Ltd., Series 2022-3A, Class D                                                                       | CUSIP: 86317EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $970072.10      | 0.00%             | 2031-10-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                                           | Ardagh Metal Packaging Finance USA LLC                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      2115000 | PA      | $1822521.41     | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $57914.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1399452036 | PA      | $-1027188.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| York CLO 1 Ltd.                                                                  | York CLO 1 Ltd., Series 2014-1A, Class CRR                                                                             | CUSIP: 986255AY3<br>LEI: 549300EJZ6JIZVXIHF06 | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2169900.00     | 0.01%             | 2029-10-22      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                                                             | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     19927000 | PA      | $19460906.47    | 0.05%             | 2028-07-22      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                                                      | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3691585.15     | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Banco Espirito Santo SA                                                          | Banco Espirito Santo SA                                                                                                | CUSIP: N/A<br>LEI: 635400JV7IJL16OWIT96       | Long             | DBT              | CORP              | PT        |     19000000 | PA      | $2440626.00     | 0.01%             | 2023-01-21      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EIS Group, Ltd.                                                                  | EIS Group, Ltd., Term Loan                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BM        |      2891858 | PA      | $2812331.52     | 0.01%             | 2028-07-10      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-3A, Class A1                                                              | CUSIP: 69702BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18064613 | PA      | $17808395.50    | 0.05%             | 2029-07-20      | Floating      | 5.04%                 | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                                      | Republic of the Philippines                                                                                            | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      1702000 | PA      | $1140527.22     | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| Republic of Ghana                                                                | Republic of Ghana                                                                                                      | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      6169000 | PA      | $2220840.00     | 0.01%             | 2029-05-16      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| InRetail Consumer                                                                | InRetail Consumer                                                                                                      | CUSIP: 45790TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      7200000 | PA      | $6147000.00     | 0.02%             | 2028-03-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Avoca CLO XXIII DAC                                                              | Avoca CLO XXIII DAC, Series 23A, Class D                                                                               | CUSIP: N/A<br>LEI: 549300JQ57GOFHS3VT07       | Long             | ABS-CBDO         | CORP              | IE        |       750000 | PA      | $687507.25      | 0.00%             | 2034-04-15      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| Mythic AI Inc. series C                                                          | Mythic AI Inc. series C                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       634291 | NS      | $139544.02      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Whitebox CLO I Ltd.                                                              | Whitebox CLO I Ltd., Series 2019-1A, Class SUB                                                                         | CUSIP: 96467CAC1<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      4300000 | PA      | $2235570.00     | 0.01%             | 2032-07-24      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $242042.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| American Home Mortgage Assets Trust                                              | American Home Mortgage Assets Trust, Series 2006-3, Class 2A11                                                         | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2662927 | PA      | $1841751.56     | 0.00%             | 2046-10-25      | Floating      | 2.99%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11187000 | PA      | $9755287.74     | 0.03%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      3100000 | PA      | $3011977.79     | 0.01%             | 2024-06-15      | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2019-XL, Class G                                                                  | CUSIP: 056054AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38733650 | PA      | $37075783.94    | 0.10%             | 2036-10-15      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                                                      | Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class A1                                                                  | CUSIP: 402563AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5250000 | PA      | $5141575.95     | 0.01%             | 2033-04-15      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| East Japan Railway Co.                                                           | East Japan Railway Co.                                                                                                 | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | DBT              | CORP              | JP        |     22730000 | PA      | $23647196.99    | 0.06%             | 2025-09-08      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| TSMC Global Ltd.                                                                 | TSMC Global Ltd.                                                                                                       | CUSIP: 872882AN5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |      5085000 | PA      | $5007097.80     | 0.01%             | 2032-07-22      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      2975000 | PA      | $67094.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Anchorage Capital Europe CLO 2 DAC                                               | Anchorage Capital Europe CLO 2 DAC, Series 2X, Class ER                                                                | CUSIP: N/A<br>LEI: 635400HYNZWTWNENDW97       | Long             | ABS-CBDO         | CORP              | IE        |      1580000 | PA      | $1410425.34     | 0.00%             | 2034-04-15      | Floating      | 7.83%                 | No            | 2                  | On Loan: No      |
| Oregon School Boards Association                                                 | Oregon School Boards Association, Series 2002B                                                                         | CUSIP: 686053BN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      6710000 | PA      | $6834028.91     | 0.02%             | 2028-06-30      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                                                              | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      4077000 | PA      | $3831085.67     | 0.01%             | 2025-02-13      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/JPY One-touch barrier option; Barrier price USD 105.00000                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      8990000 | PA      | $93797.02       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ams-OSRAM AG                                                                     | ams-OSRAM AG                                                                                                           | CUSIP: N/A<br>LEI: 5299001JPPT2QFTV5D76       | Long             | DBT              | CORP              | AT        |      5100000 | PA      | $3805674.54     | 0.01%             | 2027-11-03      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2015-JP1, Class C                                          | CUSIP: 46590KAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1650000 | PA      | $1473994.67     | 0.00%             | 2049-01-15      | Variable      | 4.73%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | Intesa Sanpaolo SpA                                                                                                    | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      1100000 | PA      | $1190089.49     | 0.00%             | 2029-03-04      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2021-1ST1, Class C                                                    | CUSIP: N/A<br>LEI: 635400SL9S6ASYM6DX74       | Long             | ABS-MBS          | CORP              | GB        |       107000 | PA      | $121427.51      | 0.00%             | 2063-07-12      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5879000 | PA      | $5783175.24     | 0.02%             | 2024-06-01      | Variable      | 1.51%                 | No            | 2                  | On Loan: No      |
| Together Asset-Backed Securitisation plc                                         | Together Asset-Backed Securitisation plc, Series 2021-1ST1, Class B                                                    | CUSIP: N/A<br>LEI: 635400SL9S6ASYM6DX74       | Long             | ABS-MBS          | CORP              | GB        |       157000 | PA      | $179377.26      | 0.00%             | 2063-07-12      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-CP1, Class 2A3                                                             | CUSIP: 68402YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6755000 | PA      | $5223232.15     | 0.01%             | 2037-03-25      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                                                 | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20275000 | PA      | $18859471.48    | 0.05%             | 2029-04-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2021-3A, Class C                                                               | CUSIP: 69702BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5250000 | PA      | $4788632.10     | 0.01%             | 2029-07-20      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| Visio Trust                                                                      | Visio Trust, Series 2020-1, Class M1                                                                                   | CUSIP: 92837KAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1900000 | PA      | $1633900.44     | 0.00%             | 2055-08-25      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                     | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5119000 | PA      | $4479969.64     | 0.01%             | 2030-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                                                                 | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | DBT              | CORP              | FR        |      8675000 | PA      | $8455971.61     | 0.02%             | 2043-03-10      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     30004260 | PA      | $1647989.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                                  | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       202000 | PA      | $173793.40      | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Haus European Loan Conduit No. DAC                                               | Haus European Loan Conduit No. DAC, Series 39X, Class B                                                                | CUSIP: N/A<br>LEI: 635400BO8LLWMGY3ON95       | Long             | ABS-MBS          | CORP              | IE        |      1038700 | PA      | $1011015.75     | 0.00%             | 2051-07-28      | Floating      | 2.71%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | IRS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      8665000 | PA      | $34243.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Oceana Australian Fixed Income Trust                                             | Oceana Australian Fixed Income Trust                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     11165000 | PA      | $7601690.25     | 0.02%             | 2023-08-31      | Fixed         | 10.00%                | No            | 3                  | On Loan: No      |
| Antares CLO Ltd.                                                                 | Antares CLO Ltd., Series 2021-1A, Class A1                                                                             | CUSIP: 03666BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $9542526.00     | 0.03%             | 2033-07-25      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133B26C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7410930 | PA      | $6605047.57     | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Regatta VII Funding Ltd.                                                         | Regatta VII Funding Ltd., Series 2016-1A, Class A1R2                                                                   | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1271745.02     | 0.00%             | 2034-06-20      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                                   | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |     20100000 | PA      | $21352178.80    | 0.06%             | 2024-03-31      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                               | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      6591000 | PA      | $5991690.39     | 0.02%             | 2024-10-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                              | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5592000 | PA      | $5084125.67     | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Colorado Plaza                                                                   | Colorado Plaza, Term Loan                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     15894118 | PA      | $7981118.33     | 0.02%             | 2024-05-15      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     23242000 | PA      | $22948079.58    | 0.06%             | 2024-03-03      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $153090.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      6800000 | PA      | $-31112.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                                                       | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | NUSS              | MX        |     14519000 | PA      | $14349309.19    | 0.04%             | 2024-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Stillwater Mining Co.                                                            | Stillwater Mining Co.                                                                                                  | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |      7424000 | PA      | $6525232.00     | 0.02%             | 2026-11-16      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $425582.69      | 0.00%             | 2047-01-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2018-C45, Class C                                                        | CUSIP: 95001NBD9<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |      1450000 | PA      | $1220080.75     | 0.00%             | 2051-06-15      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418CWT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3738 | PA      | $3563.94        | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Securities plc                                                          | JPMorgan Securities plc                                                                                                | CUSIP: N/A<br>LEI: K6Q0W1PS1L1O4IQL9C32       | Long             | RA               | CORP              | GB        |      2157540 | PA      | $2309538.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                                                              | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |     63115000 | PA      | $63123836.10    | 0.17%             | 2027-10-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Colorado Health Facilities Authority                                             | Colorado Health Facilities Authority, Series 2021 A                                                                    | CUSIP: 19648FSH8<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |      6530000 | PA      | $6028606.10     | 0.02%             | 2050-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Nomura Securities International, Inc.                                            | Nomura Securities International, Inc.                                                                                  | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |      2239650 | PA      | $2239650.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Ferrari NV                                                                       | Ferrari NV                                                                                                             | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |         3721 | NS      | $797926.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                                                             | CUSIP: 278642AL7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97277.14       | 0.00%             | 2024-08-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Idaho Health Facilities Authority                                                | Idaho Health Facilities Authority, Series 2017A                                                                        | CUSIP: 45129UCF9<br>LEI: 549300X43KY1C2WW0J97 | Long             | DBT              | MUN               | US        |      3180000 | PA      | $3253983.91     | 0.01%             | 2047-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                     | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       600000 | PA      | $499681.73      | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Generate CLO 7 Ltd.                                                              | Generate CLO 7 Ltd., Series 7A, Class C                                                                                | CUSIP: 98625DAE0<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $474365.90      | 0.00%             | 2033-01-22      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |     13850000 | PA      | $48718.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-231165.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                     | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |     30049000 | PA      | $25016747.55    | 0.07%             | 2081-09-15      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                                                     | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       155000 | PA      | $129039.20      | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    -63641000 | PA      | $-657548.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37046UPD7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | STIV             | CORP              | US        |     22900000 | PA      | $22756159.38    | 0.06%             | 2023-02-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes Ltd.                                   | Arbor Realty Commercial Real Estate Notes Ltd., Series 2022-FL2, Class A                                               | CUSIP: 03881JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     19015000 | PA      | $18588552.50    | 0.05%             | 2037-05-15      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| OVG Business Services LLC                                                        | OVG Business Services LLC, Term Loan                                                                                   | CUSIP: 62955EAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     12092235 | PA      | $11245778.55    | 0.03%             | 2028-11-20      | Variable      | 10.64%                | No            | 3                  | On Loan: No      |
| ProFrac Holdings II LLC                                                          | ProFrac Holdings II LLC, Term Loan                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     11411273 | PA      | $11696554.67    | 0.03%             | 2025-03-04      | Variable      | 11.10%                | No            | 3                  | On Loan: No      |
| Precise Mortgage Funding plc                                                     | Precise Mortgage Funding plc, Series 2020-1B, Class D                                                                  | CUSIP: N/A<br>LEI: 635400PUIJLOEBLGKA51       | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $115181.38      | 0.00%             | 2056-10-16      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140LRE95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1052633 | PA      | $962569.68      | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                                    | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      4279000 | PA      | $3888541.25     | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-H6, Class XB                                                               | CUSIP: 61769JBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53695000 | PA      | $2033088.69     | 0.01%             | 2052-06-15      | Variable      | 0.71%                 | No            | 2                  | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                                                           | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |       216000 | PA      | $178018.82      | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                       | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        74600 | NS      | $9891214.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BCP V Modular Services Finance II plc                                            | BCP V Modular Services Finance II plc                                                                                  | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1211730.58     | 0.00%             | 2028-11-30      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AmWINS Group, Inc.                                                               | AmWINS Group, Inc., Term Loan                                                                                          | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |       994940 | PA      | $975976.11      | 0.00%             | 2028-02-19      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                                | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2148000 | PA      | $1691979.60     | 0.00%             | 2028-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                                                      | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       123000 | PA      | $109274.33      | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2021-2A, Class E                                                                        | CUSIP: 69702AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $222411.18      | 0.00%             | 2034-07-15      | Floating      | 10.43%                | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                                   | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $77184.29       | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -96713000 | PA      | $-644991.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Massachusetts Housing Finance Agency                                             | Massachusetts Housing Finance Agency, Series 2015A                                                                     | CUSIP: 57586NXZ9<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |      2575000 | PA      | $2337710.89     | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CaixaBank SA                                                                     | CaixaBank SA                                                                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      9800000 | PA      | $10214155.54    | 0.03%             | 2023-09-19      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Regatta XVII Funding Ltd.                                                        | Regatta XVII Funding Ltd., Series 2020-1A, Class D                                                                     | CUSIP: 75888BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       600000 | PA      | $588641.82      | 0.00%             | 2033-10-15      | Floating      | 8.23%                 | No            | 2                  | On Loan: No      |
| Churchill Downs, Inc.                                                            | Churchill Downs, Inc.                                                                                                  | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       261000 | PA      | $247311.88      | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -250247004 | PA      | $-7073541.26    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Volkswagen Leasing GmbH                                                          | Volkswagen Leasing GmbH                                                                                                | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     15631000 | PA      | $12874768.85    | 0.03%             | 2029-07-19      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2018-5A, Class SUB                                                             | CUSIP: 69700QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $475.00         | 0.00%             | 2027-01-20      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Illumina, Inc.                                                                   | Illumina, Inc.                                                                                                         | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3020385.27     | 0.01%             | 2025-12-12      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                     | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       100000 | PA      | $92936.64       | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust, Series 2021-INV7, Class A5X                                                                  | CUSIP: 46654CAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7349408 | PA      | $197990.11      | 0.00%             | 2052-02-25      | Variable      | 0.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Rockwell Automation, Inc.                                                                                              | CUSIP: 00P9XX9L1<br>LEI: N/A                  | N/A              | DE               |  | US        |         -320 | NC      | $-53600.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| MASTR Asset-Backed Securities Trust                                              | MASTR Asset-Backed Securities Trust, Series 2007-HE1, Class A4                                                         | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000059 | PA      | $3806327.91     | 0.01%             | 2037-05-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                                                       | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       200000 | PA      | $166397.97      | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30440558 | PA      | $27109065.17    | 0.07%             | 2051-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                            | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |       267000 | PA      | $180824.40      | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2022-2, Class C                                                                                     | CUSIP: N/A<br>LEI: 2138007VE7NHNFWYH460       | Long             | ABS-O            | CORP              | GB        |      1814000 | PA      | $2174611.62     | 0.01%             | 2029-08-20      | Floating      | 7.13%                 | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 1 Ltd.                                                      | Diameter Capital CLO 1 Ltd., Series 2021-1A, Class SUB                                                                 | CUSIP: 25255FAC9<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $3544030.00     | 0.01%             | 2036-07-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| CDI Escrow Issuer, Inc.                                                          | CDI Escrow Issuer, Inc.                                                                                                | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5562000 | PA      | $4985938.82     | 0.01%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                                   | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2013000 | PA      | $1805418.90     | 0.00%             | 2030-05-06      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| Atos SE                                                                          | Atos SE                                                                                                                | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | DBT              | CORP              | FR        |      5500000 | PA      | $4752636.64     | 0.01%             | 2024-11-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                                                       | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       300000 | PA      | $247563.17      | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2022-25A, Class E1                                                                                | CUSIP: 67116FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1335116.70     | 0.00%             | 2035-07-20      | Floating      | 9.63%                 | No            | 2                  | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                                                             | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       131000 | PA      | $99234.05       | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| ADLER Real Estate AG                                                             | ADLER Real Estate AG                                                                                                   | CUSIP: N/A<br>LEI: 529900Y6QFNN3D363B76       | Long             | DBT              | CORP              | DE        |      3200000 | PA      | $2360128.16     | 0.01%             | 2026-04-27      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     52600000 | PA      | $1896.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Upstart Pass-Through Trust                                                       | Upstart Pass-Through Trust, Series 2020-ST6, Class A                                                                   | CUSIP: 91680XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1622068 | PA      | $1541171.06     | 0.00%             | 2027-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Manhattan West Mortgage Trust                                                    | Manhattan West Mortgage Trust, Series 2020-1MW, Class D                                                                | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2088000 | PA      | $1658988.45     | 0.00%             | 2039-09-10      | Variable      | 2.33%                 | No            | 2                  | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                                                  | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $932951.18      | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| TIAA CLO III Ltd.                                                                | TIAA CLO III Ltd., Series 2017-2A, Class A                                                                             | CUSIP: 87272HAA8<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-CBDO         | CORP              | KY        |       269000 | PA      | $263251.39      | 0.00%             | 2031-01-16      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| Techem Verwaltungsgesellschaft 674 mbH                                           | Techem Verwaltungsgesellschaft 674 mbH                                                                                 | CUSIP: N/A<br>LEI: 549300W2QKB8BC676O97       | Long             | DBT              | CORP              | DE        |      6630031 | PA      | $6656229.77     | 0.02%             | 2026-07-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXI Ltd.                                                   | Madison Park Funding XXXI Ltd., Series 2018-31A, Class D                                                               | CUSIP: 55819DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5500000 | PA      | $5177015.80     | 0.01%             | 2031-01-23      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2021-JR1, Class A1                                                 | CUSIP: 12657XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47955093 | PA      | $45605264.53    | 0.12%             | 2066-09-27      | Variable      | 2.46%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |     16200000 | PA      | $18788468.46    | 0.05%             | 2028-08-30      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      3133333 | PA      | $-71431.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| River Green Finance 2020 DAC                                                     | River Green Finance 2020 DAC, Series 2020-1, Class C                                                                   | CUSIP: N/A<br>LEI: 635400FHNTIJMBS6TZ74       | Long             | ABS-MBS          | CORP              | IE        |       325788 | PA      | $325932.03      | 0.00%             | 2032-01-22      | Floating      | 2.86%                 | No            | 2                  | On Loan: No      |
| Avoca CLO XVIII DAC                                                              | Avoca CLO XVIII DAC, Series 18X, Class B1                                                                              | CUSIP: N/A<br>LEI: 549300K6K5XESJRIKM24       | Long             | ABS-CBDO         | CORP              | IE        |      5800000 | PA      | $5893515.59     | 0.02%             | 2031-04-15      | Floating      | 2.63%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                      | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       800000 | PA      | $775595.36      | 0.00%             | 2044-01-15      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class E                                                 | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14101000 | PA      | $13638381.44    | 0.04%             | 2036-05-15      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                   | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      2852000 | PA      | $2901519.39     | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| Farmer's Business Network, Inc.                                                  | Farmer's Business Network, Inc.                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        28599 | NS      | $1332999.39     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| PBF Holding Co. LLC                                                              | PBF Holding Co. LLC                                                                                                    | CUSIP: 69318FAJ7<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |     -7980000 | PA      | $-7122150.00    | -0.02%            | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XGJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48804315 | PA      | $44764198.49    | 0.12%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust, Series 2020-2A, Class D                                                              | CUSIP: 682696AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10930000 | PA      | $9064079.59     | 0.02%             | 2035-09-14      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Sonder Holdings, Inc.                                                            | Sonder Holdings, Inc.                                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      1202324 | NS      | $1490881.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Industrias Penoles SAB de CV                                                     | Industrias Penoles SAB de CV                                                                                           | CUSIP: N/A<br>LEI: 549300WA2HB7776CB324       | Long             | DBT              | CORP              | MX        |      4000000 | PA      | $3740750.00     | 0.01%             | 2049-09-12      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| AGL CLO 5 Ltd.                                                                   | AGL CLO 5 Ltd., Series 2020-5A, Class ER                                                                               | CUSIP: 00119UAC5<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |       350000 | PA      | $306819.98      | 0.00%             | 2034-07-20      | Floating      | 10.69%                | No            | 2                  | On Loan: No      |
| Arches Buyer, Inc.                                                               | Arches Buyer, Inc., Term Loan                                                                                          | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      1000000 | PA      | $922920.00      | 0.00%             | 2027-12-06      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Align Technology, Inc.                                                           | Align Technology, Inc.                                                                                                 | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |         6500 | NS      | $1370850.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Calpine Construction Finance Co. LP                                              | Calpine Construction Finance Co. LP, Term Loan B                                                                       | CUSIP: 13134NAG6<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |       992167 | PA      | $989269.96      | 0.00%             | 2025-01-15      | Variable      | 6.39%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    153615000 | PA      | $9642055.36     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     30000000 | PA      | $1480005.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $142090.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP, Series I                                                                                     | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       100000 | PA      | $82526.79       | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-228407.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     19346000 | PA      | $1674944.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                                               | Project Ruby Ultimate Parent Corp., 1st Lien Term Loan                                                                 | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |      5000782 | PA      | $4717688.07     | 0.01%             | 2028-03-10      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIV Ltd.                                                  | Madison Park Funding XXXIV Ltd., Series 2019-34A, Class AR                                                             | CUSIP: 55819GAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $245886.53      | 0.00%             | 2032-04-25      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                                                         | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       195000 | PA      | $203636.52      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                                                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      7200000 | PA      | $7818532.55     | 0.02%             | 2032-11-16      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                                                      | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       338000 | PA      | $334082.36      | 0.00%             | 2024-06-27      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      8480000 | PA      | $69705.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust                                     | Natixis Commercial Mortgage Securities Trust, Series 2019-LVL, Class D                                                 | CUSIP: 63874TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3140000 | PA      | $2478686.80     | 0.01%             | 2038-08-15      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Allegiant Travel Co.                                                             | Allegiant Travel Co.                                                                                                   | CUSIP: 01748XAC6<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      8741000 | PA      | $8719147.50     | 0.02%             | 2024-02-05      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2022-1, Class B1                                                                    | CUSIP: 92538WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2802000 | PA      | $1774928.30     | 0.00%             | 2067-01-25      | Variable      | 4.01%                 | No            | 2                  | On Loan: No      |
| VOLT CVI LLC                                                                     | VOLT CVI LLC, Series 2021-NP12, Class A1                                                                               | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24232358 | PA      | $22387546.58    | 0.06%             | 2051-12-26      | Variable      | 2.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |   3079198000 | PA      | $-39840.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2022-LBA6, Class A                                                                                    | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4819000 | PA      | $4655966.48     | 0.01%             | 2039-01-15      | Floating      | 5.34%                 | No            | 2                  | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                                                       | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |       600000 | PA      | $552892.15      | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3349111.21     | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO                                                          | Bain Capital Credit CLO, Series 2018-1A, Class A1                                                                      | CUSIP: 05683LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12500000 | PA      | $12331313.75    | 0.03%             | 2031-04-23      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2005-A, Class A1                                                       | CUSIP: 073250BM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10955010 | PA      | $10200415.55    | 0.03%             | 2040-02-28      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust, Series 2020-AA, Class D                                                                | CUSIP: 56848MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3350000 | PA      | $2873992.47     | 0.01%             | 2034-08-21      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | FR        |       215587 | PA      | $-396754.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -304857000 | PA      | $-276902442.31  | -0.73%            | 2053-01-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM Trust, Series 2021-AFC2, Class A1                                                                                | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3573674 | PA      | $2961049.13     | 0.01%             | 2056-11-25      | Variable      | 2.07%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | CA        |     81212500 | PA      | $65835.36       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    197460200 | PA      | $3169811.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO STOXX Banks Price Index                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | DE        |        -2938 | NC      | $-428503.81     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Western Mortgage Reference Notes                                                 | Western Mortgage Reference Notes, Series 2021-CL2, Class M1                                                            | CUSIP: 95763PEN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17683443 | PA      | $17555004.66    | 0.05%             | 2059-07-25      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| Apidos CLO XV                                                                    | Apidos CLO XV, Series 2013-15A, Class A1RR                                                                             | CUSIP: 03764QBC5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |      4630000 | PA      | $4562189.48     | 0.01%             | 2031-04-20      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                  | Palmer Square Loan Funding Ltd., Series 2020-1A, Class C                                                               | CUSIP: 69701EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4150000 | PA      | $4051219.63     | 0.01%             | 2028-02-20      | Floating      | 7.18%                 | No            | 2                  | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                                                   | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3358839.20     | 0.01%             | 2030-06-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Trimaran Cavu Ltd.                                                               | Trimaran Cavu Ltd., Series 2019-1A, Class A2                                                                           | CUSIP: 89624CAC6<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1185446.75     | 0.00%             | 2032-07-20      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                          | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      9828000 | PA      | $9424531.90     | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 33 Ltd.                                              | Octagon Investment Partners 33 Ltd., Series 2017-1A, Class A1                                                          | CUSIP: 675711AA3<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1728761.83     | 0.00%             | 2031-01-20      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                        | CUSIP: 98313RAC0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       747000 | PA      | $701806.50      | 0.00%             | 2024-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140X4YY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       332040 | PA      | $316410.01      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Summer BC Bidco B LLC                                                            | Summer BC Bidco B LLC                                                                                                  | CUSIP: 865632AA1<br>LEI: 213800CCW2O2WZ7YV169 | Long             | DBT              | CORP              | US        |       875000 | PA      | $710010.00      | 0.00%             | 2026-10-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $28819.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mariner CLO LLC                                                                  | Mariner CLO LLC, Series 2016-3A, Class AR2                                                                             | CUSIP: 56845AAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       190244 | PA      | $187854.24      | 0.00%             | 2029-07-23      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    292000000 | PA      | $-667590.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     41475000 | PA      | $911283.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Michigan Finance Authority                                                       | Michigan Finance Authority, Series 2019 A                                                                              | CUSIP: 59447TVD2<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     12880000 | PA      | $11860805.34    | 0.03%             | 2047-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EIG Pearl Holdings SARL                                                          | EIG Pearl Holdings SARL                                                                                                | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      2091000 | PA      | $1753564.88     | 0.00%             | 2036-08-31      | Fixed         | 3.54%                 | No            | 2                  | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                                                           | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     11539000 | PA      | $11911751.47    | 0.03%             | 2033-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                    | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      7400000 | PA      | $6903459.70     | 0.02%             | 2028-01-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Tikehau CLO VII DAC                                                              | Tikehau CLO VII DAC, Series 7X, Class A                                                                                | CUSIP: N/A<br>LEI: 635400GW1FLNOKUDMN92       | Long             | ABS-CBDO         | CORP              | IE        |     11500000 | PA      | $12172686.35    | 0.03%             | 2035-10-20      | Floating      | 3.61%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                                                        | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       100000 | PA      | $84077.67       | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       745223 | PA      | $562.49         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                                                               | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       300000 | PA      | $309132.54      | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Highbridge Loan Management                                                       | Highbridge Loan Management, Series 3A-2014, Class A1R                                                                  | CUSIP: 40436XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       987783 | PA      | $979640.76      | 0.00%             | 2029-07-18      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                                                            | Tempo Acquisition LLC, Term Loan B1                                                                                    | CUSIP: 88023HAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1488722 | PA      | $1482766.91     | 0.00%             | 2028-08-31      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                                                                | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       100000 | PA      | $78322.01       | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Hillman Group, Inc. (The)                                                        | Hillman Group, Inc. (The), Term Loan                                                                                   | CUSIP: 43162TAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       799608 | PA      | $774476.29      | 0.00%             | 2028-07-14      | Variable      | 7.14%                 | No            | 2                  | On Loan: No      |
| State of Florida Department of Transportation Turnpike System                    | State of Florida Department of Transportation Turnpike System, Series 2022 A                                           | CUSIP: 343137MZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      9225000 | PA      | $10654276.76    | 0.03%             | 2030-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XFZ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57705179 | PA      | $53104611.64    | 0.14%             | 2052-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                                                           | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $561048.08      | 0.00%             | 2028-03-28      | Variable      | 4.02%                 | No            | 2                  | On Loan: No      |
| DBJPM Mortgage Trust                                                             | DBJPM Mortgage Trust, Series 2017-C6, Class XD                                                                         | CUSIP: 23312JAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15440000 | PA      | $540532.78      | 0.00%             | 2050-06-10      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| Pernod Ricard SA                                                                 | Pernod Ricard SA                                                                                                       | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |         4195 | NS      | $825251.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     12700000 | PA      | $12545746.79    | 0.03%             | 2028-05-24      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Brandywine Realty Trust                                                                                                | CUSIP: 00PA6NTX2<br>LEI: N/A                  | N/A              | DE               |  | US        |          500 | NC      | $10000.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Olympic Tower Mortgage Trust                                                     | Olympic Tower Mortgage Trust, Series 2017-OT, Class E                                                                  | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7856000 | PA      | $5389895.06     | 0.01%             | 2039-05-10      | Variable      | 3.95%                 | No            | 3                  | On Loan: No      |
| Credito Real SAB de CV SOFOM ER                                                  | Credito Real SAB de CV SOFOM ER, Term Loan A                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | MX        |      2240000 | PA      | $42560.00       | 0.00%             | 2023-02-21      | Variable      | 5.25%                 | No            | 3                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    -85550000 | PA      | $-100977.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2022-1, Class B                                                             | CUSIP: 75907DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1698000 | PA      | $1455544.11     | 0.00%             | 2032-03-15      | Fixed         | 3.71%                 | No            | 2                  | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                                                     | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |       200000 | PA      | $162187.36      | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| LSTAR Commercial Mortgage Trust                                                  | LSTAR Commercial Mortgage Trust, Series 2015-3, Class AS                                                               | CUSIP: 54910JAN4<br>LEI: 549300MAI3U5Y4VL8H37 | Long             | ABS-MBS          | CORP              | US        |       532927 | PA      | $509142.57      | 0.00%             | 2048-04-20      | Variable      | 3.14%                 | No            | 2                  | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                                | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |      1466000 | PA      | $1288522.38     | 0.00%             | 2027-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDIO                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |     20000000 | PA      | $93290.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gen Digital, Inc.                                                                | Gen Digital, Inc.                                                                                                      | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      6834000 | PA      | $6714405.00     | 0.02%             | 2030-09-30      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     73043400 | PA      | $73144.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Crown PropTech Acquisitions                                                      | Crown PropTech Acquisitions                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       229536 | NS      | $2.30           | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                                                   | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       400000 | PA      | $311868.08      | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SPDR S&P Biotech ETF                                                             | SPDR S&P Biotech ETF                                                                                                   | CUSIP: 78464A870<br>LEI: 549300Y3ODFMPD5XXL58 | Long             |  | RF                | US        |        88000 | NS      | $7304000.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Theta Capital Pte. Ltd.                                                          | Theta Capital Pte. Ltd.                                                                                                | CUSIP: N/A<br>LEI: 2549003I5QVCGQHCYJ52       | Long             | DBT              | CORP              | SG        |      2643000 | PA      | $1992656.81     | 0.01%             | 2025-01-22      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1                                                                 | CUSIP: 3623413C1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2813755 | PA      | $2324561.41     | 0.01%             | 2036-01-25      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| La Financiere Atalian SASU                                                       | La Financiere Atalian SASU                                                                                             | CUSIP: N/A<br>LEI: 969500ICOLJMB33J0L87       | Long             | DBT              | CORP              | FR        |      6240000 | PA      | $5654288.17     | 0.01%             | 2024-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133KGKR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       729639 | PA      | $694884.49      | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                            | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $145151.93      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chevron USA, Inc.                                                                | Chevron USA, Inc.                                                                                                      | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |       397000 | PA      | $364057.36      | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Variable Rate Notes, Series 2015-HQ2, Class B      | CUSIP: 3137G0FM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      1541114 | PA      | $1517480.39     | 0.00%             | 2025-05-25      | Floating      | 12.34%                | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3140XGED7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15973391 | PA      | $14896609.17    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                            | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       300000 | PA      | $238412.02      | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Galaxy XXII CLO Ltd.                                                             | Galaxy XXII CLO Ltd., Series 2016-22A, Class ARR                                                                       | CUSIP: 36320TAV5<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |       850000 | PA      | $825775.26      | 0.00%             | 2034-04-16      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Arabian Centres Sukuk Ltd.                                                       | Arabian Centres Sukuk Ltd.                                                                                             | CUSIP: N/A<br>LEI: 5493003T55GS691ILI42       | Long             | DBT              | CORP              | KY        |      6000000 | PA      | $5693625.00     | 0.02%             | 2024-11-26      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                                                                | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |       382000 | PA      | $470927.91      | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                        | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |     27649000 | PA      | $24608911.20    | 0.06%             | 2029-02-07      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      2836666 | PA      | $-6991.73       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      2933333 | PA      | $3858.78        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                                                    | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      3805000 | PA      | $3727774.52     | 0.01%             | 2025-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series K148, Class A2               | CUSIP: 3137H8U90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9430000 | PA      | $8690365.49     | 0.02%             | 2032-07-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-301749.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2018-H3, Class C                                                                | CUSIP: 61767YBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        10000 | PA      | $8445.85        | 0.00%             | 2051-07-15      | Variable      | 4.86%                 | No            | 3                  | On Loan: No      |
| Massachusetts School Building Authority                                          | Massachusetts School Building Authority, Series 2019B                                                                  | CUSIP: 576000XL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     11415000 | PA      | $9644682.12     | 0.03%             | 2031-10-15      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| Gilbert Park CLO Ltd.                                                            | Gilbert Park CLO Ltd., Series 2017-1A, Class C                                                                         | CUSIP: 375415AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7160000 | PA      | $6809518.00     | 0.02%             | 2030-10-15      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2013-4A, Class BRR                                                                                | CUSIP: 67105HBC8<br>LEI: 254900OVGEI8FTD7PT85 | Long             | ABS-CBDO         | CORP              | KY        |     19500000 | PA      | $18876978.90    | 0.05%             | 2029-04-24      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000000 | PA      | $227324220.00   | 0.60%             | 2029-03-31      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Aqueduct European CLO DAC                                                        | Aqueduct European CLO DAC, Series 2020-5A, Class CR                                                                    | CUSIP: N/A<br>LEI: 549300FPTK2DTC747F81       | Long             | ABS-CBDO         | CORP              | IE        |      1250000 | PA      | $1202236.58     | 0.00%             | 2034-04-20      | Floating      | 2.05%                 | No            | 2                  | On Loan: No      |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                                                                | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1107549.64     | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates, Series KL06, Class XFX              | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11610000 | PA      | $758626.43      | 0.00%             | 2029-12-25      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| BAWAG Group AG                                                                   | BAWAG Group AG                                                                                                         | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | DBT              | CORP              | AT        |      6000000 | PA      | $6041243.00     | 0.02%             | 2029-03-26      | Variable      | 2.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000000 | PA      | $84914062.00    | 0.22%             | 2027-11-30      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                         | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      5130000 | PA      | $2889922.81     | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| First Quantum Minerals Ltd.                                                      | First Quantum Minerals Ltd.                                                                                            | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      1500000 | PA      | $1470555.00     | 0.00%             | 2024-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                                                                | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      5320000 | PA      | $4897719.68     | 0.01%             | 2027-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2005-4, Class M3                                                                | CUSIP: 68389FJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6618000 | PA      | $5497157.65     | 0.01%             | 2035-11-25      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP, Term Loan                                                                                         | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     43095342 | PA      | $40896618.13    | 0.11%             | 2028-10-23      | Variable      | 7.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |      5665000 | PA      | $19873.56       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                        | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       400000 | PA      | $378633.06      | 0.00%             | 2026-04-08      | Variable      | 3.11%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/JPY One-touch barrier option; Barrier price USD 110.00000                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      6500000 | PA      | $192062.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3138Y4NY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2784 | PA      | $2666.40        | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| American Homes 4 Rent Trust                                                      | American Homes 4 Rent Trust, Series 2015-SFR1, Class XS                                                                | CUSIP: 02666AAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22256636 | PA      | $222.57         | 0.00%             | 2052-04-17      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| RCI Banque SA                                                                    | RCI Banque SA                                                                                                          | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      7400000 | PA      | $7038576.99     | 0.02%             | 2030-02-18      | Variable      | 2.62%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                                                              | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       341000 | PA      | $297857.58      | 0.00%             | 2026-09-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| AIB Group plc                                                                    | AIB Group plc                                                                                                          | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | NUSS              | IE        |      8015000 | PA      | $8013004.74     | 0.02%             | 2025-06-23      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                                                    | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       261000 | PA      | $233516.70      | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| iStar, Inc.                                                                      | iStar, Inc.                                                                                                            | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |       200000 | PA      | $195984.91      | 0.00%             | 2025-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |      2500000 | PA      | $-37046.47      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ballyrock CLO Ltd.                                                               | Ballyrock CLO Ltd., Series 2018-1A, Class A2                                                                           | CUSIP: 05875HAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2300000 | PA      | $2206721.66     | 0.01%             | 2031-04-20      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                                   | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |       689000 | PA      | $693941.10      | 0.00%             | 2025-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Twin Bridges plc                                                                 | Twin Bridges plc, Series 2021-2, Class C                                                                               | CUSIP: N/A<br>LEI: 213800NWP6K9BKT6DF77       | Long             | ABS-MBS          | CORP              | GB        |       435000 | PA      | $484453.39      | 0.00%             | 2055-09-12      | Floating      | 4.58%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp., Term Loan                                                                                                  | CUSIP: 69338CAH4<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |       992366 | PA      | $983375.60      | 0.00%             | 2025-06-23      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Korea 3 Year Bond                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |         3388 | NC      | $-2034209.47    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Digital Dutch Finco BV                                                           | Digital Dutch Finco BV                                                                                                 | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |     10100000 | PA      | $9668123.36     | 0.03%             | 2025-07-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3132DM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78792171 | PA      | $70047983.65    | 0.19%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                                                                | CUSIP: 445545AL0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      4562000 | PA      | $4551450.38     | 0.01%             | 2024-03-25      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Variable Rate Notes, Series 2015-DN1, Class B      | CUSIP: 3137G0DZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |       871350 | PA      | $882322.68      | 0.00%             | 2025-01-25      | Floating      | 15.89%                | No            | 2                  | On Loan: No      |
| Danone SA                                                                        | Danone SA                                                                                                              | CUSIP: 23636TAD2<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |      7150000 | PA      | $7001064.50     | 0.02%             | 2023-11-02      | Fixed         | 2.59%                 | No            | 2                  | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                                                         | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     28885000 | PA      | $27954907.04    | 0.07%             | 2023-10-18      | Fixed         | 0.80%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 36 Ltd.                                              | Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A1                                                          | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |     55250000 | PA      | $54423062.20    | 0.14%             | 2031-04-15      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2019-16A, Class DR                                                                                | CUSIP: 67570QAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2200000 | PA      | $2014477.30     | 0.01%             | 2033-04-10      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                                                       | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      8275000 | PA      | $6597373.83     | 0.02%             | 2031-07-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Vantage Towers AG                                                                | Vantage Towers AG                                                                                                      | CUSIP: N/A<br>LEI: 213800BBQO965UPQ7J59       | Long             | DBT              | CORP              | DE        |      4700000 | PA      | $4790627.70     | 0.01%             | 2025-03-31      | Fixed         | 0.00%                 | No            | 2                  | On Loan: No      |
| Dryden 106 CLO Ltd.                                                              | Dryden 106 CLO Ltd., Series 2022-106A, Class E                                                                         | CUSIP: 26254TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $483500.25      | 0.00%             | 2035-10-15      | Floating      | 13.43%                | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1998-6, Class M1                                                                         | CUSIP: 393505K35<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2065749 | PA      | $1929100.30     | 0.01%             | 2030-06-01      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | ETRS                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        20000 | PA      | $-600.00        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                                      | Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class E                                                  | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1165000 | PA      | $643297.16      | 0.00%             | 2053-05-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CMF plc                                                                          | CMF plc, Series 2020-1, Class C                                                                                        | CUSIP: N/A<br>LEI: 6354005IDWW8PQJAHB37       | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $118949.56      | 0.00%             | 2057-01-16      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp.                                                                | IRB Holding Corp., Term Loan B                                                                                         | CUSIP: 44988LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       994937 | PA      | $964342.40      | 0.00%             | 2027-12-15      | Variable      | 7.32%                 | No            | 2                  | On Loan: No      |
| TDF Infrastructure SASU                                                          | TDF Infrastructure SASU                                                                                                | CUSIP: N/A<br>LEI: 969500BWNQ1B0PI06I59       | Long             | DBT              | CORP              | FR        |      6200000 | PA      | $5024397.20     | 0.01%             | 2029-12-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| HTA Group Ltd.                                                                   | HTA Group Ltd.                                                                                                         | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      8821000 | PA      | $8097678.00     | 0.02%             | 2025-12-18      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Flatiron CLO 19 Ltd.                                                             | Flatiron CLO 19 Ltd., Series 2019-1A, Class DR                                                                         | CUSIP: 33883JAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       800000 | PA      | $749449.36      | 0.00%             | 2034-11-16      | Floating      | 7.64%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                   | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       244000 | PA      | $221967.58      | 0.00%             | 2027-03-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Caterpillar, Inc.                                                                                                      | CUSIP: 00PA0Z9S4<br>LEI: N/A                  | N/A              | DE               |  | US        |          625 | NC      | $38750.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Dryden 65 CLO Ltd.                                                               | Dryden 65 CLO Ltd., Series 2018-65A, Class B                                                                           | CUSIP: 26251YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $674703.96      | 0.00%             | 2030-07-18      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| Premier Entertainment Sub LLC                                                    | Premier Entertainment Sub LLC                                                                                          | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $147480.00      | 0.00%             | 2029-09-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                         | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6445000 | PA      | $6238070.39     | 0.02%             | 2025-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Praxair, Inc.                                                                                                          | CUSIP: 00P8RX4C5<br>LEI: N/A                  | N/A              | DE               |  | US        |         -234 | NC      | $-22230.00      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-18A, Class AR                                                                                | CUSIP: 671078AN3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $978548.70      | 0.00%             | 2032-07-20      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                                   | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      4250000 | PA      | $4087286.37     | 0.01%             | 2024-07-30      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG                                                                                                           | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |      3400000 | PA      | $3357500.00     | 0.01%             | 2025-02-19      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Mortgage Trust, Series 2013-1515, Class D                                                                         | CUSIP: 05604FAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9570000 | PA      | $8376221.93     | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Helix Gen Funding LLC                                                            | Helix Gen Funding LLC, Term Loan                                                                                       | CUSIP: 42330EAB8<br>LEI: 549300WDTXL9N4J1KT74 | Long             | LON              | CORP              | US        |       956433 | PA      | $940144.90      | 0.00%             | 2024-06-03      | Variable      | 8.13%                 | No            | 2                  | On Loan: No      |
| Agate Bay Mortgage Trust                                                         | Agate Bay Mortgage Trust, Series 2015-4, Class B5                                                                      | CUSIP: 00842ACG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1061253 | PA      | $638581.51      | 0.00%             | 2045-06-25      | Variable      | 3.52%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $624065.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                           | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       500000 | PA      | $467843.13      | 0.00%             | 2033-08-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Mitchells & Butlers Finance plc                                                  | Mitchells & Butlers Finance plc, Series D1                                                                             | CUSIP: N/A<br>LEI: 213800E7QA1U8BF34219       | Long             | DBT              | CORP              | GB        |      2225000 | PA      | $2073722.34     | 0.01%             | 2036-06-15      | Floating      | 5.80%                 | No            | 2                  | On Loan: No      |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                                                              | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |       400000 | PA      | $254931.14      | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AngloGold Ashanti Holdings plc                                                   | AngloGold Ashanti Holdings plc                                                                                         | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     11461000 | PA      | $9944566.44     | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                                                          | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       100000 | PA      | $83561.94       | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| FedEx Corp.                                                                      | FedEx Corp.                                                                                                            | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       577000 | PA      | $525353.69      | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Beast Mortgage Trust                                                             | Beast Mortgage Trust, Series 2021-SSCP, Class C                                                                        | CUSIP: 05601PAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8403000 | PA      | $7763388.01     | 0.02%             | 2036-04-15      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals, Series 2021                                                                               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |       200000 | PA      | $144913.40      | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                                 | Fantasia Holdings Group Co. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      3142000 | PA      | $243505.00      | 0.00%             | 2023-06-01      | Fixed         | 11.88%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase Commercial Mortgage Securities Trust                              | JPMorgan Chase Commercial Mortgage Securities Trust, Series 2018-PHH, Class A                                          | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3566235 | PA      | $3252596.65     | 0.01%             | 2035-06-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Albertsons Cos., Inc.                                                            | Albertsons Cos., Inc.                                                                                                  | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1683000 | PA      | $1599994.44     | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |    227135000 | PA      | $-1453630.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 3133APJK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       992734 | PA      | $908196.41      | 0.00%             | 2051-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SBB Treasury OYJ                                                                 | SBB Treasury OYJ                                                                                                       | CUSIP: N/A<br>LEI: 5493003HHOCW6FIMH724       | Long             | DBT              | CORP              | FI        |      2400000 | PA      | $1627622.65     | 0.00%             | 2029-11-26      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     70870000 | PA      | $2995477.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                                  | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10326000 | PA      | $10051906.04    | 0.03%             | 2025-03-15      | Variable      | 3.46%                 | No            | 2                  | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                                                           | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      4200000 | PA      | $4400765.21     | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                                                  | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       300000 | PA      | $198079.49      | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| Residential Mortgage Securities 32 plc                                           | Residential Mortgage Securities 32 plc, Series 32X, Class C                                                            | CUSIP: N/A<br>LEI: 54930041T52UP3IPLN03       | Long             | ABS-MBS          | CORP              | GB        |      1025000 | PA      | $1217249.05     | 0.00%             | 2070-06-20      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Citycon OYJ                                                                      | Citycon OYJ                                                                                                            | CUSIP: N/A<br>LEI: 549300P8N0P6KDGTJ206       | Long             | DBT              | CORP              | FI        |       767000 | PA      | $480510.82      | 0.00%             | 2024-11-24      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       453639 | PA      | $432227.23      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GAM Resecuritization Trust                                                       | GAM Resecuritization Trust, Series 2018-B, Class A1                                                                    | CUSIP: 36459QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7943743 | PA      | $7449127.28     | 0.02%             | 2051-08-27      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -988820408 | PA      | $-184.56        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                                                   | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |       351000 | PA      | $326137.50      | 0.00%             | 2025-07-19      | Variable      | 0.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $55071.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     68950600 | PA      | $48734068.95    | 0.13%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                           | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $170984.19      | 0.00%             | 2030-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                                                    | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $1602192.70     | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                     | CUSIP: 01F032625<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -84900000 | PA      | $-77151381.61   | -0.20%            | 2053-02-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BCPE North Star US Holdco 2, Inc.                                                | BCPE North Star US Holdco 2, Inc., 1st Lien Term Loan                                                                  | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |     10157052 | PA      | $9293702.20     | 0.02%             | 2028-06-09      | Variable      | 8.71%                 | No            | 2                  | On Loan: No      |
| ADLER Group SA                                                                   | ADLER Group SA                                                                                                         | CUSIP: N/A<br>LEI: 391200OYYFJ3DWAMEC69       | Long             | DBT              | CORP              | LU        |      2800000 | PA      | $1034054.70     | 0.00%             | 2027-04-27      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                     | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      6355000 | PA      | $6182309.48     | 0.02%             | 2025-04-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                                                           | CUSIP: 52532XAB1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1319380.51     | 0.00%             | 2023-05-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | EOG Resources, Inc.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -1200 | NC      | $-630000.00     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Deutsche Lufthansa AG                                                            | Deutsche Lufthansa AG                                                                                                  | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      1900000 | PA      | $1805046.31     | 0.00%             | 2028-02-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XVI Ltd.                                                            | Symphony CLO XVI Ltd., Series 2015-16A, Class AR                                                                       | CUSIP: 87165VAF6<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $294600.15      | 0.00%             | 2031-10-15      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO XX Ltd.                                                     | Neuberger Berman CLO XX Ltd., Series 2015-20A, Class BRR                                                               | CUSIP: 64130TBC8<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $477235.15      | 0.00%             | 2034-07-15      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| TICP CLO XI Ltd.                                                                 | TICP CLO XI Ltd., Series 2018-11A, Class A                                                                             | CUSIP: 87249QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2300000 | PA      | $2265004.81     | 0.01%             | 2031-10-20      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Thames Water Utilities Finance plc                                               | Thames Water Utilities Finance plc                                                                                     | CUSIP: N/A<br>LEI: 213800ESMPQ4RQ7G8351       | Long             | DBT              | CORP              | GB        |      5700000 | PA      | $5189635.17     | 0.01%             | 2028-01-31      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** BlackRock Funds V

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer