# EDGAR Filing Document

**Accession Number:** 0001676326
**File Stem:** 0002071691-26-011919
**Filing Date:** 2026-5
**Character Count:** 327949
**Document Hash:** e86a3bcbfad86f007127d008b121a69b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-011919.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0002071691-26-011919

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Morgan Stanley ETF Trust
- **CENTRAL INDEX KEY:** 0001676326

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23820
- **FILM NUMBER:** 261022367

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 212.296.1404

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Eaton Vance Income Opportunities ETF (Series ID: S000088109)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000254160 | Eaton Vance Income Opportunities ETF | XAGG            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Morgan Stanley ETF Trust

- **b. Investment Company Act file number:** 811-23820

- **c. CIK number of Registrant:** 0001676326

- **d. LEI of Registrant:** 549300HASXQLXGOR9H31

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

  - **Street Address 1:** 1585 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

  - **Telephone number:** 800-548-7786

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

- **a. Name of Series:** Eaton Vance Income Opportunities ETF

- **b. EDGAR series identifier (if any):** S000088109

- **c. LEI of Series:** 254900EUIAYSEFRNOD43

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1143142144.05

**Total Liabilities:** $282179026.61

**Net Assets:** $860963117.44

**Cash Not Reported:** $9980693.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 51.60170200 | **1-Year:** 5423.83426400 | **5-Year:** 78758.56584200 | **10-Year:** 105653.25950300 | **30-Year:** 25418.79021500

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

- **3-Month:** 598.20890800 | **1-Year:** 18662.07727500 | **5-Year:** 64175.72486100 | **10-Year:** 21823.86658800 | **30-Year:** 3945.47939700

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254160 | 1.38%                | 0.83%                | -2.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $373401.28               | $2642615.52                                |
| Month 2  | $1097121.99              | $-641093.85                                |
| Month 3  | $-1136103.41             | $-16458687.58                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** SEC_PORT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Atos SE                                                       | Atos SE                                                                                   | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      408265 | PA      | $532600.08    | 0.06%             | 2029-12-18      | Variable      | 9.36%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                             | Kenya Government Bond                                                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      217000 | PA      | $196945.70    | 0.02%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Aegis Lux 1A SARL                                             | Aegis Lux 1A SARL                                                                         | CUSIP: N/A<br>LEI: 529900WB6L9XYCR8YT98       | Long             | DBT              | CORP              | LU        |      450000 | PA      | $514880.69    | 0.06%             | 2031-10-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Asia Commercial Bank JSC                                      | Asia Commercial Bank JSC                                                                  | CUSIP: N/A<br>LEI: 5493001VSLUXY7LJS086       | Long             | EC               | CORP              | VN        |       66600 | NS      | $59539.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnetite XXII Ltd.                                           | Magnetite XXII Ltd., Series 2019-22A, Class DRR                                           | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $739260.00    | 0.09%             | 2036-07-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                       | Romania Government Bond                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1321000 | PA      | $1463974.82   | 0.17%             | 2045-10-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                        | Sonic Automotive, Inc.                                                                    | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1231910.92   | 0.14%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9931.93     | -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      | $-19527.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASK Chemicals Deutschland Holding GmbH                        | ASK Chemicals Deutschland Holding GmbH                                                    | CUSIP: N/A<br>LEI: 529900793W6Y4S5VIK84       | Long             | DBT              | CORP              | DE        |      240000 | PA      | $262993.69    | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2025-118, Class SP                                                           | CUSIP: 38381NB23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3934161 | PA      | $3918947.81   | 0.46%             | 2055-07-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | U.S. Treasury 2 Year Notes                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -78 | NC      | $85201.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                         | Clydesdale Acquisition Holdings, Inc.                                                     | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1451000 | PA      | $1355167.11   | 0.16%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Letra Del Tesoro Nacional Capitalizable En Pesos              | Letra del Tesoro Nacional Capitalizable en Pesos                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | NUSS              | AR        |   263080000 | PA      | $205658.21    | 0.02%             | 2026-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                | British Telecommunications plc                                                            | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     1120000 | PA      | $1472976.65   | 0.17%             | 2055-12-03      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1890600000 | PA      | $-15450.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP SA                                                        | OCP SA                                                                                    | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |     1200000 | PA      | $1249580.47   | 0.15%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                        | Egypt Treasury Bill                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     7375000 | PA      | $131970.12    | 0.02%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    38000000 | PA      | $-1083.51     | -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      | $-2814.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    79480000 | PA      | $110490.28    | 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      | $-3928.03     | -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      | $-1659.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Battalion CLO XXV Ltd.                                        | Battalion CLO XXV Ltd., Series 2024-25A, Class D                                          | CUSIP: 07134FAG5<br>LEI: 5493006S0D1X0TK7V334 | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1111941.39   | 0.13%             | 2037-03-13      | Floating      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17595.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | CDS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1892000 | PA      | $-6867.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                       | Romania Government Bond                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      385000 | PA      | $91793.57     | 0.01%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18518000 | PA      | $34714.99     | 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      | $-2122.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2026-5, Class QS                                                             | CUSIP: 38385LDB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3977482 | PA      | $4391877.69   | 0.51%             | 2056-01-20      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2025-174, Class TC                                                           | CUSIP: 38383BK92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      990667 | PA      | $1018588.92   | 0.12%             | 2055-10-20      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                                   | McGraw-Hill Education, Inc.                                                               | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     1656000 | PA      | $1691615.59   | 0.20%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2026-44, Class US                                                            | CUSIP: 38385PCR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6000000 | PA      | $6446968.20   | 0.75%             | 2056-02-20      | Floating      | 9.47%                 | 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      | $11442.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K. Hovnanian Enterprises, Inc.                                | K. Hovnanian Enterprises, Inc.                                                            | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297024.00    | 0.03%             | 2031-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                          | UMBS, 30 Year                                                                             | CUSIP: 31379NGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          10 | PA      | $10.51        | 0.00%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Icecek A/S                                          | Coca-Cola Icecek A/S                                                                      | CUSIP: N/A<br>LEI: 789000WT80VVLUWJDK41       | Long             | DBT              | CORP              | TR        |     1250000 | PA      | $1199182.01   | 0.14%             | 2029-01-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                     | Turkiye Government Bond                                                                   | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    10467425 | PA      | $201298.69    | 0.02%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                              | Venezuela Government Bond                                                                 | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      811400 | PA      | $367158.50    | 0.04%             | 2023-05-07      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                          | UMBS, 30 Year                                                                             | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2757974 | PA      | $2771771.06   | 0.32%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mortgage Funding plc                                          | Mortgage Funding plc, Series 2008-1, Class B1                                             | CUSIP: N/A<br>LEI: 213800AHT9AB4TA6OJ88       | Long             | ABS-MBS          | CORP              | GB        |     1480000 | PA      | $1964176.86   | 0.23%             | 2046-03-13      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 32 Ltd.                                           | Elmwood CLO 32 Ltd., Series 2024-8A, Class D1                                             | CUSIP: 29003TAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1093862.82   | 0.13%             | 2037-10-18      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Kinh Bac City Development Holding Corp.                       | Kinh Bac City Development Holding Corp.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VN        |      102700 | NS      | $124366.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bangkok Bank PCL                                              | Bangkok Bank PCL                                                                          | CUSIP: N/A<br>LEI: 549300CCL2BKJGMYXV60       | Long             | DBT              | CORP              | TH        |      840000 | PA      | $793200.38    | 0.09%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                          | FNMA, REMIC, Series 2014-23, Class SA                                                     | CUSIP: 3136AJ4H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      280290 | PA      | $15002.39     | 0.00%             | 2039-10-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                         | FHLMC Gold Pool, 30 Year                                                                  | CUSIP: 31287YYS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         449 | PA      | $469.07       | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2026-28, Class SC                                                            | CUSIP: 38385NDS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3989971 | PA      | $4228600.53   | 0.49%             | 2056-02-20      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | Foreign Exchange USD/KRW                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -2000000 | PA      | $-18881.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                          | FNMA, REMIC, Series 2025-88, Class ZM                                                     | CUSIP: 3136BXZM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4279159 | PA      | $4264468.90   | 0.50%             | 2055-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TDA 27 FTA                                                    | TDA 27 FTA, Series 27, Class A3                                                           | CUSIP: N/A<br>LEI: 95980020140005710276       | Long             | ABS-MBS          | CORP              | ES        |     1057625 | PA      | $1134055.79   | 0.13%             | 2050-12-28      | Floating      | 2.32%                 | Yes           |                  2 | On Loan: No      |
| ECAF I Ltd.                                                   | ECAF I Ltd., Series 2015-1A, Class A2                                                     | CUSIP: 26827EAC9<br>LEI: 635400SSRNQERTYCWK57 | Long             | ABS-O            | CORP              | KY        |      496350 | PA      | $462088.90    | 0.05%             | 2040-06-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $178.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     8000000 | PA      | $-42935.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Real Hero Merger Sub 2, Inc.                                  | Real Hero Merger Sub 2, Inc.                                                              | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      586000 | PA      | $237561.47    | 0.03%             | 2029-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-12292.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                     | XPLR Infrastructure Operating Partners LP                                                 | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1205966.67   | 0.14%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                         | FMC GMSR Issuer Trust, Series 2022-GT1, Class B                                           | CUSIP: 30259RAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2960000 | PA      | $2973577.52   | 0.35%             | 2027-04-25      | Fixed         | 7.17%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4000000 | PA      | $-114.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gol Finance, Inc.                                             | Gol Finance, Inc.                                                                         | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |     1734000 | PA      | $1541092.50   | 0.18%             | 2030-06-06      | Fixed         | 14.38%                | Yes           |                  2 | On Loan: No      |
| United Mexican States                                         | Mexican Bonos                                                                             | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   100426400 | PA      | $5156377.45   | 0.60%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    10900000 | PA      | $-59045.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VCC Trust                                                     | VCC Trust, Series 2025-MC1, Class A1                                                      | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400840 | PA      | $1395430.39   | 0.16%             | 2055-05-25      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                | Braskem Netherlands Finance BV                                                            | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      747000 | PA      | $347242.95    | 0.04%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Veon Midco BV                                                 | Veon Midco BV                                                                             | CUSIP: N/A<br>LEI: 213800GOFSH7EPKBRE50       | Long             | DBT              | CORP              | NL        |     1265000 | PA      | $1200921.80   | 0.14%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    23300000 | PA      | $33157.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank TAS                                                    | Akbank TAS                                                                                | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | DBT              | CORP              | TR        |      400000 | PA      | $407792.25    | 0.05%             | 2030-01-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                     | OAK-Eagle Acquireco, Inc.                                                                 | CUSIP: N/A<br>LEI: 6488ICS9P20290MA1H31       | Long             | DBT              | CORP              | US        |      300000 | PA      | $354408.17    | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                    | Alibaba Group Holding Ltd.                                                                | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $416625.00    | 0.05%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mortgage Subordinate Trust                                    | Mortgage Subordinate Trust                                                                | CUSIP: 61914PAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1810000 | PA      | $1600251.05   | 0.19%             | 2028-11-29      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA II, Other                                                                            | CUSIP: 3618MPFT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1558510 | PA      | $1622472.65   | 0.19%             | 2066-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Yinson Boronia Production BV                                  | Yinson Boronia Production BV                                                              | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     1383356 | PA      | $1509988.69   | 0.18%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Rede D'or Finance SARL                                        | Rede D'or Finance SARL                                                                    | CUSIP: N/A<br>LEI: 549300FDE772OLJUCP79       | Long             | DBT              | CORP              | LU        |     1295000 | PA      | $1237424.69   | 0.14%             | 2030-01-22      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Essendi SA                                                    | Essendi SA                                                                                | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |     1050000 | PA      | $1221631.77   | 0.14%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                        | Palmer Square CLO Ltd., Series 2018-1A, Class CR                                          | CUSIP: 69703PAS8<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1087071.84   | 0.13%             | 2037-04-18      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                            | Braskem Idesa SAPI                                                                        | CUSIP: N/A<br>LEI: YH0V7ZHY352ITDGEYB83       | Long             | DBT              | CORP              | MX        |      435000 | PA      | $266148.23    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                        | Egypt Government Bond                                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   154174000 | PA      | $2914714.01   | 0.34%             | 2030-07-08      | Fixed         | 19.95%                | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                              | AmeriTex HoldCo Intermediate LLC                                                          | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1613000 | PA      | $1666433.85   | 0.19%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   239302948 | PA      | $-14243.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Bogota SA                                            | Banco de Bogota SA                                                                        | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |      500000 | PA      | $498317.05    | 0.06%             | 2027-08-03      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Cellnex Telecom SA                                            | Cellnex Telecom SA                                                                        | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | DBT              | CORP              | ES        |      400000 | PA      | $485934.32    | 0.06%             | 2030-08-11      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                        | Egypt Treasury Bill                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     6050000 | PA      | $93572.57     | 0.01%             | 2027-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                             | Ghana Government Bond                                                                     | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      732795 | PA      | $700515.98    | 0.08%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                    | Cloud Software Group, Inc.                                                                | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2646464.86   | 0.31%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bono Del Tesoro Nacional Capitalizable en Pesos               | Bono del Tesoro Nacional Capitalizable en Pesos                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AR        |  1558570000 | PA      | $1312016.20   | 0.15%             | 2027-04-30      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                          | Risewell Homes, Inc.                                                                      | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     1301000 | PA      | $1315827.50   | 0.15%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SAS                                             | Iliad Holding SAS                                                                         | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      930000 | PA      | $1089695.82   | 0.13%             | 2030-04-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fidelity Bank plc                                             | Fidelity Bank plc                                                                         | CUSIP: N/A<br>LEI: 029200298A5K5WI0F567       | Long             | DBT              | CORP              | NG        |     1000000 | PA      | $999907.18    | 0.12%             | 2026-10-28      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4717.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   225000000 | PA      | $-31233.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Interchile SA                                                 | Interchile SA                                                                             | CUSIP: N/A<br>LEI: 549300Y105FQQX6RCE16       | Long             | DBT              | CORP              | CL        |     1284000 | PA      | $1055925.90   | 0.12%             | 2056-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                              | VB-S1 Issuer LLC, Series 2026-1A, Class F                                                 | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1496000 | PA      | $1505144.15   | 0.17%             | 2056-03-15      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15746.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                              | WULF Compute LLC                                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1296000 | PA      | $1370280.24   | 0.16%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                | Olympus Water US Holding Corp.                                                            | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |      755000 | PA      | $842980.18    | 0.10%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                  | OCP CLO Ltd., Series 2022-24A, Class D2R                                                  | CUSIP: 67118YAY9<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $740831.76    | 0.09%             | 2037-10-20      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Mobile World Investment Corp.                                 | Mobile World Investment Corp.                                                             | CUSIP: N/A<br>LEI: 254900ZRFNB8CRAHHO95       | Long             | EC               | CORP              | VN        |      114400 | NS      | $355240.39    | 0.04%             |  |  |  | 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      | $-172.73      | -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      | $-5527.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      164000 | PA      | $39060.70     | 0.00%             | 2027-11-29      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2026-47, Class AS                                                            | CUSIP: 38385NQJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5000000 | PA      | $5358612.00   | 0.62%             | 2056-03-20      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 14 Ltd.                                       | Birch Grove CLO 14 Ltd., Series 2025-14A, Class D1                                        | CUSIP: 09090RAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001285.00   | 0.12%             | 2037-07-22      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                   | Asurion LLC                                                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      385000 | PA      | $374055.38    | 0.04%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                         | Wells Fargo Commercial Mortgage Trust, Series 2026-1250B, Class B                         | CUSIP: 949939AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $991461.40    | 0.12%             | 2041-03-10      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Artera Services LLC                                           | Artera Services LLC                                                                       | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |      582440 | PA      | $499224.88    | 0.06%             | 2031-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    55000000 | PA      | $-164701.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Partners LP                                            | Global Partners LP                                                                        | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2143685.13   | 0.25%             | 2033-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                            | Voyager Parent LLC                                                                        | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     1884000 | PA      | $1957172.68   | 0.23%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                   | Asurion LLC                                                                               | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     1212000 | PA      | $1258405.04   | 0.15%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                      | PRPM LLC, Series 2024-RCF3, Class M2                                                      | CUSIP: 74390BAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1145000 | PA      | $1078321.61   | 0.13%             | 2054-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Cikarang Listrindo Tbk. PT                                    | Cikarang Listrindo Tbk. PT                                                                | CUSIP: N/A<br>LEI: 254900NPCIO562Z7FN53       | Long             | DBT              | CORP              | ID        |     1050000 | PA      | $1040450.01   | 0.12%             | 2035-03-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2674.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero | BBVA Mexico SA Institucion de Banca Multiple Grupo Financiero                             | CUSIP: N/A<br>LEI: 549300WIWQK5Q9MCUN92       | Long             | DBT              | CORP              | MX        |      950000 | PA      | $1022152.50   | 0.12%             | 2038-06-29      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                     | Ford Motor Credit Co. LLC                                                                 | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1097579.29   | 0.13%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                          | UMBS, 30 Year                                                                             | CUSIP: 31384WKY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         558 | PA      | $577.50       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Group BV                                               | United Group BV                                                                           | CUSIP: N/A<br>LEI: 213800PC85O8BJ7DU398       | Long             | DBT              | CORP              | NL        |     1314000 | PA      | $1486946.11   | 0.17%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO VI Ltd.                                          | Trinitas CLO VI Ltd., Series 2017-6A, Class ER                                            | CUSIP: 89641BAE3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $582553.16    | 0.07%             | 2034-01-25      | Floating      | 10.75%                | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-120754.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | U.S. Treasury 5 Year Notes                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         241 | NC      | $-327764.83   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| RMF Buyout Issuance Trust                                     | RMF Buyout Issuance Trust, Series 2022-HB1, Class M4                                      | CUSIP: 76970HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2960000 | PA      | $2566430.70   | 0.30%             | 2032-04-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                      | Itau Unibanco Holding SA                                                                  | CUSIP: 46556W2E9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |     1125000 | PA      | $1155043.13   | 0.13%             | 2030-02-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                     | XPLR Infrastructure Operating Partners LP                                                 | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      679000 | PA      | $717766.87    | 0.08%             | 2033-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ReadyCap Lending Small Business Loan Trust                    | ReadyCap Lending Small Business Loan Trust, Series 2023-3, Class A                        | CUSIP: 75576AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1026162 | PA      | $1042465.64   | 0.12%             | 2048-04-25      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                            | Angola Government Bond                                                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      723000 | PA      | $732571.18    | 0.09%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  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        |     2114000 | PA      | $2413690.38   | 0.28%             | 2031-06-01      | 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      | $-11229.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                               | Cemex SAB de CV                                                                           | CUSIP: N/A<br>LEI: 549300RIG2CXWN6IV731       | Long             | DBT              | CORP              | MX        |     1345000 | PA      | $1256359.52   | 0.15%             | 2031-07-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                | Cascade Funding Mortgage Trust, Series 2022-AB2, Class M2                                 | CUSIP: 12530JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1404 | PA      | $1356.62      | 0.00%             | 2052-02-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XV Ltd.                           | Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class D2R                           | CUSIP: 08179MAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $728826.00    | 0.08%             | 2037-07-15      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                        | LifePoint Health, Inc.                                                                    | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      880000 | PA      | $931710.56    | 0.11%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Georgia                                           | Georgia Government Bond                                                                   | CUSIP: N/A<br>LEI: 2138007T8RLEVDMLQ257       | Long             | DBT              | NUSS              | GE        |      479000 | PA      | $460503.42    | 0.05%             | 2031-01-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Banco Bradesco SA                                             | Banco Bradesco SA                                                                         | CUSIP: 05947LBB3<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |      908000 | PA      | $939144.40    | 0.11%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Uniti Services LLC                                            | Uniti Services LLC                                                                        | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      857000 | PA      | $891594.23    | 0.10%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SAS                                             | Iliad Holding SAS                                                                         | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |      460000 | PA      | $555795.43    | 0.06%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                       | Sasol Financing USA LLC                                                                   | CUSIP: N/A<br>LEI: 549300XRB1PFMESFEL85       | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1161168.81   | 0.13%             | 2029-05-03      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP                                          | Boots Group Finco LP                                                                      | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1413975.46   | 0.16%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                          | UMBS, 30 Year                                                                             | CUSIP: 31418FTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9869580 | PA      | $9737299.40   | 1.13%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA                                  | Banco Mercantil del Norte SA                                                              | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      747000 | PA      | $768476.25    | 0.09%             | 2031-05-20      | Variable      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    19000000 | PA      | $-1496.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                       | Windstream Services LLC                                                                   | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      804000 | PA      | $840852.95    | 0.10%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  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        |      655000 | PA      | $685264.07    | 0.08%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                        | CD&R Firefly Bidco plc                                                                    | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |      820000 | PA      | $1107567.58   | 0.13%             | 2029-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GMAC Financiera SA de CV Sociedad Financiera de Objeto Ltdo   | GMAC Financiera SA de CV Sociedad Financiera de Objeto Ltdo, Series 2007-2U, Class A      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | MX        |    10373805 | PA      | $949705.81    | 0.11%             | 2036-03-25      | Fixed         | 18.02%                | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                 | Surgery Center Holdings, Inc.                                                             | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      611000 | PA      | $600871.63    | 0.07%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Albania                                           | Republic of Albania                                                                       | CUSIP: N/A<br>LEI: 254900EDM43U3SGRND29       | Long             | DBT              | NUSS              | AL        |     2150000 | PA      | $2440016.21   | 0.28%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                      | BX Trust, Series 2025-DELC, Class E                                                       | CUSIP: 05594MAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $749469.53    | 0.09%             | 2042-12-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                            | Digicel International Finance Ltd.                                                        | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      695000 | PA      | $707701.82    | 0.08%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     5208000 | PA      | $1263721.20   | 0.15%             | 2028-03-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JBS NV                                                        | JBS NV                                                                                    | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      950000 | PA      | $981222.03    | 0.11%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                     | Panther Escrow Issuer LLC                                                                 | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1577000 | PA      | $1583093.53   | 0.18%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PetSmart LLC                                                  | PetSmart LLC                                                                              | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1091092.28   | 0.13%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                       | NESCO Holdings II, Inc.                                                                   | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $978903.20    | 0.11%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                             | Kenya Government Bond                                                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      433000 | PA      | $402337.03    | 0.05%             | 2033-10-09      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                     | Biffa Group Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      625000 | PA      | $700650.21    | 0.08%             | 2031-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1665.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                             | Clarios Global LP                                                                         | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1208338.74   | 0.14%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                 | United Wholesale Mortgage LLC                                                             | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     2012000 | PA      | $1885105.37   | 0.22%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23017.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coteccons Construction JSC                                    | Coteccons Construction JSC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VN        |       34300 | NS      | $111197.49    | 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      | $12802.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding LV Ltd.                                  | Madison Park Funding LV Ltd., Series 2022-55A, Class D1R                                  | CUSIP: 55819FAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1054408.98   | 0.12%             | 2037-07-18      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                       | Hungary Government Bond                                                                   | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   274030000 | PA      | $553612.89    | 0.06%             | 2038-10-27      | 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      | $13158.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Angola                                            | Angola Government Bond                                                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      577000 | PA      | $512925.58    | 0.06%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Co.                                                  | Acushnet Co.                                                                              | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     1368000 | PA      | $1360834.28   | 0.16%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                       | Romania Government Bond                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1335000 | PA      | $295316.77    | 0.03%             | 2032-02-25      | Fixed         | 6.70%                 | 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      | $-11605.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   960000000 | PA      | $-8785.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                     | Sunoco LP                                                                                 | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1922100 | PA      | $1963974.87   | 0.23%             | 2030-09-18      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Euro-Buxl                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -3 | NC      | $5335.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group LP                                                | Uniti Group LP, Series Feb                                                                | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      702000 | PA      | $715478.94    | 0.08%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     5000000 | PA      | $-1919.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                         | DBR Land Holdings LLC                                                                     | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1086000 | PA      | $1100248.32   | 0.13%             | 2030-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                    | Grifols SA                                                                                | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |     1496000 | PA      | $1793354.62   | 0.21%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Actinver SA                                             | Banco Actinver SA                                                                         | CUSIP: 89835RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1055362 | PA      | $832997.62    | 0.10%             | 2032-12-18      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                              | Venezuela Government Bond                                                                 | CUSIP: 922646AT1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     3433000 | PA      | $1759412.50   | 0.20%             | 2018-08-15      | Variable      | 13.62%                | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                     | Petroleos de Venezuela SA                                                                 | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |     1432324 | PA      | $493005.92    | 0.06%             | 2024-05-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   882000000 | PA      | $-8957.72     | -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      | $6913.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                        | Egypt Treasury Bill                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     6050000 | PA      | $102824.90    | 0.01%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tecpetrol SA                                                  | Tecpetrol SA                                                                              | CUSIP: N/A<br>LEI: 529900C0GOV3UC7ZMZ16       | Long             | DBT              | CORP              | AR        |      845000 | PA      | $857379.22    | 0.10%             | 2033-01-22      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                        | Egypt Treasury Bill                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |   100000000 | PA      | $1654943.96   | 0.19%             | 2026-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      526000 | PA      | $125582.50    | 0.01%             | 2024-12-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                  | Fibercop SpA                                                                              | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |     2240000 | PA      | $2573100.18   | 0.30%             | 2030-06-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6670.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2025-105, Class TM                                                           | CUSIP: 38381NAG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2319558 | PA      | $2420894.67   | 0.28%             | 2055-06-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| FS                                                            | FS, Series 2026-ORL, Class E                                                              | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2504189.50   | 0.29%             | 2041-02-15      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                           | Benin Government Bond                                                                     | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |      485000 | PA      | $482716.66    | 0.06%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-17130.76    | -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      | $21718.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    26000000 | PA      | $-58828.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                          | UMBS, 30 Year                                                                             | CUSIP: 31371KEX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2372 | PA      | $2457.17      | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                | Univision Communications, Inc.                                                            | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1107000 | PA      | $1113260.09   | 0.13%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Patrick Industries, Inc.                                      | Patrick Industries, Inc.                                                                  | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     2161000 | PA      | $2163832.94   | 0.25%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                     | Petroleos de Venezuela SA                                                                 | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      194000 | PA      | $64951.20     | 0.01%             | 2027-04-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Eurohome Italy Mortgages Srl                                  | Eurohome Italy Mortgages Srl, Series 2007-1, Class A                                      | CUSIP: N/A<br>LEI: 8156005F4093CD5E0195       | Long             | ABS-MBS          | CORP              | IT        |     1238370 | PA      | $1373440.77   | 0.16%             | 2054-11-02      | Floating      | 2.63%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     8000000 | PA      | $-152358.56   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Gemadept Corp.                                                | Gemadept Corp.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VN        |       30800 | NS      | $92952.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HTA Group Ltd.                                                | HTA Group Ltd.                                                                            | CUSIP: N/A<br>LEI: 213800WEFU8O8X6EPU13       | Long             | DBT              | CORP              | MU        |     1028000 | PA      | $1047397.61   | 0.12%             | 2029-06-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| United Bank for Africa plc                                    | United Bank for Africa plc                                                                | CUSIP: N/A<br>LEI: 0292002067E3RH4D8768       | Long             | DBT              | CORP              | NG        |      964000 | PA      | $962505.80    | 0.11%             | 2026-11-19      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                        | Suriname Government Bond                                                                  | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     1041000 | PA      | $1055313.75   | 0.12%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA II, Single Family, 30 Year                                                           | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    44700000 | PA      | $44147715.86  | 5.13%             | 2056-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                     | Petroleos de Venezuela SA                                                                 | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      300000 | PA      | $103260.00    | 0.01%             | 2024-05-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PetSmart LLC                                                  | PetSmart LLC                                                                              | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1021000 | PA      | $1019803.59   | 0.12%             | 2033-09-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| YPF SA                                                        | YPF SA                                                                                    | CUSIP: N/A<br>LEI: 5493003N7447U18U5U53       | Long             | DBT              | NUSS              | AR        |     1035916 | PA      | $1057815.47   | 0.12%             | 2034-01-17      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    46000000 | PA      | $-20760.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                  | Ecopetrol SA                                                                              | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      900000 | PA      | $948052.94    | 0.11%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FPT Corp.                                                     | FPT Corp.                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VN        |       96900 | NS      | $274781.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                                      | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1698000 | PA      | $1051932.41   | 0.12%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                      | Bryant Park Funding Ltd., Series 2023-19A, Class D1R                                      | CUSIP: 11765AAY5<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1057617.99   | 0.12%             | 2038-04-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| CPUK Finance Ltd.                                             | CPUK Finance Ltd.                                                                         | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |      500000 | PA      | $663350.62    | 0.08%             | 2032-08-28      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                       | Raizen Fuels Finance SA                                                                   | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |     1281000 | PA      | $692540.63    | 0.08%             | 2037-02-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| IDICO Corp. JSC                                               | IDICO Corp. JSC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VN        |       19100 | NS      | $35745.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwood Financing plc                                        | Sherwood Financing plc                                                                    | CUSIP: N/A<br>LEI: 259400SSZWSSPNYW7K08       | Long             | DBT              | CORP              | GB        |      855000 | PA      | $961501.60    | 0.11%             | 2029-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Minejesa Capital BV                                           | Minejesa Capital BV                                                                       | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |      913792 | PA      | $904672.81    | 0.11%             | 2030-08-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2026-47, Class SA                                                            | CUSIP: 38385NNK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9000000 | PA      | $9354834.00   | 1.09%             | 2056-03-20      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   721600000 | PA      | $-5896.92     | -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      | $-414.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA II, Single Family, 30 Year                                                           | CUSIP: 3618FCDP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1076070 | PA      | $1120179.98   | 0.13%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                               | Sinclair Television Group, Inc.                                                           | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      958000 | PA      | $974765.00    | 0.11%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                            | Cerdia Finanz GmbH                                                                        | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |      538000 | PA      | $535595.14    | 0.06%             | 2031-10-03      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Province of Santa Fe                                          | Province of Santa Fe                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AR        |      103000 | PA      | $98421.65     | 0.01%             | 2034-12-11      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| Vietnam Prosperity JSC Bank                                   | Vietnam Prosperity JSC Bank                                                               | CUSIP: N/A<br>LEI: 254900A0PM1YPJVDW880       | Long             | EC               | CORP              | VN        |       83100 | NS      | $84227.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vingroup JSC                                                  | Vingroup JSC                                                                              | CUSIP: N/A<br>LEI: 254900MJ9C15O3O1V757       | Long             | EC               | CORP              | VN        |       59800 | NS      | $306462.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barings CLO Ltd.                                              | Barings CLO Ltd., Series 2025-1A, Class D2                                                | CUSIP: 067927AJ2<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $709270.76    | 0.08%             | 2038-04-20      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| ROCK Trust                                                    | ROCK Trust, Series 2024-CNTR, Class E                                                     | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $7824180.00   | 0.91%             | 2041-11-13      | Fixed         | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Vinh Hoan Corp.                                               | Vinh Hoan Corp.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VN        |       45000 | NS      | $100787.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Azorra Finance Ltd.                                           | Azorra Finance Ltd.                                                                       | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     1776000 | PA      | $1794781.20   | 0.21%             | 2031-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2963.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA II, Single Family, 30 Year                                                           | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    17000000 | PA      | $17028270.15  | 1.98%             | 2056-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                           | Herc Holdings, Inc.                                                                       | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      832000 | PA      | $853292.54    | 0.10%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Phat Dat Real Estate Development Corp.                        | Phat Dat Real Estate Development Corp.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VN        |       62800 | NS      | $38978.08     | 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      | $-2106.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       29000 | PA      | $6950.16      | 0.00%             | 2033-05-17      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                          | FNMA, REMIC, Series 2025-88, Class ZN                                                     | CUSIP: 3136BXZR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4084168 | PA      | $4069842.17   | 0.47%             | 2055-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     1340000 | PA      | $321660.64    | 0.04%             | 2026-11-27      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| NRM FNT1 Excess LLC                                           | NRM FNT1 Excess LLC, Series 2024-FNT1, Class A                                            | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1871424 | PA      | $1881808.30   | 0.22%             | 2031-11-25      | Variable      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings LLC                                              | UWM Holdings LLC                                                                          | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1573000 | PA      | $1485017.16   | 0.17%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sutherland Commercial Mortgage Trust                          | Sutherland Commercial Mortgage Trust, Series 2021-SB10, Class B                           | CUSIP: 86935JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      499539 | PA      | $440269.24    | 0.05%             | 2041-12-25      | Variable      | 2.23%                 | Yes           |                  2 | On Loan: No      |
| WBI Operating LLC                                             | WBI Operating LLC                                                                         | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     1679000 | PA      | $1667339.35   | 0.19%             | 2033-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15134.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      409000 | PA      | $97515.83     | 0.01%             | 2024-04-22      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                      | Bryant Park Funding Ltd., Series 2024-22A, Class D                                        | CUSIP: 11766CAJ3<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1111915.86   | 0.13%             | 2037-04-15      | Floating      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4630000 | PA      | $-7027.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                     | OAK-Eagle Acquireco, Inc.                                                                 | CUSIP: N/A<br>LEI: 6488ICS9P20290MA1H31       | Long             | DBT              | CORP              | US        |      220000 | PA      | $259899.32    | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1156400000 | PA      | $-9551.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                       | Hungary Government Bond                                                                   | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   321430000 | PA      | $608386.38    | 0.07%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                        | Cleveland-Cliffs, Inc.                                                                    | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1409889.72   | 0.16%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Samarco Mineracao SA                                          | Samarco Mineracao SA                                                                      | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |     1634896 | PA      | $1609607.27   | 0.19%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17953.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                         | FHLMC, Multifamily Structured Pass-Through Certificates, Series K126, Class X3            | CUSIP: 3137FXYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5170000 | PA      | $559738.32    | 0.07%             | 2049-01-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                         | California Buyer Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     1450000 | PA      | $1624354.28   | 0.19%             | 2032-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                     | XPLR Infrastructure Operating Partners LP                                                 | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      462000 | PA      | $477436.34    | 0.06%             | 2034-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | CDI                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    42520000 | PA      | $885509.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd.                              | Sable International Finance Ltd.                                                          | CUSIP: N/A<br>LEI: 2138009IE9A35LO5JS73       | Long             | DBT              | CORP              | KY        |      925000 | PA      | $914606.61    | 0.11%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA II, Other                                                                            | CUSIP: 3618N1Z50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2500000 | PA      | $2602602.25   | 0.30%             | 2066-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                          | UMBS, 30 Year                                                                             | CUSIP: 31388UJP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2089 | PA      | $2166.96      | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                   | Chobani LLC                                                                               | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      743000 | PA      | $760168.50    | 0.09%             | 2029-07-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                      | Venture Global LNG, Inc.                                                                  | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      630000 | PA      | $628003.64    | 0.07%             | 2029-09-30      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Bank for Investment and Development of Vietnam JSC            | Bank for Investment and Development of Vietnam JSC                                        | CUSIP: N/A<br>LEI: 254900FSO240QVE6NR86       | Long             | EC               | CORP              | VN        |       86200 | NS      | $128927.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                           | U.S. Treasury 10 Year Notes                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -77 | NC      | $14642.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                 | Phoenix Aviation Capital Ltd.                                                             | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     1942000 | PA      | $1956283.41   | 0.23%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| African Export-Import Bank (The)                              | African Export-Import Bank (The)                                                          | CUSIP: N/A<br>LEI: 21380068LJCDYA42GJ76       | Long             | DBT              | NUSS              | US        |     1220000 | PA      | $1137705.72   | 0.13%             | 2029-09-21      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3425.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | Euro-Bobl                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -25 | NC      | $23463.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Empower CLO Ltd.                                              | Empower CLO Ltd., Series 2024-1A, Class D1                                                | CUSIP: 29244RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1101433.02   | 0.13%             | 2037-04-25      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                   | Acadia Healthcare Co., Inc.                                                               | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      903000 | PA      | $879892.23    | 0.10%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Bidco Ltd.                                             | Galaxy Bidco Ltd.                                                                         | CUSIP: N/A<br>LEI: 2138006O8YW3QCHKDY76       | Long             | DBT              | CORP              | GB        |      950000 | PA      | $1291398.75   | 0.15%             | 2029-12-19      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     1271116 | PA      | $-367.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                          | Colombian TES                                                                             | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1920100000 | PA      | $403213.56    | 0.05%             | 2031-03-26      | Fixed         | 7.00%                 | 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      | $39682.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                       | Ukraine Government Bond                                                                   | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     2667012 | PA      | $1404965.12   | 0.16%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CPUK Finance Ltd.                                             | CPUK Finance Ltd.                                                                         | CUSIP: N/A<br>LEI: 6354003CVDDPNXREIR29       | Long             | DBT              | CORP              | JE        |      300000 | PA      | $403611.93    | 0.05%             | 2029-08-28      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                       | SG Commercial Mortgage Securities Trust, Series 2019-PREZ, Class E                        | CUSIP: 78430EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2220000 | PA      | $1893639.35   | 0.22%             | 2039-09-15      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| Synergy Infrastructure Holdings LLC                           | Synergy Infrastructure Holdings LLC                                                       | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      970000 | PA      | $991168.31    | 0.12%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXII Ltd.                                           | Magnetite XXII Ltd., Series 2019-22A, Class DJ                                            | CUSIP: 55954HBE1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $732360.24    | 0.09%             | 2036-07-15      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                | Braskem Netherlands Finance BV                                                            | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     1901000 | PA      | $886053.42    | 0.10%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Dynamo Newco II GmbH                                          | Dynamo Newco II GmbH                                                                      | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $1030865.97   | 0.12%             | 2031-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Foreign Exchange USD/KRW                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -1000000 | PA      | $-12897.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                        | Egypt Treasury Bill                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     8050000 | PA      | $144737.59    | 0.02%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                       | Raizen Fuels Finance SA                                                                   | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |     1090000 | PA      | $604950.00    | 0.07%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                        | Egypt Treasury Bill                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    38225000 | PA      | $674424.20    | 0.08%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    50000000 | PA      | $-217139.55   | -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      | $4390.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                        | Merrill Lynch Mortgage Investors Trust, Series 2006-A2, Class XA                          | CUSIP: 590215AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      930440 | PA      | $9.35         | 0.00%             | 2036-02-25      | Variable      | 0.81%                 | Yes           |                  2 | On Loan: No      |
| Moog, Inc.                                                    | Moog, Inc.                                                                                | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      185000 | PA      | $186043.70    | 0.02%             | 2034-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   119167332 | PA      | $-17928.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Onity Loan Investment Trust                                   | Onity Loan Investment Trust, Series 2024-HB2, Class M4                                    | CUSIP: 68278DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1053573.40   | 0.12%             | 2037-08-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                  | Focus Financial Partners LLC                                                              | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      746000 | PA      | $741595.94    | 0.09%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22544.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                                   | IQVIA, Inc.                                                                               | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      932000 | PA      | $947602.61    | 0.11%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bausch + Lomb Netherlands BV and Bausch & Lomb, Inc.          | Bausch + Lomb Netherlands BV and Bausch & Lomb, Inc.                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |      795000 | PA      | $921523.66    | 0.11%             | 2031-01-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1156000000 | PA      | $-10491.79    | -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      | $-170.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                         | Wells Fargo Commercial Mortgage Trust, Series 2026-1250B, Class D                         | CUSIP: 949939AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650000 | PA      | $644881.12    | 0.07%             | 2041-03-10      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                     | Petroleos de Venezuela SA                                                                 | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      617700 | PA      | $206805.96    | 0.02%             | 2027-04-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                        | Egypt Treasury Bill                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     4700000 | PA      | $83312.79     | 0.01%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                   | Petrobras Global Finance BV                                                               | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1302000 | PA      | $1185647.16   | 0.14%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FS                                                            | FS, Series 2026-ORL, Class D                                                              | CUSIP: 30343YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1000678.40   | 0.12%             | 2041-02-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Masan Group Corp.                                             | Masan Group Corp.                                                                         | CUSIP: N/A<br>LEI: 254900M1892CMJ87XD24       | Long             | EC               | CORP              | VN        |       31100 | NS      | $89135.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ghana                                             | Ghana Government Bond                                                                     | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       56891 | PA      | $55928.80     | 0.01%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    90000000 | PA      | $-255164.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                | Univision Communications, Inc.                                                            | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      862000 | PA      | $889032.46    | 0.10%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                           | FIS Fabbrica Italiana Sintetici SpA                                                       | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $335823.55    | 0.04%             | 2031-02-05      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                            | TKC Holdings, Inc.                                                                        | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1609426.78   | 0.19%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Bank for Foreign Trade of Vietnam JSC                         | Bank for Foreign Trade of Vietnam JSC                                                     | CUSIP: N/A<br>LEI: 2549004TS5QUBFGAWE51       | Long             | EC               | CORP              | VN        |       36700 | NS      | $80944.10     | 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      | $-4152.07     | -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      | $554.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    35000000 | PA      | $-11916.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      101000 | PA      | $24586.86     | 0.00%             | 2031-04-22      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Masterbrand, Inc.                                             | Masterbrand, Inc.                                                                         | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1476573.58   | 0.17%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 40 Ltd.                                           | Elmwood CLO 40 Ltd., Series 2025-3A, Class E                                              | CUSIP: 29004GAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1098857.82   | 0.13%             | 2038-03-22      | Floating      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                       | Froneri Lux FinCo. SARL                                                                   | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |      628000 | PA      | $688378.04    | 0.08%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                            | Wand NewCo 3, Inc.                                                                        | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |     1577000 | PA      | $1613321.42   | 0.19%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1663.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA II, Other                                                                            | CUSIP: 3618MPE51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6658025 | PA      | $6931276.28   | 0.81%             | 2066-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                                            | Angola Government Bond                                                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1120000 | PA      | $1109393.70   | 0.13%             | 2033-03-31      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       93000 | PA      | $22876.14     | 0.00%             | 2035-11-02      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| PNW Trust                                                     | PNW Trust, Series 2026-ARTE, Class B                                                      | CUSIP: 73020TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4475000 | PA      | $4471994.59   | 0.52%             | 2029-04-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Republic of Zambia                                            | Zambia Government Bond                                                                    | CUSIP: N/A<br>LEI: 213800DMLAZ6LGMMD849       | Long             | DBT              | NUSS              | ZM        |     1340000 | PA      | $885300.82    | 0.10%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                            | Millicom International Cellular SA                                                        | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | DBT              | CORP              | LU        |     1100000 | PA      | $1003535.16   | 0.12%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2025-114, Class GT                                                           | CUSIP: 38381PWH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3946847 | PA      | $4117026.64   | 0.48%             | 2055-07-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                   | Allied Universal Holdco LLC                                                               | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2027000 | PA      | $1980748.72   | 0.23%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Foreign Exchange USD/KRW                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    -1000000 | PA      | $-11944.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Dairy Products JSC                                    | Vietnam Dairy Products JSC                                                                | CUSIP: N/A<br>LEI: 549300148GRJ07D21X63       | Long             | EC               | CORP              | VN        |       63300 | NS      | $145379.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos de Venezuela SA                                     | Petroleos de Venezuela SA                                                                 | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |     2317707 | PA      | $797522.98    | 0.09%             | 2026-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2313000000 | PA      | $-23491.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central American Bottling Corp.                               | Central American Bottling Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |      900000 | PA      | $876441.60    | 0.10%             | 2029-04-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                     | Versant Media Group, Inc.                                                                 | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     1572000 | PA      | $1610075.41   | 0.19%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-14216.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                 | Global Medical Response, Inc.                                                             | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1460209.48   | 0.17%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                   | Beach Acquisition Bidco LLC                                                               | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      880293 | PA      | $938165.50    | 0.11%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                   | First Quantum Minerals Ltd.                                                               | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1279000 | PA      | $1334768.24   | 0.16%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Mersin Uluslararasi Liman Isletmeciligi A/S                   | Mersin Uluslararasi Liman Isletmeciligi A/S                                               | CUSIP: N/A<br>LEI: 635400DAFN6NT43HM530       | Long             | DBT              | CORP              | TR        |     1000000 | PA      | $1020133.49   | 0.12%             | 2028-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    10000000 | PA      | $1939.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    35000000 | PA      | $-10565.97    | -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      | $137111.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo. SARL                                       | Froneri Lux FinCo. SARL                                                                   | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $109614.34    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                            | Angola Government Bond                                                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     1120000 | PA      | $1109632.81   | 0.13%             | 2037-03-31      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                       | Romanian Government Bond                                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      410000 | PA      | $94787.82     | 0.01%             | 2040-07-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina SAU                                    | Vista Energy Argentina SAU                                                                | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      785000 | PA      | $821659.50    | 0.10%             | 2033-06-10      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                     | Sunoco LP                                                                                 | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      433000 | PA      | $428524.47    | 0.05%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Calderys Financing LLC                                        | Calderys Financing LLC                                                                    | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |      667000 | PA      | $690401.70    | 0.08%             | 2028-06-01      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                               | Mohegan Tribal Gaming Authority                                                           | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1653000 | PA      | $1693349.73   | 0.20%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Banna RMBS DAC                                                | Banna RMBS DAC, Series 2019-1, Class E                                                    | CUSIP: N/A<br>LEI: 549300ITMSQX8FY8ZS10       | Long             | ABS-MBS          | CORP              | IE        |      590000 | PA      | $746777.82    | 0.09%             | 2063-12-30      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      439000 | PA      | $104511.08    | 0.01%             | 2022-10-04      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2025-205, Class SP                                                           | CUSIP: 38385K5F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5946278 | PA      | $6455573.08   | 0.75%             | 2055-11-20      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Hungary                                                       | Hungary Government Bond                                                                   | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   218570000 | PA      | $650615.51    | 0.08%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      576000 | PA      | $138038.40    | 0.02%             | 2023-05-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | CDS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1260000 | PA      | $3617.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                              | Venezuela Government Bond                                                                 | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      117900 | PA      | $59834.25     | 0.01%             | 2022-08-23      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| JSW Steel Ltd.                                                | JSW Steel Ltd.                                                                            | CUSIP: N/A<br>LEI: 335800EK6HZSC4CVAJ09       | Long             | DBT              | CORP              | IN        |     1150000 | PA      | $1102394.43   | 0.13%             | 2032-04-05      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| TEAM Services Holding, Inc.                                   | TEAM Services Holding, Inc.                                                               | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1496474.49   | 0.17%             | 2033-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1634.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Angola                                            | Angola Government Bond                                                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     2072000 | PA      | $2081663.17   | 0.24%             | 2035-10-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    94400000 | PA      | $-39863.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trinitas CLO VI Ltd.                                          | Trinitas CLO VI Ltd., Series 2017-6A, Class DR2                                           | CUSIP: 89640YBG8<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $711134.82    | 0.08%             | 2034-01-25      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| Sovereign in right of New Zealand                             | New Zealand Government Inflation Linked Bond                                              | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |     6423799 | PA      | $3846266.84   | 0.45%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2022-175, Class SB                                                           | CUSIP: 38383U7L8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1986280 | PA      | $2057293.14   | 0.24%             | 2052-10-20      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                         | FHLMC, REMIC, Series 5604, Class SQ                                                       | CUSIP: 3137HPAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2886417 | PA      | $3088407.03   | 0.36%             | 2055-12-25      | Floating      | 10.38%                | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                         | Allwyn Entertainment Financing UK plc                                                     | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      502000 | PA      | $559007.69    | 0.06%             | 2031-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Champs Trust                                                  | Champs Trust, Series 2024-1, Class A                                                      | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1968916 | PA      | $2010520.51   | 0.23%             | 2059-07-25      | Variable      | 8.89%                 | Yes           |                  2 | On Loan: No      |
| Federative Republic of Brazil                                 | Brazil Notas do Tesouro Nacional                                                          | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     3146000 | PA      | $2596562.77   | 0.30%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hungary                                                       | Hungary Government Bond                                                                   | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    92410000 | PA      | $177673.46    | 0.02%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                       | Level 3 Financing, Inc.                                                                   | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1576200 | PA      | $1614558.23   | 0.19%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Foreign Exchange USD/KRW                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     1000000 | PA      | $9713.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banistmo SA                                                   | Banistmo SA                                                                               | CUSIP: N/A<br>LEI: 549300E94AMW3HSSMU17       | Long             | DBT              | CORP              | PA        |     1150000 | PA      | $1132158.34   | 0.13%             | 2027-07-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-248368.08   | -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      | $4605.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Archrock Services LP                                          | Archrock Services LP                                                                      | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1199000 | PA      | $1187978.86   | 0.14%             | 2034-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13211.81    | -0.00%            |  |  |  | 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        |      905000 | PA      | $829334.22    | 0.10%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Pampa Energia SA                                              | Pampa Energia SA                                                                          | CUSIP: N/A<br>LEI: 254900QNIK0CVURGML24       | Long             | DBT              | CORP              | AR        |      895000 | PA      | $934066.75    | 0.11%             | 2031-09-10      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   524800000 | PA      | $-220990.48   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2025-139, Class MT                                                           | CUSIP: 38381QYK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1806696 | PA      | $1840218.11   | 0.21%             | 2055-04-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| LoanMe Trust Prime                                            | LoanMe Trust Prime, Series 2018-1, Class B                                                | CUSIP: 53958AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       93412 | PA      | $93275.72     | 0.01%             | 2034-09-15      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA II, Single Family, 30 Year                                                           | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8000000 | PA      | $8133125.20   | 0.94%             | 2056-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                     | Michaels Cos., Inc. (The)                                                                 | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1281531.94   | 0.15%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Banco do Brasil SA                                            | Banco do Brasil SA                                                                        | CUSIP: N/A<br>LEI: QE0Q0253K88YAGNPE356       | Long             | DBT              | CORP              | BR        |     1050000 | PA      | $1069878.60   | 0.12%             | 2030-04-18      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA II, Single Family, 30 Year                                                           | CUSIP: 3618F4Y62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1520369 | PA      | $1582691.55   | 0.18%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     1248000 | PA      | $299307.84    | 0.03%             | 2023-01-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                          | CP Atlas Buyer, Inc.                                                                      | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      886000 | PA      | $831739.68    | 0.10%             | 2030-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-59633.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cometa Energia SA de CV                                       | Cometa Energia SA de CV                                                                   | CUSIP: N/A<br>LEI: 5493007L8UH7TYXKI505       | Long             | DBT              | CORP              | MX        |      943005 | PA      | $959374.62    | 0.11%             | 2035-04-24      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | CDS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      840000 | PA      | $2914.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                      | Celanese US Holdings LLC                                                                  | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      605000 | PA      | $645947.01    | 0.08%             | 2033-11-15      | Fixed         | 7.20%                 | 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        |      755000 | PA      | $848544.00    | 0.10%             | 2031-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Yapi ve Kredi Bankasi A/S                                     | Yapi ve Kredi Bankasi A/S                                                                 | CUSIP: N/A<br>LEI: B85ZYWEZ5IZCZ2WNIO12       | Long             | DBT              | CORP              | TR        |      400000 | PA      | $402137.39    | 0.05%             | 2030-03-03      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                              | Turkcell Iletisim Hizmetleri A/S                                                          | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |     1190000 | PA      | $1182668.72   | 0.14%             | 2028-04-11      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                      | South Africa Government Bond                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    77768000 | PA      | $4167571.78   | 0.48%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings SRL                            | AES Panama Generation Holdings SRL                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PA        |      326727 | PA      | $302708.01    | 0.04%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Duc Giang Chemicals JSC                                       | Duc Giang Chemicals JSC                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VN        |       10200 | NS      | $19437.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  6556000000 | PA      | $-73230.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                     | OAK-Eagle Acquireco, Inc.                                                                 | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1115637.20   | 0.13%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19955.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                     | Stonebriar ABF Issuer LLC                                                                 | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2359000 | PA      | $2439930.21   | 0.28%             | 2030-12-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Start II Ltd.                                                 | Start II Ltd., Series 2019-1, Class A                                                     | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      357689 | PA      | $357959.78    | 0.04%             | 2044-03-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| CRSNT Trust                                                   | CRSNT Trust, Series 2026-MOON, Class E                                                    | CUSIP: 12642SAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1002838.40   | 0.12%             | 2031-02-15      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8781.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                        | Velocity Commercial Capital Loan Trust, Series 2026-1, Class M3                           | CUSIP: 92262WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      994895 | PA      | $981787.45    | 0.11%             | 2056-02-25      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Mong Duong Finance Holdings BV                                | Mong Duong Finance Holdings BV                                                            | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |      533030 | PA      | $524812.91    | 0.06%             | 2029-05-07      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Military Commercial Joint Stock Bank                          | Military Commercial Joint Stock Bank                                                      | CUSIP: N/A<br>LEI: 5493007XE88E8JRNTJ93       | Long             | EC               | CORP              | VN        |      155400 | NS      | $156034.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                           | Citigroup Commercial Mortgage Trust, Series 2020-555, Class F                             | CUSIP: 17328EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      670000 | PA      | $586747.54    | 0.07%             | 2041-12-10      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Waga Bondco Ltd.                                              | Waga Bondco Ltd.                                                                          | CUSIP: N/A<br>LEI: 254900PFB2C9WELUW795       | Long             | DBT              | CORP              | JE        |      240000 | PA      | $265742.72    | 0.03%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20021.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                       | Romania Government Bond                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       30000 | PA      | $6774.36      | 0.00%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Saigon Thuong Tin Commercial JSB                              | Saigon Thuong Tin Commercial JSB                                                          | CUSIP: N/A<br>LEI: 549300Y3VZJ8PV4GR334       | Long             | EC               | CORP              | VN        |       60600 | NS      | $143088.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oaktree CLO Ltd.                                              | Oaktree CLO Ltd., Series 2019-4A, Class D2RR                                              | CUSIP: 67402CBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      920000 | PA      | $921447.16    | 0.11%             | 2037-07-20      | Floating      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                                 | UMBS, Single Family, 30 Year                                                              | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    60700000 | PA      | $60963192.17  | 7.08%             | 2056-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                         | Harvest Commercial Capital Loan Trust, Series 2019-1, Class M6                            | CUSIP: 41753CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1110000 | PA      | $1072180.75   | 0.12%             | 2046-09-25      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Champs Trust                                                  | Champs Trust, Series 2025-1, Class A                                                      | CUSIP: 158926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1955927 | PA      | $2015888.47   | 0.23%             | 2060-04-25      | Variable      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                          | UMBS, 30 Year                                                                             | CUSIP: 31374TW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1050 | PA      | $1085.49      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | 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      | $17287.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TKC Holdings, Inc.                                            | TKC Holdings, Inc.                                                                        | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $56773.59     | 0.01%             | 2031-02-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                | Braskem Netherlands Finance BV                                                            | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |      205000 | PA      | $99558.25     | 0.01%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    18518000 | PA      | $-28106.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                | BFLD Commercial Mortgage Trust, Series 2025-660F, Class E                                 | CUSIP: 05556QAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2570000 | PA      | $2572372.11   | 0.30%             | 2042-11-15      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Newgate Funding plc                                           | Newgate Funding plc, Series 2007-3X, Class D                                              | CUSIP: N/A<br>LEI: 2138006KF4KS6D5P1697       | Long             | ABS-MBS          | CORP              | GB        |      382251 | PA      | $490882.27    | 0.06%             | 2050-12-15      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Dream Finders Homes, Inc.                                     | Dream Finders Homes, Inc.                                                                 | CUSIP: 26154DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      601000 | PA      | $575694.83    | 0.07%             | 2030-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Province of Santa Fe                                          | Province of Santa Fe                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AR        |      286000 | PA      | $273287.30    | 0.03%             | 2034-12-11      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2516000000 | PA      | $-23024.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                          | FNMA, REMIC, Series 2025-13, Class BZ                                                     | CUSIP: 3136BU2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2122499 | PA      | $2083720.55   | 0.24%             | 2055-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                              | Oakwood Mortgage Investors, Inc., Series 2001-C, Class A4                                 | CUSIP: 67087TCM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2828359 | PA      | $169504.69    | 0.02%             | 2031-06-15      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                           | Avianca Midco 2 plc                                                                       | CUSIP: 05369YAC3<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |      565442 | PA      | $548478.74    | 0.06%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                            | Angola Government Bond                                                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |       35000 | PA      | $31113.34     | 0.00%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Harvest SBA Loan Trust                                        | Harvest SBA Loan Trust, Series 2023-1, Class A                                            | CUSIP: 41757BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      810316 | PA      | $838316.71    | 0.10%             | 2050-10-25      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| Axia Energia                                                  | Axia Energia                                                                              | CUSIP: N/A<br>LEI: 254900I8KYDELP4B4Z08       | Long             | DBT              | CORP              | BR        |     1165000 | PA      | $1176067.50   | 0.14%             | 2035-01-11      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                | Cascade Funding Mortgage Trust, Series 2025-HB16, Class M4                                | CUSIP: 12531BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2220000 | PA      | $2097059.51   | 0.24%             | 2035-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| VCC                                                           | VCC, Series 2026-MC1, Class A1                                                            | CUSIP: 91826LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1833414 | PA      | $1830601.54   | 0.21%             | 2031-01-27      | Variable      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi A/S                                      | Ulker Biskuvi Sanayi A/S                                                                  | CUSIP: N/A<br>LEI: 7890009HEU9BS7J3DA93       | Long             | DBT              | CORP              | TR        |     1100000 | PA      | $1111711.73   | 0.13%             | 2031-07-08      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                       | Romania Government Bond                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      895000 | PA      | $202776.60    | 0.02%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    65000000 | PA      | $-323466.87   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                      | Venture Global LNG, Inc.                                                                  | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      462000 | PA      | $480708.85    | 0.06%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                                | National Mentor Holdings, Inc.                                                            | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     1739000 | PA      | $1796294.83   | 0.21%             | 2030-12-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                      | Morgan Stanley Institutional Liquidity Funds - Government Portfolio - Institutional Class | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   165868698 | NS      | $165868697.50 | 19.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Awwal Bank                                              | Saudi Awwal Bank                                                                          | CUSIP: N/A<br>LEI: 558600TQS0WENZUC5190       | Long             | DBT              | CORP              | SA        |      960000 | PA      | $940240.10    | 0.11%             | 2035-09-04      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2026-44, Class LS                                                            | CUSIP: 38385PCP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3000000 | PA      | $3224938.95   | 0.37%             | 2056-03-20      | Floating      | 9.47%                 | 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      | $1173.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                        | Palmer Square CLO Ltd., Series 2023-2A, Class ER                                          | CUSIP: 69703CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $716441.36    | 0.08%             | 2038-07-20      | Floating      | 10.07%                | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA II, Single Family, 30 Year                                                           | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10000000 | PA      | $10056863.50  | 1.17%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                                    | Team Health Holdings, Inc.                                                                | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |      691000 | PA      | $682633.48    | 0.08%             | 2028-06-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $434.05       | 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      | $-2354.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                           | FIS Fabbrica Italiana Sintetici SpA                                                       | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $113564.03    | 0.01%             | 2031-02-05      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                     | Petroleos de Venezuela SA                                                                 | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      464500 | PA      | $483312.25    | 0.06%             | 2020-10-27      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                       | Hungary Government Bond                                                                   | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    38220000 | PA      | $72340.88     | 0.01%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    22400000 | PA      | $4157.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                              | Venezuela Government Bond                                                                 | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      275700 | PA      | $118964.55    | 0.01%             | 2024-10-13      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   223832668 | PA      | $-33520.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                          | FNMA, REMIC, Series 2012-63, Class HS                                                     | CUSIP: 3136A6TR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5489 | PA      | $29.98        | 0.00%             | 2041-08-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                              | CCO Holdings LLC                                                                          | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      532000 | PA      | $497472.46    | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-579.94      | -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      | $-930.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA II, Single Family, 30 Year                                                           | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    36500000 | PA      | $36123172.18  | 4.20%             | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiber Midco SpA                                               | Fiber Midco SpA                                                                           | CUSIP: N/A<br>LEI: 8156000AFE5C06C4D309       | Long             | DBT              | CORP              | IT        |      643539 | PA      | $543982.48    | 0.06%             | 2029-06-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Uniti Group LP                                                | Uniti Group LP                                                                            | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $825552.62    | 0.10%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                         | FHLMC, Multifamily Structured Pass-Through Certificates, Series K-152, Class X3           | CUSIP: 3137H9MB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7335941 | PA      | $1665265.58   | 0.19%             | 2055-11-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                        | Montenegro Government Bond                                                                | CUSIP: N/A<br>LEI: 747800V014106FYLL014       | Long             | DBT              | NUSS              | ME        |     2514000 | PA      | $2888051.02   | 0.34%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Foreign Exchange USD/KRW                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     1000000 | PA      | $9547.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                        | Egypt Treasury Bill                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |     4700000 | PA      | $80600.84     | 0.01%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                           | Herc Holdings, Inc.                                                                       | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      373000 | PA      | $382729.33    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                           | Rocket Mortgage LLC                                                                       | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      706000 | PA      | $633371.66    | 0.07%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                          | Charter Communications Operating LLC                                                      | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      629000 | PA      | $400808.32    | 0.05%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       59000 | PA      | $14320.30     | 0.00%             | 2037-03-23      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| JB Poindexter & Co., Inc.                                     | JB Poindexter & Co., Inc.                                                                 | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1846972.40   | 0.21%             | 2031-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Nexa Resources SA                                             | Nexa Resources SA                                                                         | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |      900000 | PA      | $943877.03    | 0.11%             | 2034-04-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                          | Colombia Government Bond                                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  6619300000 | PA      | $1672650.25   | 0.19%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Republic of Colombia                                          | Colombia Government Bond                                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   154000000 | PA      | $30877.27     | 0.00%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                         | Allwyn Entertainment Financing UK plc                                                     | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      640000 | PA      | $712679.12    | 0.08%             | 2031-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                           | Herc Holdings, Inc.                                                                       | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      251000 | PA      | $247427.52    | 0.03%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                           | Benin Government Bond                                                                     | CUSIP: N/A<br>LEI: 635400Q11P6AE5A5Y230       | Long             | DBT              | NUSS              | BJ        |     1586000 | PA      | $1616762.61   | 0.19%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                              | Barings CLO Ltd., Series 2019-4A, Class D2R                                               | CUSIP: 06761VAY3<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1083181.29   | 0.13%             | 2037-07-15      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5038.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                 | Asbury Automotive Group, Inc.                                                             | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     1413000 | PA      | $1339392.73   | 0.16%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                         | FHLMC, REMIC, Series 5637, Class Z                                                        | CUSIP: 3137HQH87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6148296 | PA      | $6113810.58   | 0.71%             | 2055-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2026-50, Class SM                                                            | CUSIP: 38385NK60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6000000 | PA      | $6376345.50   | 0.74%             | 2056-03-20      | Floating      | 9.27%                 | 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      | $1034.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                          | UMBS, 30 Year                                                                             | CUSIP: 31390MJW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1436 | PA      | $1508.59      | 0.00%             | 2032-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                    | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class D                      | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      136000 | PA      | $124750.76    | 0.01%             | 2047-09-15      | Variable      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                         | FHLMC, REMIC, Series 5513, Class GZ                                                       | CUSIP: 3137HKEH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2122499 | PA      | $2078205.02   | 0.24%             | 2054-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toucan FinCo Ltd.                                             | Toucan FinCo Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JE        |      320000 | PA      | $320599.47    | 0.04%             | 2030-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd.                                           | Harvest US CLO Ltd., Series 2024-2A, Class D1                                             | CUSIP: 41756YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1096878.69   | 0.13%             | 2037-10-15      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                 | Orbia Advance Corp. SAB de CV                                                             | CUSIP: N/A<br>LEI: 549300MVHZ20SBIOEQ79       | Long             | DBT              | CORP              | MX        |     1330000 | PA      | $1269275.06   | 0.15%             | 2035-05-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| New Flyer Holdings, Inc.                                      | New Flyer Holdings, Inc.                                                                  | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1908000 | PA      | $2040903.29   | 0.24%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Intralot Capital Luxembourg SA                                | Intralot Capital Luxembourg SA                                                            | CUSIP: N/A<br>LEI: 549300QF747C7UWZYB38       | Long             | DBT              | CORP              | LU        |      350000 | PA      | $387522.80    | 0.05%             | 2031-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    43000000 | PA      | $-88318.75    | -0.01%            |  |  |  | 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-O            | CORP              | US        |     2593040 | PA      | $2319810.12   | 0.27%             | 2031-11-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Great Hall Mortgages No. 1 plc                                | Great Hall Mortgages No. 1 plc, Series 2006-1, Class EA                                   | CUSIP: N/A<br>LEI: 213800TM9KICQKGTYR78       | Long             | ABS-MBS          | CORP              | GB        |     1030000 | PA      | $1338852.92   | 0.16%             | 2038-06-18      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | U.S. Treasury 10 Year Ultra Bonds                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -63 | NC      | $18425.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                       | Saluda Grade Alternative Mortgage Trust, Series 2025-NPL1, Class A1                       | CUSIP: 79582BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1964423 | PA      | $1976696.54   | 0.23%             | 2030-01-25      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                  | OCP CLO Ltd., Series 2024-32A, Class D1                                                   | CUSIP: 67570CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1110000 | PA      | $1111868.13   | 0.13%             | 2037-04-23      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                          | FNMA, REMIC, Series 2014-10, Class CS                                                     | CUSIP: 3136AJFH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150460 | PA      | $8819.37      | 0.00%             | 2044-03-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Superior Plus LP                                              | Superior Plus LP                                                                          | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2142000 | PA      | $2049155.01   | 0.24%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17278.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rumo Luxembourg SARL                                          | Rumo Luxembourg SARL                                                                      | CUSIP: N/A<br>LEI: 222100HOIQFT7YOSPB46       | Long             | DBT              | CORP              | LU        |      900000 | PA      | $791437.50    | 0.09%             | 2032-01-18      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA I, Single Family, 30 Year                                                            | CUSIP: 36211PHU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         806 | PA      | $827.69       | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                | EchoStar Corp.                                                                            | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      949800 | PA      | $1026606.31   | 0.12%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                     | RMF Buyout Issuance Trust, Series 2020-HB1, Class M5                                      | CUSIP: 76971EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9641795 | PA      | $7644098.32   | 0.89%             | 2050-10-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT LLC                                                      | CFMT LLC, Series 2024-HB14, Class M5                                                      | CUSIP: 12530XAF8<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |     2960000 | PA      | $2760993.58   | 0.32%             | 2034-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5600000 | PA      | $-5404.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Joint Stock Commercial Bank for Industry and Trade    | Vietnam Joint Stock Commercial Bank for Industry and Trade                                | CUSIP: N/A<br>LEI: 213800LHW17DHRGTI512       | Long             | EC               | CORP              | VN        |       57800 | NS      | $75918.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hightower Holding LLC                                         | Hightower Holding LLC                                                                     | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      843000 | PA      | $828411.29    | 0.10%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                           | Petroleos Mexicanos                                                                       | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | NUSS              | MX        |     1247000 | PA      | $1424648.51   | 0.17%             | 2027-04-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     4630000 | PA      | $8679.49      | 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      | $253.09       | 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      | $10492.02     | 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      | $2586.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                     | RMF Buyout Issuance Trust, Series 2021-HB1, Class M3                                      | CUSIP: 74969TAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      890000 | PA      | $851645.63    | 0.10%             | 2031-11-25      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | CDI                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    34000000 | PA      | $435353.27    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                      | U.S. Treasury Bills                                                                       | CUSIP: 912797UA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    11147400 | PA      | $11062829.80  | 1.28%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO XXII                                      | MidOcean Credit CLO XXII, Series 2026-22A, Class E                                        | CUSIP: 59803WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $992146.00    | 0.12%             | 2039-04-20      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   465000000 | PA      | $-100303.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arches Buyer, Inc.                                            | Arches Buyer, Inc.                                                                        | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1769342.09   | 0.21%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                             | Kenya Government Bond                                                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |     1009000 | PA      | $929302.94    | 0.11%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                                 | UMBS, Single Family, 30 Year                                                              | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38500000 | PA      | $37954083.48  | 4.41%             | 2056-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    79480000 | PA      | $-83518.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   441000000 | PA      | $-4002.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LBTY Commercial Mortgage Trust                                | LBTY Commercial Mortgage Trust, Series 2026-225L, Class E                                 | CUSIP: 50178LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4180000 | PA      | $4052206.11   | 0.47%             | 2043-02-10      | Variable      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Edge Finco plc                                                | Edge Finco plc                                                                            | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |     2332000 | PA      | $3197311.35   | 0.37%             | 2031-08-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Nam Long Investment Corp.                                     | Nam Long Investment Corp.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VN        |       99500 | NS      | $109537.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Delivery Hero SE                                              | Delivery Hero SE                                                                          | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $863005.16    | 0.10%             | 2030-02-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | U.S. Treasury Long Bonds                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -18 | NC      | $42450.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                     | Century Communities, Inc.                                                                 | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      784000 | PA      | $769041.91    | 0.09%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                     | RMF Buyout Issuance Trust, Series 2021-HB1, Class M5                                      | CUSIP: 74969TAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $1895308.00   | 0.22%             | 2031-11-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                                   | Extended Stay America Trust, Series 2025-ESH, Class F                                     | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2512390.00   | 0.29%             | 2042-10-15      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5643.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                  | Fibercop SpA                                                                              | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |     1280000 | PA      | $1467656.89   | 0.17%             | 2032-06-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19870000 | PA      | $27622.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                            | Poland Government Bond                                                                    | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     6100000 | PA      | $1609915.35   | 0.19%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      152000 | PA      | $35994.55     | 0.00%             | 2020-04-14      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                         | Clydesdale Acquisition Holdings, Inc.                                                     | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      847000 | PA      | $802391.57    | 0.09%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                        | Egypt Treasury Bill                                                                       | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | STIV             | NUSS              | EG        |    11775000 | PA      | $202827.22    | 0.02%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    16000000 | PA      | $-1517.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                              | Venezuela Government Bond                                                                 | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     1367000 | PA      | $533130.00    | 0.06%             | 2018-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Shenton Aircraft Investment I Ltd.                            | Shenton Aircraft Investment I Ltd., Series 2015-1A, Class A                               | CUSIP: 82321UAA1<br>LEI: 254900877LAQRYY3YZ51 | Long             | ABS-O            | CORP              | KY        |     1081219 | PA      | $1081218.60   | 0.13%             | 2042-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| METAL LLC                                                     | METAL LLC, Series 2017-1, Class A                                                         | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      567695 | PA      | $397369.08    | 0.05%             | 2042-10-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Euro-Bund                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -28 | NC      | $83626.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     5000000 | PA      | $-94.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                             | Alliant Holdings Intermediate LLC                                                         | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1254502.02   | 0.15%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                         | FHLMC, REMIC, Series 5563, Class TV                                                       | CUSIP: 3137HMNX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3287278 | PA      | $3390871.80   | 0.39%             | 2055-08-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                | TopBuild Corp.                                                                            | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     1114000 | PA      | $1028106.14   | 0.12%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Federal Democratic Republic of Ethiopia                       | Ethiopia Government Bond                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ET        |     2300000 | PA      | $2357284.56   | 0.27%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                                       | Ukraine Government Bond                                                                   | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |     1741000 | PA      | $932206.63    | 0.11%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  3500000000 | PA      | $2973.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                         | FHLMC, REMIC, Series 5648, Class CA                                                       | CUSIP: 3137HQXU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $7992287.20   | 0.93%             | 2055-02-25      | 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      | $-147.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bono Del Tesoro Nacional Capitalizable en Pesos               | Bono del Tesoro Nacional Capitalizable en Pesos                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AR        |    18690000 | PA      | $14914.76     | 0.00%             | 2027-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CRSNT Trust                                                   | CRSNT Trust, Series 2026-MOON, Class D                                                    | CUSIP: 12642SAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $250314.18    | 0.03%             | 2031-02-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aval Ltd.                                               | Grupo Aval Ltd.                                                                           | CUSIP: N/A<br>LEI: 549300J4FW1ELLQ80113       | Long             | DBT              | CORP              | KY        |      900000 | PA      | $841929.61    | 0.10%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4832.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                    | Vmed O2 UK Financing I plc                                                                | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      796000 | PA      | $685699.30    | 0.08%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Leeward Renewable Energy Operations LLC                       | Leeward Renewable Energy Operations LLC                                                   | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |     1137000 | PA      | $1068225.60   | 0.12%             | 2029-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd.                                 | Transocean International Ltd.                                                             | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     1001700 | PA      | $1044886.29   | 0.12%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                           | Nexstar Media, Inc.                                                                       | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      685000 | PA      | $687765.13    | 0.08%             | 2034-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                         | FHLMC, REMIC, Series 5634, Class CZ                                                       | CUSIP: 3137HQFX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     9156890 | PA      | $9112883.21   | 1.06%             | 2054-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                    | STAR Trust, Series 2026-SFR7, Class D                                                     | CUSIP: 85520GAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2335000 | PA      | $2350724.00   | 0.27%             | 2043-05-17      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Compass Minerals International, Inc.                          | Compass Minerals International, Inc.                                                      | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      750000 | PA      | $776674.50    | 0.09%             | 2030-07-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CSN Inova Ventures                                            | CSN Inova Ventures                                                                        | CUSIP: N/A<br>LEI: 222100R8R68DM7VM3661       | Long             | DBT              | CORP              | KY        |      706000 | PA      | $518825.24    | 0.06%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19870000 | PA      | $-20879.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    54600000 | PA      | $80858.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                       | GSR Mortgage Loan Trust, Series 2005-3F, Class 1A3                                        | CUSIP: 36242DD26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      543040 | PA      | $482409.05    | 0.06%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                     | Park River Holdings, Inc.                                                                 | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     1096000 | PA      | $1091771.85   | 0.13%             | 2031-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                          | FNMA, REMIC, Series 2026-1, Class Z                                                       | CUSIP: 3136BYZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2094824 | PA      | $2085077.50   | 0.24%             | 2054-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cuenca Dpr                                                    | Cuenca Dpr                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | KY        |     1875000 | PA      | $1875000.00   | 0.22%             | 2026-12-15      | 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      | $2732.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                     | Betclic Everest Group SAS                                                                 | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |      815000 | PA      | $931605.69    | 0.11%             | 2031-12-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2025-98, Class GT                                                            | CUSIP: 38381NNU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     7731862 | PA      | $8095060.79   | 0.94%             | 2055-06-20      | Floating      | 8.40%                 | 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      | $11108.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amaggi Luxembourg International SARL                          | Amaggi Luxembourg International SARL                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      893000 | PA      | $879529.10    | 0.10%             | 2028-01-28      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 72 B Ltd.                          | Golub Capital Partners CLO 72 B Ltd., Series 2024-72A, Class D                            | CUSIP: 381941AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1110000 | PA      | $1105553.34   | 0.13%             | 2037-04-25      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     6000000 | PA      | $-5016.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                       | Saluda Grade Alternative Mortgage Trust, Series 2020-SEQ1, Class M1                       | CUSIP: 79581PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1850000 | PA      | $1871360.47   | 0.22%             | 2050-05-25      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                          | Risewell Homes, Inc.                                                                      | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      715000 | PA      | $700035.98    | 0.08%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    52300000 | PA      | $-9698.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                       | MGM China Holdings Ltd.                                                                   | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $989005.25    | 0.11%             | 2027-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                                          | Colombia Government Bond                                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  1133000000 | PA      | $294621.77    | 0.03%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                           | Avianca Midco 2 plc                                                                       | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |     1025000 | PA      | $959543.50    | 0.11%             | 2030-02-14      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                                   | Extended Stay America Trust, Series 2026-ESH2, Class E                                    | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3665513 | PA      | $3684094.05   | 0.43%             | 2043-02-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                       | Hungary Government Bond                                                                   | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   138670000 | PA      | $388272.18    | 0.05%             | 2037-09-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                           | LBM Acquisition LLC                                                                       | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     1404000 | PA      | $1223862.03   | 0.14%             | 2031-06-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $109613.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TICP CLO VI Ltd.                                              | TICP CLO VI Ltd., Series 2016-6A, Class ER2                                               | CUSIP: 87246VAF9<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $704553.26    | 0.08%             | 2034-01-15      | Floating      | 10.18%                | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                           | Herc Holdings, Inc.                                                                       | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      143000 | PA      | $138393.08    | 0.02%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-66679.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LLPL Capital Pte. Ltd.                                        | LLPL Capital Pte. Ltd.                                                                    | CUSIP: N/A<br>LEI: 254900VXZ8FXTUQNON22       | Long             | DBT              | CORP              | SG        |     1070668 | PA      | $1088608.11   | 0.13%             | 2039-02-04      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| alstria SARL                                                  | alstria SARL                                                                              | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |      600000 | PA      | $663913.71    | 0.08%             | 2029-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                      | Venture Global LNG, Inc.                                                                  | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      401000 | PA      | $433801.56    | 0.05%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA II, Other                                                                            | CUSIP: 3618MPD78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1847896 | PA      | $1923734.84   | 0.22%             | 2066-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                     | Petroleos de Venezuela SA                                                                 | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      325858 | PA      | $98669.80     | 0.01%             | 2022-10-28      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Telecomunicaciones Digitales SA                               | Telecomunicaciones Digitales SA                                                           | CUSIP: N/A<br>LEI: 5299008Q5GONPYNF9J32       | Long             | DBT              | CORP              | PA        |     1162000 | PA      | $1095330.25   | 0.13%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hoa Phat Group JSC                                            | Hoa Phat Group JSC                                                                        | CUSIP: N/A<br>LEI: 549300ODJEFGL5CWKD32       | Long             | EC               | CORP              | VN        |      104800 | NS      | $107017.94    | 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      | $-413615.52   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                      | Specialty Building Products Holdings LLC                                                  | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      336000 | PA      | $292029.70    | 0.03%             | 2029-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| RMF Proprietary Issuance Trust                                | RMF Proprietary Issuance Trust, Series 2022-2, Class M3                                   | CUSIP: 74970CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2220000 | PA      | $2012723.26   | 0.23%             | 2062-06-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                             | INEOS Finance plc                                                                         | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      200000 | PA      | $225672.37    | 0.03%             | 2028-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                              | Venezuela Government Bond                                                                 | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |      143000 | PA      | $73287.50     | 0.01%             | 2018-08-15      | Fixed         | 13.62%                | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $254.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma International Financing SA                               | Puma International Financing SA                                                           | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $1226251.88   | 0.14%             | 2029-04-25      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | CDS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       47000 | PA      | $-596.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                       | Black Pearl Compute LLC                                                                   | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1509000 | PA      | $1537741.92   | 0.18%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VistaJet Malta Finance plc                                    | VistaJet Malta Finance plc                                                                | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      806000 | PA      | $696958.92    | 0.08%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10497.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tullow Oil plc                                                | Tullow Oil plc                                                                            | CUSIP: N/A<br>LEI: 2138003EYHWO75RKS857       | Long             | DBT              | CORP              | GB        |      596000 | PA      | $559992.66    | 0.07%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    86000000 | PA      | $-11089.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                               | MV24 Capital BV                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      305373 | PA      | $304979.19    | 0.04%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                     | Park River Holdings, Inc.                                                                 | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      393100 | PA      | $364023.65    | 0.04%             | 2030-12-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                   | Beach Acquisition Bidco LLC                                                               | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |     1459000 | PA      | $1621512.99   | 0.19%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $17605.76     | 0.00%             |  |  |  | No            |                  2 | 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        |     1554263 | PA      | $1403294.48   | 0.16%             | 2037-12-25      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | CDS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1120000 | PA      | $2237.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                        | Cleveland-Cliffs, Inc.                                                                    | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      886000 | PA      | $866435.03    | 0.10%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                | Olympus Water US Holding Corp.                                                            | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1803196.01   | 0.21%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PetroVietnam Gas JSC                                          | PetroVietnam Gas JSC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VN        |       28400 | NS      | $84415.68     | 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      | $11022.52     | 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      | $-15932.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                      | NGL Energy Operating LLC                                                                  | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2058000 | PA      | $2121392.57   | 0.25%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      515000 | PA      | $122917.63    | 0.01%             | 2025-06-12      | Fixed         | 6.25%                 | Yes           |                  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        |     1470000 | PA      | $1828480.96   | 0.21%             | 2029-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                       | Hungary Government Bond                                                                   | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   554690000 | PA      | $1120620.12   | 0.13%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                         | FHLMC, REMIC, Series 5639, Class MZ                                                       | CUSIP: 3137HQRY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7237791 | PA      | $7192523.96   | 0.84%             | 2056-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Khang Dien House Trading and Investment JSC                   | Khang Dien House Trading and Investment JSC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VN        |       91900 | NS      | $90705.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2025-105, Class TA                                                           | CUSIP: 38381NAF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3768545 | PA      | $3907831.94   | 0.45%             | 2055-06-20      | Floating      | 8.40%                 | 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      | $-25867.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                           | FIS Fabbrica Italiana Sintetici SpA                                                       | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |      490000 | PA      | $548511.80    | 0.06%             | 2031-02-05      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GAIA Aviation Ltd.                                            | GAIA Aviation Ltd., Series 2019-1, Class C                                                | CUSIP: 87404LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2195475 | PA      | $2131200.88   | 0.25%             | 2044-12-15      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Seaspan Corp.                                                 | Seaspan Corp.                                                                             | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     1395000 | PA      | $1308381.41   | 0.15%             | 2029-08-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Men's Wearhouse LLC (The)                                     | Men's Wearhouse LLC (The)                                                                 | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |     1735000 | PA      | $1781803.36   | 0.21%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     1767000 | PA      | $432579.71    | 0.05%             | 2030-02-26      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Summer BidCo BV                                               | Summer BidCo BV                                                                           | CUSIP: N/A<br>LEI: 724500EOJYP21L3XM206       | Long             | DBT              | CORP              | NL        |      750000 | PA      | $853645.50    | 0.10%             | 2031-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                              | Venezuela Government Bond                                                                 | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |     2009500 | PA      | $773657.50    | 0.09%             | 2020-12-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                     | Petroleos de Venezuela SA                                                                 | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      824503 | PA      | $317433.66    | 0.04%             | 2021-11-17      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Bono Del Tesoro Nacional Capitalizable en Pesos               | Bono del Tesoro Nacional Capitalizable en Pesos                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AR        |   628160558 | PA      | $581711.13    | 0.07%             | 2027-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                     | Petroleos de Venezuela SA                                                                 | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      989000 | PA      | $450489.50    | 0.05%             | 2022-02-17      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                           | FIS Fabbrica Italiana Sintetici SpA                                                       | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $113564.03    | 0.01%             | 2031-02-05      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| TeamSystem SpA                                                | TeamSystem SpA                                                                            | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |      295000 | PA      | $328272.21    | 0.04%             | 2031-07-31      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1059000000 | PA      | $-9372.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    22000000 | PA      | $-31955.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortrea Holdings, Inc.                                        | Fortrea Holdings, Inc.                                                                    | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     1118000 | PA      | $1060736.04   | 0.12%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |       21000 | PA      | $5043.99      | 0.00%             | 2028-11-03      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                       | Romania Government Bond                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     2675000 | PA      | $604046.70    | 0.07%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                     | Turkiye Government Bond                                                                   | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |    21568442 | PA      | $431228.09    | 0.05%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                               | Ardagh Group SA                                                                           | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      815000 | PA      | $855190.91    | 0.10%             | 2030-12-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                            | Angola Government Bond                                                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |      650000 | PA      | $566852.77    | 0.07%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                 | Perrigo Finance Unlimited Co.                                                             | CUSIP: N/A<br>LEI: 549300E86RB6YCTMRM83       | Long             | DBT              | CORP              | IE        |     1050000 | PA      | $1138466.36   | 0.13%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                             | Gabon Government Bond                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |     1008000 | PA      | $844338.31    | 0.10%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2541.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                               | 1261229 BC Ltd.                                                                           | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1915000 | PA      | $1962279.44   | 0.23%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Enel Chile SA                                                 | Enel Chile SA                                                                             | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |     1050000 | PA      | $1056679.71   | 0.12%             | 2028-06-12      | 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      | $-400.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                         | FHLMC, REMIC, Series 5644, Class SE                                                       | CUSIP: 3137HR7C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2147985.10   | 0.25%             | 2056-04-25      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                 | White Cap Supply Holdings LLC                                                             | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |      991000 | PA      | $962011.07    | 0.11%             | 2030-11-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Techcom Securities JSC                                        | Techcom Securities JSC                                                                    | CUSIP: N/A<br>LEI: 254900HZTWFQ8DNFXG27       | Long             | EC               | CORP              | VN        |       61000 | NS      | $118561.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Azule Energy Finance plc                                      | Azule Energy Finance plc                                                                  | CUSIP: N/A<br>LEI: 2138006X6O82RJSQDB63       | Long             | DBT              | CORP              | GB        |     2260000 | PA      | $2291135.70   | 0.27%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    23000000 | PA      | $937.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                             | Rocket Cos., Inc.                                                                         | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1569000 | PA      | $1587818.59   | 0.18%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   441400000 | PA      | $-3645.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                       | Romania Government Bond                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      426000 | PA      | $492228.89    | 0.06%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RiverView HECM Pass-Through Certificates                      | RiverView HECM Pass-Through Certificates, Series 2007-4X, Class A                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |      511604 | PA      | $457575.10    | 0.05%             | 2047-05-25      | Floating      | 4.06%                 | Yes           |                  2 | On Loan: No      |
| Gatwick Airport Finance plc                                   | Gatwick Airport Finance plc                                                               | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |      375000 | PA      | $489550.16    | 0.06%             | 2030-11-21      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Newtek Small Business Loan Trust                              | Newtek Small Business Loan Trust, Series 2021-1, Class B                                  | CUSIP: 65253MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      238243 | PA      | $238184.53    | 0.03%             | 2048-12-25      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                        | Amentum Holdings, Inc.                                                                    | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     2154000 | PA      | $2231037.81   | 0.26%             | 2032-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                             | INEOS Finance plc                                                                         | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |      840000 | PA      | $886767.06    | 0.10%             | 2031-03-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | CDS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      560000 | PA      | $2723.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFMT LLC                                                      | CFMT LLC, Series 2024-HB13, Class M4                                                      | CUSIP: 12530VAE5<br>LEI: 984500D67D63D8645054 | Long             | ABS-MBS          | CORP              | US        |     1160000 | PA      | $1115051.28   | 0.13%             | 2034-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $85263.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Is Bankasi A/S                                        | Turkiye Is Bankasi A/S                                                                    | CUSIP: N/A<br>LEI: 789000FIRX9MDN0KTM91       | Long             | DBT              | CORP              | TR        |     1220000 | PA      | $1251585.86   | 0.15%             | 2029-06-12      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    10310000 | PA      | $-38962.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                   | First Quantum Minerals Ltd.                                                               | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1100000 | PA      | $1120737.20   | 0.13%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2012-149, Class MS                                                           | CUSIP: 38378GM47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      435344 | PA      | $44662.64     | 0.01%             | 2042-12-20      | Floating      | 2.46%                 | 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      | $9907.33      | 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      | $-352.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurohome Mortgages plc                                        | Eurohome Mortgages plc, Series 2007-1, Class A                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | IE        |      345187 | PA      | $379929.87    | 0.04%             | 2050-08-02      | Floating      | 2.23%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7466.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1059000000 | PA      | $-9834.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                              | Barings CLO Ltd., Series 2025-1A, Class E                                                 | CUSIP: 067928AA9<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1085831.97   | 0.13%             | 2038-04-20      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 10000000000 | PA      | $-134359.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      739000 | PA      | $177101.35    | 0.02%             | 2020-06-19      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                      | AthenaHealth Group, Inc.                                                                  | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     2163000 | PA      | $2032557.47   | 0.24%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4571.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                         | FHLMC, Multifamily Structured Pass-Through Certificates, Series K1522, Class X3           | CUSIP: 3137H4RJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4750000 | PA      | $1066576.64   | 0.12%             | 2036-11-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                          | Colombia Government Bond                                                                  | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  3802500000 | PA      | $1025887.47   | 0.12%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Galaxy 33 CLO Ltd.                                            | Galaxy 33 CLO Ltd., Series 2024-33A, Class D1                                             | CUSIP: 36321EAL9<br>LEI: 3912004FNLYTWOWSZU31 | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $734138.46    | 0.09%             | 2037-04-20      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                     | Petroleos de Venezuela SA                                                                 | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |     1000200 | PA      | $302860.56    | 0.04%             | 2022-10-28      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| STAR Trust                                                    | STAR Trust, Series 2026-SFR7, Class C                                                     | CUSIP: 85520GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3750000 | PA      | $3766939.97   | 0.44%             | 2043-05-17      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                        | Egypt Government Bond                                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     2425000 | PA      | $44571.20     | 0.01%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd.                                         | Elmwood CLO VIII Ltd., Series 2021-1A, Class DR                                           | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $741105.56    | 0.09%             | 2037-04-20      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA I, Single Family, 30 Year                                                            | CUSIP: 36209RPP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         192 | PA      | $196.36       | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | U.S. Treasury Ultra Bonds                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -72 | NC      | $217258.07    | 0.03%             |  |  |  | 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      | $3722.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                       | Romania Government Bond                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1302000 | PA      | $1462964.79   | 0.17%             | 2037-10-07      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Network i2i Ltd.                                              | Network i2i Ltd.                                                                          | CUSIP: N/A<br>LEI: 2549003L8M1FGHLHOX45       | Long             | DBT              | CORP              | MU        |     1005000 | PA      | $1008011.58   | 0.12%             | 2026-04-30      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Heartland Dental LLC                                          | Heartland Dental LLC                                                                      | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $74071.43     | 0.01%             | 2028-04-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $130473.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                          | UMBS, 30 Year                                                                             | CUSIP: 31380PJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         938 | PA      | $969.99       | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                     | Biffa Group Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      370000 | PA      | $479640.05    | 0.06%             | 2031-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                           | Nexstar Media, Inc.                                                                       | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      425000 | PA      | $428495.20    | 0.05%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI SA                          | Aeropuertos Dominicanos Siglo XXI SA                                                      | CUSIP: N/A<br>LEI: 254900KJA5MXNPYB4W32       | Long             | DBT              | CORP              | DO        |     1200000 | PA      | $1223694.00   | 0.14%             | 2034-06-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Harvest SBA Loan Trust                                        | Harvest SBA Loan Trust, Series 2024-1, Class A                                            | CUSIP: 41756NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1848426 | PA      | $1869517.10   | 0.22%             | 2051-12-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2775000000 | PA      | $-25771.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Champs Trust                                                  | Champs Trust, Series 2024-2, Class A                                                      | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1581225 | PA      | $1624281.81   | 0.19%             | 2059-11-25      | Variable      | 8.89%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2206.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | Foreign Exchange USD/KRW                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |     2000000 | PA      | $20220.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2026-48, Class BS                                                            | CUSIP: 38385NVN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6000000 | PA      | $6433843.80   | 0.75%             | 2056-03-20      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A/S                                     | Turk Telekomunikasyon A/S                                                                 | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |     1100000 | PA      | $1112339.00   | 0.13%             | 2029-05-20      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | Forward Foreign Currency Contract                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-24605.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2026-28, Class QS                                                            | CUSIP: 38385NDT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5984957 | PA      | $6342900.79   | 0.74%             | 2056-02-20      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| SSI Securities Corp.                                          | SSI Securities Corp.                                                                      | CUSIP: N/A<br>LEI: 213800IF2RICE613K743       | Long             | EC               | CORP              | VN        |      198400 | NS      | $202975.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2026-28, Class PS                                                            | CUSIP: 38385NDC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2991080 | PA      | $3236148.61   | 0.38%             | 2056-02-20      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                          | IHO Verwaltungs GmbH                                                                      | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |     1847700 | PA      | $2220209.91   | 0.26%             | 2029-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                         | Harvest Commercial Capital Loan Trust, Series 2020-1, Class M5                            | CUSIP: 41754FAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1850000 | PA      | $1707897.43   | 0.20%             | 2052-04-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Suriname Government International Bond                        | Suriname Government Bond                                                                  | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     2486000 | PA      | $2565191.53   | 0.30%             | 2035-11-06      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                     | Petroleos de Venezuela SA                                                                 | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |       97700 | PA      | $40819.06     | 0.00%             | 2035-05-17      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                       | Romania Government Bond                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      765000 | PA      | $173323.01    | 0.02%             | 2033-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                              | Sands China Ltd.                                                                          | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1290000 | PA      | $1300472.22   | 0.15%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                  | AES Andes SA                                                                              | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |     1070000 | PA      | $1098826.87   | 0.13%             | 2032-03-14      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | IRS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    19000000 | PA      | $14034.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                           | Klabin Austria GmbH                                                                       | CUSIP: N/A<br>LEI: 984500578YEA8DD41B09       | Long             | DBT              | CORP              | AT        |      900000 | PA      | $905544.00    | 0.11%             | 2029-04-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2775000000 | PA      | $-24558.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    24600000 | PA      | $-949.22      | -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      | $11287.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    14600000 | PA      | $-973.48      | -0.00%            |  |  |  | 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        |      748423 | PA      | $724765.64    | 0.08%             | 2040-02-28      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Republic of Srpska International Government Bond              | Republic of Srpska International Government Bond                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BA        |      400000 | PA      | $464707.17    | 0.05%             | 2031-04-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TransAlta Corp.                                               | TransAlta Corp.                                                                           | CUSIP: 89346DAL1<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |      874000 | PA      | $870761.28    | 0.10%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Riyad Sukuk Ltd.                                              | Riyad Sukuk Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300P8GI2KKEMZUH97       | Long             | DBT              | CORP              | KY        |      955000 | PA      | $949540.91    | 0.11%             | 2035-07-14      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                     | Biffa Group Holdings Ltd.                                                                 | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |      800000 | PA      | $1037059.58   | 0.12%             | 2031-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                          | APLD ComputeCo 2 LLC                                                                      | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1564509.08   | 0.18%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                                   | Extended Stay America Trust, Series 2026-ESH2, Class F                                    | CUSIP: 30227WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1832756 | PA      | $1839437.92   | 0.21%             | 2043-02-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                         | FHLMC, REMIC, Series 5628, Class Z                                                        | CUSIP: 3137HQ7E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2035749 | PA      | $2020896.10   | 0.23%             | 2055-06-25      | 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      | $43721.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                     | Petroleos de Venezuela SA                                                                 | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |      427600 | PA      | $143972.92    | 0.02%             | 2037-04-12      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela                              | Venezuela Government Bond                                                                 | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |       57000 | PA      | $23512.50     | 0.00%             | 2019-10-13      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                             | Lebanon Government Bond                                                                   | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      194000 | PA      | $46560.00     | 0.01%             | 2029-05-25      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | OIS                                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   100000000 | PA      | $10331.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Kenya                                             | Kenya Government Bond                                                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      209000 | PA      | $182217.42    | 0.02%             | 2048-02-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Alexandrite Lake Lux Holdings SARL                            | Alexandrite Lake Lux Holdings SARL                                                        | CUSIP: N/A<br>LEI: 213800RY78YHYF5J8L55       | Long             | DBT              | CORP              | LU        |      830000 | PA      | $939700.71    | 0.11%             | 2030-07-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                          | GNMA, Series 2025-205, Class ZG                                                           | CUSIP: 38385K4A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4064114 | PA      | $4044100.30   | 0.47%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd.                                   | Longfor Group Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | DBT              | CORP              | KY        |     1398000 | PA      | $1108532.48   | 0.13%             | 2029-09-16      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                   | Acadia Healthcare Co., Inc.                                                               | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      671000 | PA      | $687824.94    | 0.08%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| RMF Buyout Issuance Trust                                     | RMF Buyout Issuance Trust, Series 2020-HB1, Class M2                                      | CUSIP: 76971EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2590000 | PA      | $2248022.62   | 0.26%             | 2050-10-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| VoltaGrid LLC                                                 | VoltaGrid LLC                                                                             | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     2001000 | PA      | $2067571.27   | 0.24%             | 2030-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                                 | SM Energy Co.                                                                             | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1689000 | PA      | $1783045.21   | 0.21%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| La Doria SpA                                                  | La Doria SpA                                                                              | CUSIP: N/A<br>LEI: 815600857F45E3102897       | Long             | DBT              | CORP              | IT        |      600000 | PA      | $695624.19    | 0.08%             | 2030-12-30      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                          | FNMA, REMIC, Series 2026-24, Class SC                                                     | CUSIP: 3136G5QY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2001924.90   | 0.23%             | 2055-01-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                       | Ukraine Government Bond                                                                   | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      802350 | PA      | $414784.09    | 0.05%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | NDIRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | 11072000000 | PA      | $-123674.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BAHA Trust                                                    | BAHA Trust, Series 2024-MAR, Class D                                                      | CUSIP: 05493XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4704810.30   | 0.55%             | 2041-12-10      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya                                             | Kenya Government Bond                                                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |      643000 | PA      | $585299.80    | 0.07%             | 2034-02-26      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Romania                                                       | Romania Government Bond                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      175000 | PA      | $38784.80     | 0.00%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Morgan Stanley ETF Trust

**Signature:** James F. Kirchner

**Name of Signer:** James F. Kirchner

**Title:** Principal Financial Officer