# EDGAR Filing Document

**Accession Number:** 0001804196
**File Stem:** 0001410368-25-010270
**Filing Date:** 2025-9
**Character Count:** 1634022
**Document Hash:** 9cefec642a62d4cc0e240259f65f8819
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-010270.hdr.sgml**: 20250924

**ACCESSION NUMBER**: 0001410368-25-010270

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250924

**DATE AS OF CHANGE**: 20250924

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock ETF Trust II
- **CENTRAL INDEX KEY:** 0001804196

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23511
- **FILM NUMBER:** 251338768

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800 882 0052

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

## Series and Classes Contracts Data

### iShares Flexible Income Active ETF (Series ID: S000080411)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000242803 | iShares Flexible Income Active ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock ETF Trust II

- **b. Investment Company Act file number:** 811-23511

- **c. CIK number of Registrant:** 0001804196

- **d. LEI of Registrant:** 549300PLJCTZLQ2LE832

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

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

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

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

- **a. Name of Series:** iShares Flexible Income Active ETF

- **b. EDGAR series identifier (if any):** S000080411

- **c. LEI of Series:** 5299008ELWKMLX9XJP73

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $13425632025.19

**Total Liabilities:** $2828786184.30

**Net Assets:** $10596845840.89

**Delayed Delivery Securities:** $571777408.32

**Cash Not Reported:** $173324263.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 494701.02000000 | **1-Year:** 70917.98000000 | **5-Year:** 833100.13000000 | **10-Year:** 659405.25000000 | **30-Year:** 321594.45000000

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

- **3-Month:** 249679.38000000 | **1-Year:** 109058.94000000 | **5-Year:** 1143753.53000000 | **10-Year:** 64247.32000000 | **30-Year:** 62366.47000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000242803 | 0.79%                | 1.29%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7130839.94              | $42861072.97                               |
| Month 2  | $-12105176.76            | $155590637.69                              |
| Month 3  | $22513096.65             | $-134647917.54                             |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                    | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       778000 | PA      | $739504.56    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2400000 | PA      | $2389665.36   | 0.02%             | 2041-10-15      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-3875.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                               | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       664000 | PA      | $563389.66    | 0.01%             | 2062-04-20      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Tele Columbus AG                                        | Tele Columbus AG                                                                 | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |      7665145 | PA      | $5952646.12   | 0.06%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      1105000 | PA      | $1108259.75   | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOBIAN FINANCE BV                                       | Nobian Finance BV 2025 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | LON              | CORP              | NL        |      1894737 | PA      | $2137947.29   | 0.02%             | 2030-07-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                 | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1509640000 | PA      | $4245279.47   | 0.04%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1665803 | PA      | $1565093.16   | 0.01%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                                | Green Lakes Park CLO LLC                                                         | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $4998328.00   | 0.05%             | 2038-01-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 9.785000 04-JAN-2027 BZD                                                | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |       723780 | OU      | $-12954.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5933000 | PA      | $5266942.43   | 0.05%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Trimaran CAVU Ltd                                       | Trimaran CAVU 2024-1 Ltd                                                         | CUSIP: 89625LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3750000 | PA      | $3813519.00   | 0.04%             | 2038-01-25      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | FSWP: OIS 8.575000 17-SEP-2030 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  19070979428 | OU      | $8345.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                | VF Ukraine PAT via VFU Funding PLC                                               | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |       258077 | PA      | $245173.56    | 0.00%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                 | Studio City Finance Ltd                                                          | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      7211000 | PA      | $6751298.75   | 0.06%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                          | Goldstory SAS                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      4916000 | PA      | $5682226.85   | 0.05%             | 2030-02-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                      | Herens Holdco Sarl                                                               | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |      1682000 | PA      | $1466368.44   | 0.01%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       139000 | PA      | $139144.00    | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                          | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |       340000 | PA      | $451342.37    | 0.00%             | 2056-10-21      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Bay View Federal Savings And Loan Assoc.                | BAY 2025-LIVN Mortgage Trust                                                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9140000 | PA      | $9147236.14   | 0.09%             | 2035-05-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $3329148.82   | 0.03%             | 2030-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2021-3 Ltd                                                     | CUSIP: 69688JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       275000 | PA      | $276333.17    | 0.00%             | 2035-01-15      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2706000 | PA      | $2589853.58   | 0.02%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BRAVO Residential Funding Trust                         | Bravo Residential Funding Trust 2025-Nqm3                                        | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |      1287229 | PA      | $1288800.02   | 0.01%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5711295.93   | 0.05%             | 2027-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                              | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      6848000 | PA      | $8048718.34   | 0.08%             | 2032-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Betony CLO 2, Ltd.                                      | Betony CLO 2 Ltd                                                                 | CUSIP: 08763QAA0<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-CBDO         | CORP              | KY        |      1237802 | PA      | $1238429.29   | 0.01%             | 2031-04-30      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |       446000 | PA      | $466444.45    | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                    | New Mountain CLO 5 Ltd                                                           | CUSIP: 64754WAJ2<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2001962.00   | 0.02%             | 2036-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                    | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |      5500000 | PA      | $6425275.10   | 0.06%             | 2029-12-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      2998000 | PA      | $3044430.03   | 0.03%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7613000 | PA      | $7691244.89   | 0.07%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 63890CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       235000 | PA      | $240729.30    | 0.00%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2016-GC37                                    | CUSIP: 17290XAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $987634.10    | 0.01%             | 2049-04-10      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     10048000 | PA      | $10092572.93  | 0.10%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      1228000 | PA      | $1243248.08   | 0.01%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4123578 | PA      | $4136464.63   | 0.04%             | 2041-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                         | DP World Salaam                                                                  | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |       580000 | PA      | $579637.50    | 0.01%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2022-3 Ltd                                                              | CUSIP: 92891LAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       400000 | PA      | $401666.48    | 0.00%             | 2036-10-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  61641800000 | PA      | $13699143.19  | 0.13%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     10498000 | PA      | $12012936.81  | 0.11%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      1012000 | PA      | $985246.63    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| RITCHIE BROS HLDGS INC                                  | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      2807000 | PA      | $2941713.54   | 0.03%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2833982 | PA      | $2819029.48   | 0.03%             | 2069-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                         | Hanesbrands Inc                                                                  | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |       912000 | PA      | $959889.12    | 0.01%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       284760 | PA      | $236351.18    | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       349000 | PA      | $64565.00     | 0.00%             | 2023-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 5.755000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1282000000 | OU      | $-34728.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      5540000 | PA      | $5809448.98   | 0.05%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS SA                                          | SWP: OIS 13.825000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |      6588000 | OU      | $-10283.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       150000 | PA      | $149947.88    | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                     | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       961000 | PA      | $990195.18    | 0.01%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       557000 | PA      | $639620.90    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                  | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     33637000 | PA      | $5663183.96   | 0.05%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.020000 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     52910130 | OU      | $-8110.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                     | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      1186000 | PA      | $1239925.05   | 0.01%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO VIII Ltd                                             | CUSIP: 08180XAU6<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501809.45    | 0.00%             | 2031-01-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1980000 | PA      | $1929641.87   | 0.02%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-LTV2                                             | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       525118 | PA      | $442813.57    | 0.00%             | 2052-05-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| I-Logic Technologies Bidco Limited                      | I-Logic Technologies Bidco Limited 2025 EUR Term Loan B                          | CUSIP: 00510DAG9<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |      2000000 | PA      | $2263865.86   | 0.02%             | 2028-02-16      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.182065 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1424368 | OU      | $-4334.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                     | Pachelbel Bidco SpA                                                              | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |      6821000 | PA      | $8425533.20   | 0.08%             | 2031-05-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                           | TYSN 2023-CRNR Mortgage Trust                                                    | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4304000 | PA      | $4523596.54   | 0.04%             | 2033-12-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       788479 | PA      | $644581.58    | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1966000 | PA      | $1896409.10   | 0.02%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      3147000 | PA      | $3678726.00   | 0.03%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                         | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      1695000 | PA      | $1755392.85   | 0.02%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                | ION Trading Technologies Sarl                                                    | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |      5416000 | PA      | $5612243.34   | 0.05%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      3227000 | PA      | $3344092.76   | 0.03%             | 2032-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-11243.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |            1 | NC      | $4206.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       880000 | PA      | $837804.88    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      8000000 | PA      | $9633501.69   | 0.09%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.734500 11-MAY-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     93107463 | OU      | $3447.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM4 Trust                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |      3217079 | PA      | $3235252.65   | 0.03%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                 | Regatta 31 Funding Ltd                                                           | CUSIP: 758962AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2002937.80   | 0.02%             | 2038-03-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                   | Crown Americas LLC / Crown Americas Capital Corp V                               | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      2144000 | PA      | $2122078.46   | 0.02%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      9556000 | PA      | $11198269.79  | 0.11%             | 2035-03-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      1069000 | PA      | $1260902.05   | 0.01%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       323000 | PA      | $318724.87    | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       750000 | PA      | $753025.73    | 0.01%             | 2033-12-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $4999930.50   | 0.05%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-7                                                | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |      6790904 | PA      | $6740110.07   | 0.06%             | 2069-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      2297000 | PA      | $2714732.57   | 0.03%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 2 LTD                                                         | CUSIP: 67707ECA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1550000 | PA      | $1551587.51   | 0.01%             | 2038-01-21      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                | ION Trading Technologies Sarl                                                    | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |      6900000 | PA      | $6672873.39   | 0.06%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANZ PHARMA CORP                                      | Advanz Pharma Corp 2024 EUR Term Loan B                                          | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | LON              | CORP              | LU        |      1500000 | PA      | $1717602.20   | 0.02%             | 2031-10-22      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2015-3 Ltd                                                      | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |      1376564 | PA      | $1378072.24   | 0.01%             | 2031-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| IRCA SPA/GALLARATE                                      | Irca SpA/Gallarate                                                               | CUSIP: 000000000<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |      5829000 | PA      | $6677626.65   | 0.06%             | 2029-12-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                                    | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |       672000 | PA      | $672571.36    | 0.01%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $82841.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brignole CO                                             | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       100407 | PA      | $114774.31    | 0.00%             | 2042-02-24      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                | Allison Transmission Inc                                                         | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1212684.71   | 0.01%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     15595000 | PA      | $18528763.78  | 0.17%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2021-2 LTD                                                        | CUSIP: 14316KAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1405000 | PA      | $1403655.70   | 0.01%             | 2038-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                            | UPL Corp Ltd                                                                     | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |      3000000 | PA      | $2733000.00   | 0.03%             | 2030-06-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $5110.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEREOS FINANCE GROUPE I                                 | Tereos Finance Groupe I SA                                                       | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |      2559000 | PA      | $3017369.85   | 0.03%             | 2028-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $46571092.42  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 40 Senior Loan Fund                                                       | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |      4748236 | PA      | $4745862.03   | 0.04%             | 2031-08-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2019-1 Ltd                                                     | CUSIP: 69700GAL6<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250647.78    | 0.00%             | 2034-11-14      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |            1 | NC      | $-8922.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: CZK 3.601200 19-MAR-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     30290050 | OU      | $-14598.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2022-NQM5                                    | CUSIP: 64831VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2338170 | PA      | $2329699.49   | 0.02%             | 2052-11-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                              | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7507000 | PA      | $7436546.81   | 0.07%             | 2033-03-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                            | Barclays Mortgage Loan Trust 2021-NQM1                                           | CUSIP: 06744UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       153378 | PA      | $136407.14    | 0.00%             | 2051-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       118462 | PA      | $109711.04    | 0.00%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      3787000 | PA      | $3659342.50   | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TUNISIAN REPUBLIC                                       | Tunisian Republic                                                                | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      2566000 | PA      | $2892211.68   | 0.03%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |            1 | NC      | $-23309.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       829000 | PA      | $808930.49    | 0.01%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $33389.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                | Magyar Export-Import Bank Zrt                                                    | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      1533000 | PA      | $1890727.58   | 0.02%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      4200000 | PA      | $4847110.91   | 0.05%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                     | CBAM 2021-14 Ltd                                                                 | CUSIP: 12511GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001556.50   | 0.01%             | 2034-04-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.920000 26-FEB-2030 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    100000000 | OU      | $1200740.25   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2024-5 Ltd                                                     | CUSIP: 87122YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001953.80   | 0.01%             | 2036-04-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH INTERNATIONAL                             | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     82471156 | OU      | $494902.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                              | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      1095000 | PA      | $1087039.35   | 0.01%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                          | Var Energi ASA                                                                   | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      5900000 | PA      | $7427997.73   | 0.07%             | 2083-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2023-4                                                   | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       121677 | PA      | $121750.92    | 0.00%             | 2053-05-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CEDR TRUST                                              | CEDR Commercial Mortgage Trust 2022-SNAI                                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       300000 | PA      | $295727.31    | 0.00%             | 2039-02-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| COLES GROUP TREASURY                                    | Coles Group Treasury Pty Ltd                                                     | CUSIP: 000000000<br>LEI: 549300HRZIAKP6NVUB83 | Long             | DBT              | CORP              | AU        |       240000 | PA      | $158613.21    | 0.00%             | 2032-10-07      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                              | MMAF Equipment Finance LLC 2024-A                                                | CUSIP: 55318CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1676778 | PA      | $1712235.32   | 0.02%             | 2049-07-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                | BXMT 2025-FL5 Ltd                                                                | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12785000 | PA      | $12750238.86  | 0.12%             | 2042-10-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8773972 | PA      | $8790423.21   | 0.08%             | 2040-12-09      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                  | Adient Global Holdings Ltd                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      4331000 | PA      | $4416584.89   | 0.04%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1584450 | PA      | $1567086.97   | 0.01%             | 2053-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| WESFARMERS LTD                                          | Wesfarmers Ltd                                                                   | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | DBT              | CORP              | AU        |      1120000 | PA      | $630200.05    | 0.01%             | 2031-06-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 11 Ltd                                                                   | CUSIP: 00851RAA8<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | KY        |       350000 | PA      | $350179.38    | 0.00%             | 2034-04-15      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                       | Levi Strauss & Co                                                                | CUSIP: 000000000<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      1318000 | PA      | $1529753.77   | 0.01%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                      | Arini European CLO V DAC                                                         | CUSIP: 000000000<br>LEI: 635400HVHHJPCXB66K47 | Long             | ABS-CBDO         | CORP              | IE        |      1560000 | PA      | $1778026.60   | 0.02%             | 2039-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-VI Ltd                                                         | CUSIP: 12555XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4700000 | PA      | $4713968.40   | 0.04%             | 2037-07-16      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                     | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       510000 | PA      | $328659.36    | 0.00%             | 2031-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2027420 | PA      | $2046435.37   | 0.02%             | 2069-11-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| E-CARAT                                                 | ECARAT DE SA Compartment Lease 2025-1                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       200000 | PA      | $229126.15    | 0.00%             | 2034-05-25      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5295000 | PA      | $5525914.95   | 0.05%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                        | Vista Point Securitization Trust 2024-CES1                                       | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1666658 | PA      | $1683220.20   | 0.02%             | 2054-05-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |       530905 | PA      | $619518.72    | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       300000 | PA      | $307875.00    | 0.00%             | 2032-04-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd                                      | Elmwood CLO 19 Ltd                                                               | CUSIP: 29004YAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008519.20   | 0.02%             | 2036-10-17      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| DK Trust                                                | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4910000 | PA      | $4922275.00   | 0.05%             | 2034-03-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                | Discovery Communications LLC                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       100000 | PA      | $88581.58     | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      5387000 | PA      | $5100083.53   | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Trust 2024-BHP                                                             | CUSIP: 05493WAA0<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |      1800000 | PA      | $1804425.84   | 0.02%             | 2039-08-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      1571000 | PA      | $1513335.82   | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-1 Ltd                                                              | CUSIP: 92917AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1050000 | PA      | $1052097.06   | 0.01%             | 2031-04-19      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| TURKIYE VARLIK FONU                                     | Turkiye Varlik Fonu Yonetimi AS                                                  | CUSIP: 000000000<br>LEI: 789000MAPAG7J8DI3112 | Long             | DBT              | CORP              | TR        |       250000 | PA      | $261875.00    | 0.00%             | 2029-02-14      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2023-INV1                                             | CUSIP: 92539FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2244872 | PA      | $2245974.81   | 0.02%             | 2068-02-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       382091 | PA      | $362986.92    | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      4625000 | PA      | $4592472.84   | 0.04%             | 2035-06-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd                                      | Elmwood CLO 16 Ltd                                                               | CUSIP: 29002UAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1257781.13   | 0.01%             | 2037-04-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Mobico Group PLC                                        | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      2820000 | PA      | $2624370.58   | 0.02%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      2655000 | PA      | $2651334.77   | 0.03%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                 | Wintershall Dea Finance 2 BV                                                     | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      7256000 | PA      | $8570362.37   | 0.08%             | 2030-05-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| POSTE ITALIANE SPA                                      | Poste Italiane SpA                                                               | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | DBT              | CORP              | IT        |      4555000 | PA      | $5006767.20   | 0.05%             | 2029-03-24      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                               | Pike Corp                                                                        | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |        80000 | PA      | $79673.14     | 0.00%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                               | Mila 2024-1 BV                                                                   | CUSIP: 000000000<br>LEI: 7245000GAIRCK7Y7VJ68 | Long             | ABS-O            | CORP              | NL        |       395900 | PA      | $452447.48    | 0.00%             | 2041-09-16      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                      | Ally Financial Inc                                                               | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       200000 | PA      | $200275.61    | 0.00%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                        | Aretec Group Inc                                                                 | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      6626000 | PA      | $7225116.29   | 0.07%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      4182000 | PA      | $4512143.14   | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| SS&C Technologies Inc                                   | SS&C Technologies Inc                                                            | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       168000 | PA      | $168036.57    | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2094000 | PA      | $2207706.29   | 0.02%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                              | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      1509000 | PA      | $1743035.53   | 0.02%             | 2032-05-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       327000 | PA      | $266197.62    | 0.00%             | 2047-11-28      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2022-1 Ltd                                            | CUSIP: 69701CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        21266 | PA      | $21265.20     | 0.00%             | 2030-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                     | Starwood Mortgage Residential Trust 2021-5                                       | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       599493 | PA      | $503341.63    | 0.00%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      3457134 | PA      | $3294455.77   | 0.03%             | 2030-12-18      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3550000 | PA      | $3226542.46   | 0.03%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                | Cloud Software Group Inc 2024 EUR 1st Lien Term Loan B                           | CUSIP: 88632NBG4<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      1495011 | PA      | $1710900.44   | 0.02%             | 2029-03-29      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust               | Santander Mortgage Asset Receivable Trust 2025-NQM2                              | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3217608 | PA      | $3225808.72   | 0.03%             | 2065-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Octagon Investments Partners 36, Ltd.                   | Octagon Investment Partners 36 Ltd                                               | CUSIP: 67591UAG2<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250590.58    | 0.00%             | 2031-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAN5<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2508645.25   | 0.02%             | 2037-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $6931957.70   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                 | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      3197000 | PA      | $3255585.03   | 0.03%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OSD CLO 2023-27, Ltd.                                   | OCP CLO Ltd                                                                      | CUSIP: 67570LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1240000 | PA      | $1240000.00   | 0.01%             | 2035-07-16      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                       | EUSHI Finance Inc                                                                | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1248000 | PA      | $1303944.10   | 0.01%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                      | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $258153.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 5.541000 17-SEP-2028 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1354579862 | OU      | $-10754.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-IND                                                                | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2197662 | PA      | $2199035.21   | 0.02%             | 2037-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      2847000 | PA      | $2878991.74   | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Ballyrock Ltd                                           | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002988.60   | 0.01%             | 2037-07-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       231031 | PA      | $209927.51    | 0.00%             | 2053-01-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2021-4                                                    | CUSIP: 81748WAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       628638 | PA      | $580736.90    | 0.01%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: CZK 3.550000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     99054000 | OU      | $-69586.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                | PetSmart Inc / PetSmart Finance Corp                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10016000 | PA      | $9801483.32   | 0.09%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       315000 | PA      | $310781.58    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Velocity Commercial Capital Loan Trust                  | Velocity Commercial Capital Loan Trust 2024-6                                    | CUSIP: 92261BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1603764 | PA      | $1615308.61   | 0.02%             | 2054-12-25      | Variable      | 9.67%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       320000 | PA      | $322460.80    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2024-H2 Mortgage Trust                                                     | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4291149 | PA      | $4315268.12   | 0.04%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 13.310000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      4624070 | OU      | $-5482.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                   | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |       399000 | PA      | $319076.31    | 0.00%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arini European CLO                                      | Arini European Clo IV DAC                                                        | CUSIP: 000000000<br>LEI: 635400S1CQWFRKNVAN93 | Long             | ABS-CBDO         | CORP              | IE        |      1660000 | PA      | $1916288.96   | 0.02%             | 2038-01-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital CLO 7 Ltd                                                       | CUSIP: 25255WAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1007554.00   | 0.01%             | 2037-07-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.780000 14-DEC-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13457190 | OU      | $-96.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1895210 | PA      | $1932147.61   | 0.02%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                | Braccan Mortgage Funding 2024-1 PLC                                              | CUSIP: 000000000<br>LEI: 635400RGKRFPCFMYJF13 | Long             | ABS-MBS          | CORP              | GB        |      1139087 | PA      | $1510021.53   | 0.01%             | 2067-02-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                              | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |       246407 | PA      | $283619.35    | 0.00%             | 2041-06-15      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |       174000 | PA      | $194765.04    | 0.00%             | 2026-09-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                         | IHS Holding Ltd                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |       501000 | PA      | $492583.20    | 0.00%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Madison Park Funding Ltd                                | Madison Park Funding XXXIV Ltd                                                   | CUSIP: 55819GBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1505152.95   | 0.01%             | 2037-10-16      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | 5Y RTR 3.000000 30-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -138953000 | OU      | $-92392.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       150000 | PA      | $150895.20    | 0.00%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR Financial CLO 2013-1 Ltd                                                     | CUSIP: 48249VAY7<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |      1848906 | PA      | $1849929.05   | 0.02%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        60000 | PA      | $59868.75     | 0.00%             | 2039-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2022-2                                             | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2584104 | PA      | $2574493.41   | 0.02%             | 2062-08-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | GoldenTree Loan Management US CLO 16 Ltd                                         | CUSIP: 38090AAQ1<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | JE        |      3500000 | PA      | $3496602.90   | 0.03%             | 2038-01-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      5028000 | PA      | $4945802.26   | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GCAT                                                    | GCAT 2020-NQM2 Trust                                                             | CUSIP: 36166RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       214416 | PA      | $206540.24    | 0.00%             | 2065-04-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      2140000 | PA      | $2303731.95   | 0.02%             | 2028-03-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OPEN Trust                                              | OPEN Trust 2023-AIR                                                              | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       422369 | PA      | $422632.83    | 0.00%             | 2040-11-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      4639000 | PA      | $3881626.19   | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2245000 | PA      | $2251586.83   | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Cabinteely Park CLO                                     | Cabinteely Park CLO DAC                                                          | CUSIP: 000000000<br>LEI: 254900SLP85PQ7ZD2Y17 | Long             | ABS-CBDO         | CORP              | IE        |       700000 | PA      | $799131.52    | 0.01%             | 2034-08-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                            | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7900000 | PA      | $7983676.80   | 0.08%             | 2029-11-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1199000 | PA      | $1299133.33   | 0.01%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $45124.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     13048000 | PA      | $14584594.82  | 0.14%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2016-1 Ltd                                                    | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       769419 | PA      | $769893.69    | 0.01%             | 2031-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      5025000 | PA      | $6681889.64   | 0.06%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.730000 19-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    368947000 | OU      | $-18869.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      2065000 | PA      | $2066975.79   | 0.02%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      3192000 | PA      | $4231143.09   | 0.04%             | 2031-06-04      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3839000 | PA      | $3761264.09   | 0.04%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: CZK 3.406000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     98840583 | OU      | $-99770.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                     | Peer Holding III BV 2024 EUR Term Loan B7                                        | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |      2800000 | PA      | $3207021.57   | 0.03%             | 2031-11-26      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco Limited                              | CD&R Firefly Bidco Limited 2025 EUR Term Loan                                    | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1139384.96   | 0.01%             | 2029-04-30      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2015-4 Ltd                                  | CUSIP: 14311NAU8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |      2764457 | PA      | $2766675.84   | 0.03%             | 2032-07-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                             | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      7639000 | PA      | $7582057.52   | 0.07%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Peace Park CLO, Ltd.                                    | Peace Park CLO Ltd                                                               | CUSIP: 70470MAC9<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |      1237000 | PA      | $1239229.69   | 0.01%             | 2034-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Westways Funding Ltd                                    | WEST Trust 2025-ROSE                                                             | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4126000 | PA      | $4181837.57   | 0.04%             | 2035-04-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       184000 | PA      | $175042.59    | 0.00%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2021-2                                                  | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |       306979 | PA      | $290564.08    | 0.00%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                     | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       767000 | PA      | $767620.50    | 0.01%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | 2Y RTR 3.300000 22-SEP-2025                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   -275227000 | OU      | $-203775.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                    | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       844000 | PA      | $857820.14    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-CSMO                                           | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2900000 | PA      | $2918125.00   | 0.03%             | 2027-06-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        13000 | PA      | $12989.74     | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      5120000 | PA      | $5029238.78   | 0.05%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                | Greenko Wind Projects Mauritius Ltd                                              | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |       809000 | PA      | $822146.25    | 0.01%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Asset-Backed European Securitisation Transaction        | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $115195.19    | 0.00%             | 2034-03-21      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                             | Cencosud SA                                                                      | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |       635000 | PA      | $629316.75    | 0.01%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ALSTRIA OFFICE AG                                       | Alstria Office AG                                                                | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              |  | DE        |      8500000 | PA      | $9917027.94   | 0.09%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                  | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      3000000 | PA      | $1972620.54   | 0.02%             | 2032-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                              | BPER Banca SPA                                                                   | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |      5000000 | PA      | $5926071.96   | 0.06%             | 2030-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $32300.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | Trestles Clo IV Ltd                                                              | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |      2580000 | PA      | $2586580.81   | 0.02%             | 2034-07-21      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                               | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $5006272.50   | 0.05%             | 2042-08-18      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                 | Philippine Government International Bond                                         | CUSIP: 718286CY1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       952000 | PA      | $957950.00    | 0.01%             | 2028-07-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       753000 | PA      | $753153.61    | 0.01%             | 2027-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                               | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |       100000 | PA      | $114952.57    | 0.00%             | 2034-10-18      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2023-A                                            | CUSIP: 56847FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       774000 | PA      | $785607.99    | 0.01%             | 2035-10-22      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                             | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |      1748492 | PA      | $2316733.29   | 0.02%             | 2060-04-28      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo II Ltd                                                              | CUSIP: 96466CBA5<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250258.98    | 0.00%             | 2037-10-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1716000 | PA      | $1754489.88   | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                     | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      1308000 | PA      | $1285617.43   | 0.01%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                 | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      2427000 | PA      | $2530327.10   | 0.02%             | 2031-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003999.80   | 0.02%             | 2032-08-08      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       900000 | PA      | $805537.08    | 0.01%             | 2031-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                      | Pinnacle Bidco PLC                                                               | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      8738000 | PA      | $12188293.98  | 0.12%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                | Medco Maple Tree Pte Ltd                                                         | CUSIP: 000000000<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |      4500000 | PA      | $4708125.00   | 0.04%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       650000 | PA      | $636513.93    | 0.01%             | 2051-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2549000 | PA      | $2564650.10   | 0.02%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| First Mobility Sarl                                     | First Mobility Sarl - Compartment Swiss Lease 2025-1                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       300000 | PA      | $342701.76    | 0.00%             | 2032-10-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                             | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5390000 | PA      | $5061049.92   | 0.05%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| MOSEL BIDCO SE                                          | Mosel Bidco SE 2025 EUR Term Loan B                                              | CUSIP: 000000000<br>LEI: 984500Y5D569472B6455 | Long             | LON              | CORP              | DE        |      2000000 | PA      | $2286324.66   | 0.02%             | 2030-09-16      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                       | Wellfleet CLO 2022-1 Ltd                                                         | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2006516.00   | 0.02%             | 2037-07-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1150000 | PA      | $1150132.02   | 0.01%             | 2031-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1177000 | PA      | $1173127.43   | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                                      | Elmwood CLO IV Ltd                                                               | CUSIP: 29002GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752728.65    | 0.01%             | 2037-04-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NG        |            1 | NC      | $150976.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      4400000 | PA      | $4440257.29   | 0.04%             | 2029-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $74614.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Commercial Mortgage Trust 2024-MRCO                                           | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6805000 | PA      | $6813489.24   | 0.06%             | 2039-06-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 107 CLO Ltd                                                               | CUSIP: 26254FAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       250000 | PA      | $252582.65    | 0.00%             | 2035-08-15      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                      | Shackleton 2017-XI Clo Ltd                                                       | CUSIP: 81883EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250250.00    | 0.00%             | 2030-08-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN QLD FINANCE                                  | Transurban Queensland Finance Pty Ltd                                            | CUSIP: 000000000<br>LEI: 549300RSN9SFNT54IZ82 | Long             | DBT              | CORP              | AU        |      3500000 | PA      | $2284161.18   | 0.02%             | 2032-09-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lake George Park CLO Ltd                                | Lake George Park CLO Ltd                                                         | CUSIP: 509828AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003723.50   | 0.01%             | 2038-04-15      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                               | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |        21000 | PA      | $20849.09     | 0.00%             | 2027-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3551000 | PA      | $3059727.18   | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      3373000 | PA      | $3117713.11   | 0.03%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |     11882000 | PA      | $16636684.14  | 0.16%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3500000 | PA      | $3466155.81   | 0.03%             | 2065-07-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 22 Ltd                                                                   | CUSIP: 74923VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1890000 | PA      | $1897719.33   | 0.02%             | 2037-01-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Holdco 4 Limited                             | VMED O2 UK Holdco 4 Limited 2020 EUR Term Loan R                                 | CUSIP: 000000000<br>LEI: 213800ZRKYXK2SHQOW75 | Long             | LON              | CORP              | GB        |      2500000 | PA      | $2841472.56   | 0.03%             | 2029-01-31      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4915000 | PA      | $4400499.27   | 0.04%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1573000 | PA      | $1606300.41   | 0.02%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                          | ARES Commercial Mortgage Trust 2024-IND                                          | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8030000 | PA      | $8057603.13   | 0.08%             | 2041-07-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.627079 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4279378 | OU      | $90151.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas Clo VII Ltd                                                             | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2997600.00   | 0.03%             | 2035-01-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       522000 | PA      | $482373.62    | 0.00%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      6734000 | PA      | $6867357.85   | 0.06%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| CITIBANK NA                                             | SWP: OIS 9.955000 04-JAN-2027 BZD                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |       909719 | OU      | $-14978.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETRORIO LUX HLD SARL                                   | PRIO Luxembourg Holding Sarl                                                     | CUSIP: 000000000<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |       400000 | PA      | $401500.00    | 0.00%             | 2026-06-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                    | Republic of Cameroon International Bond                                          | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |       450000 | PA      | $422577.00    | 0.00%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       630000 | PA      | $637893.31    | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 LTD                                           | AGL CLO 7 Ltd                                                                    | CUSIP: 008511AN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       580000 | PA      | $580675.18    | 0.01%             | 2034-07-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5550000 | PA      | $5415323.70   | 0.05%             | 2031-12-22      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1220000 | PA      | $1227930.00   | 0.01%             | 2026-01-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV           | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      2123000 | PA      | $2104282.15   | 0.02%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank Commercial Mortgage Trust                 | DBJPM 2017-C6 Mortgage Trust                                                     | CUSIP: 23312JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       250000 | PA      | $238244.13    | 0.00%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                               | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2855000 | PA      | $2858280.68   | 0.03%             | 2038-04-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                     | 522 Funding CLO 2019-5 Ltd                                                       | CUSIP: 33829WAC3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3255358.28   | 0.03%             | 2035-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       892000 | PA      | $938384.00    | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      3500000 | PA      | $4249440.63   | 0.04%             | 2033-09-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2024-HYB1                                                 | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6409865 | PA      | $6382105.10   | 0.06%             | 2063-11-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 143086000000 | PA      | $8869562.45   | 0.08%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                    | SoFi Professional Loan Program 2021-B Trust                                      | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1641039 | PA      | $1421313.71   | 0.01%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2025-NQM2                                        | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |      3026214 | PA      | $3034245.39   | 0.03%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                     | Rocket Software Inc 2023 EUR Term Loan B                                         | CUSIP: 77313DAX9<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      2000000 | PA      | $2291437.24   | 0.02%             | 2028-11-28      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $-3509.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                                    | Halseypoint Clo 6 Ltd                                                            | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1104038.98   | 0.01%             | 2038-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3427877.91   | 0.03%             | 2029-03-13      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       197000 | PA      | $205125.55    | 0.00%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6033000 | PA      | $5983610.12   | 0.06%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Milford Park CLO, Ltd.                                  | Milford Park CLO Ltd                                                             | CUSIP: 59966PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $2998500.00   | 0.03%             | 2038-01-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| PFP III                                                 | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1443860 | PA      | $1445225.61   | 0.01%             | 2039-09-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                             | SWP: OIS 11.682500 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |      3818118 | OU      | $-32060.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HIH Trust                                               | HIH Trust 2024-61P                                                               | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4029688 | PA      | $4032206.52   | 0.04%             | 2041-10-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                   | ARI Fleet Lease Trust 2024-A                                                     | CUSIP: 00218KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       829000 | PA      | $836909.99    | 0.01%             | 2032-11-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2024-1                                        | CUSIP: 758983AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3844000 | PA      | $3974064.43   | 0.04%             | 2036-07-15      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      1421000 | PA      | $1505145.51   | 0.01%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      4091000 | PA      | $4658740.54   | 0.04%             | 2026-10-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUBE TREASURY PTY LTD                                   | Qube Treasury Pty Ltd                                                            | CUSIP: 000000000<br>LEI: 9845005E938043FLCE53 | Long             | DBT              | CORP              | AU        |       800000 | PA      | $522428.16    | 0.00%             | 2034-12-11      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HKL85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22050651 | PA      | $22050626.95  | 0.21%             | 2055-03-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1160000 | PA      | $1188998.84   | 0.01%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       578000 | PA      | $640855.55    | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1105000 | PA      | $1150332.63   | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2019-3 Ltd                                                           | CUSIP: 67400EBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3010818.90   | 0.03%             | 2038-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |       912000 | PA      | $961886.40    | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| Regatta XXVIII Funding Ltd.                             | Regatta XXVIII Funding Ltd                                                       | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $753239.40    | 0.01%             | 2037-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                    | OHA Loan Funding 2015-1 Ltd                                                      | CUSIP: 67109BDE1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501246.95    | 0.00%             | 2037-01-19      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | CDX.NA.IG.44.V1 5YR RTP @ 65.00000                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | KY        |   -156511000 | OU      | $-69935.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCF Rahoituspalvelut DAC                                | SCF Rahoituspalvelut XIII DAC                                                    | CUSIP: 000000000<br>LEI: 875500BJTX1DZ2QIPK23 | Long             | ABS-O            | CORP              | IE        |       389835 | PA      | $445220.20    | 0.00%             | 2034-06-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $29991.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-1                                                  | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      1171798 | PA      | $1162971.96   | 0.01%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $209402.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tricon Residential                                      | Tricon Residential 2024-SFR3 Trust                                               | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1372943 | PA      | $1357487.23   | 0.01%             | 2041-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XIX Ltd                                                             | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       779890 | PA      | $780732.17    | 0.01%             | 2031-04-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWP: OIS 8.644400 04-APR-2030 IBR                                                | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  19249255597 | OU      | $-14847.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                      | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      4076000 | PA      | $4311772.14   | 0.04%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.629300 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     80491283 | OU      | $-68696.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-2763.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      1997000 | PA      | $2241447.45   | 0.02%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                    | Range Resources Corp                                                             | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |       832000 | PA      | $853075.39    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                              | ATLX 2024-RPL1 Trust                                                             | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6459651 | PA      | $6211074.32   | 0.06%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR15 Ltd                                                                         | CUSIP: 74980XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $300434.34    | 0.00%             | 2036-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                    | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |      2000000 | PA      | $2263597.31   | 0.02%             | 2026-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       227000 | PA      | $228135.00    | 0.00%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       413000 | PA      | $509850.13    | 0.00%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2020-3 Ltd                                                            | CUSIP: 13876RAN4<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250922.40    | 0.00%             | 2037-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                          | Goldstory SAS                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      6452000 | PA      | $7679762.65   | 0.07%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                           | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       218985 | PA      | $290539.34    | 0.00%             | 2035-02-17      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Castell                                                 | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |        99999 | PA      | $132370.04    | 0.00%             | 2062-01-27      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                           | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7825000 | PA      | $7822554.69   | 0.07%             | 2039-12-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      2822000 | PA      | $2463569.03   | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       178047 | PA      | $177852.19    | 0.00%             | 2031-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                | Ford Credit Auto Owner Trust 2023-REV2                                           | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       166000 | PA      | $170148.16    | 0.00%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1158000 | PA      | $1209238.40   | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |       926000 | PA      | $877002.56    | 0.01%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                | SLM Corp                                                                         | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      1697000 | PA      | $1657964.59   | 0.02%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust 2025-HE1                                                             | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5360002 | PA      | $5402435.99   | 0.05%             | 2055-01-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6991285 | PA      | $6999468.23   | 0.07%             | 2054-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                   | Arroyo Mortgage Trust 2019-1                                                     | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       507168 | PA      | $491628.24    | 0.00%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                       | Italy Buoni Poliennali Del Tesoro                                                | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     50682000 | PA      | $58682735.71  | 0.55%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      5808000 | PA      | $5677861.31   | 0.05%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      1605000 | PA      | $1652177.37   | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Circet Europe                                           | Circet Europe 2021 EUR Term Loan B                                               | CUSIP: 000000000<br>LEI: 969500GH3D3KICWW8M40 | Long             | LON              | CORP              | FR        |            0 | PA      | $0.00         | 0.00%             | 2028-10-13      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $754106.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-27640.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quarzo Srl                                              | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |        81863 | PA      | $94408.25     | 0.00%             | 2041-06-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      1963000 | PA      | $2032320.52   | 0.02%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                 | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      6908000 | PA      | $7825603.30   | 0.07%             | 2026-06-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      2602000 | PA      | $2704818.03   | 0.03%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                               | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3200000 | PA      | $3196959.68   | 0.03%             | 2038-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                           | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      3384000 | PA      | $3566485.58   | 0.03%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |            1 | NC      | $-7112.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       510000 | PA      | $496128.00    | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       488000 | PA      | $493419.04    | 0.00%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       803000 | PA      | $734830.20    | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| KYRGYZ REP INTL BOND                                    | Kyrgyz Republic International Bond                                               | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |       658000 | PA      | $658000.00    | 0.01%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3270562 | PA      | $3178509.75   | 0.03%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 8 Ltd                                                                         | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2045000 | PA      | $2050106.37   | 0.02%             | 2037-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 15 Ltd                                     | AGL Core CLO 15 Ltd                                                              | CUSIP: 00121GAA6<br>LEI: 5493001O95I190NV0196 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002500.00   | 0.01%             | 2035-01-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4056000 | PA      | $2524200.21   | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-8                                                | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |      4577331 | PA      | $4567228.02   | 0.04%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    259060000 | PA      | $12579639.40  | 0.12%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                          | Milos CLO Ltd                                                                    | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |       422048 | PA      | $422151.85    | 0.00%             | 2030-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $443239.90    | 0.00%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                | ORLEN SA                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |       285000 | PA      | $292125.00    | 0.00%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                               | Hops Hill NO 5 PLC                                                               | CUSIP: 000000000<br>LEI: 635400LDVC1LDKJUB342 | Long             | ABS-MBS          | CORP              | GB        |       897000 | PA      | $1186032.58   | 0.01%             | 2056-06-21      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |      2916000 | PA      | $3125243.41   | 0.03%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| SGL GROUP APS                                           | SGL Group ApS                                                                    | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |      3000000 | PA      | $3453436.33   | 0.03%             | 2031-02-24      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                           | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2092000 | PA      | $2326559.22   | 0.02%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      4276500 | PA      | $4820018.53   | 0.05%             | 2028-08-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Home Lending Mortgage Trust Series 2024-1                                  | CUSIP: 16160DAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       794631 | PA      | $799927.85    | 0.01%             | 2055-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                          | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |       409428 | PA      | $542586.56    | 0.01%             | 2032-05-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                 | San Miguel Global Power Holdings Corp                                            | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |      3100000 | PA      | $3045750.00   | 0.03%             | 2029-12-02      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 76 B Ltd                                              | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       350000 | PA      | $351137.33    | 0.00%             | 2037-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     19486000 | PA      | $23305127.56  | 0.22%             | 2029-03-02      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                       | Clean Harbors Inc                                                                | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |       482000 | PA      | $478041.68    | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                    | OHA Loan Funding 2013-2 Ltd                                                      | CUSIP: 67104LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        97320 | PA      | $97438.40     | 0.00%             | 2031-05-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       745000 | PA      | $712464.74    | 0.01%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| COLT Funding LLC                                        | COLT 2025-7 Mortgage Loan Trust                                                  | CUSIP: 19689CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $1400111.58   | 0.01%             | 2070-06-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      1134000 | PA      | $1170951.39   | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       535000 | PA      | $512484.95    | 0.00%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                               | Golden Bar Securitisation Srl                                                    | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |       192341 | PA      | $221470.01    | 0.00%             | 2043-09-22      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                          | ELFI Graduate Loan Program 2022-A LLC                                            | CUSIP: 28628CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       110282 | PA      | $107143.34    | 0.00%             | 2047-08-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                         | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       622347 | PA      | $710576.55    | 0.01%             | 2057-12-27      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2193000 | PA      | $2220409.87   | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                           | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      1479000 | PA      | $1497000.91   | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       411000 | PA      | $383487.87    | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                      | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      4537000 | PA      | $3268279.35   | 0.03%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2017-B                                          | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |        63093 | PA      | $62994.88     | 0.00%             | 2035-10-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                      | MCR 2024-HF1 Mortgage Trust                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5830000 | PA      | $5837287.50   | 0.06%             | 2041-12-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1701000 | PA      | $1840821.21   | 0.02%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       355000 | PA      | $363686.94    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-12                                                 | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |     12808769 | PA      | $12793922.71  | 0.12%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |            1 | NC      | $-609262.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 10 Ltd                                                                   | CUSIP: 48662LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250008.90    | 0.00%             | 2034-04-23      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| TALBOT PARTICIPATION SAS                                | TALBOT PARTICIPATION SAS EUR TERM LOAN B                                         | CUSIP: 000000000<br>LEI: 213800YELAANTUZKN615 | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1143573.16   | 0.01%             | 2032-06-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 3, Ltd.                                 | HalseyPoint CLO 3 Ltd                                                            | CUSIP: 40638UBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1340000 | PA      | $1349717.28   | 0.01%             | 2037-07-30      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2022-NQM8 Trust                                                              | CUSIP: 67117YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1589881 | PA      | $1584094.24   | 0.01%             | 2062-09-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       205000 | PA      | $201820.08    | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      6356000 | PA      | $7380206.65   | 0.07%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                            | Oriental Republic of Uruguay                                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       503109 | PA      | $453552.76    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance PLC                                    | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      6391000 | PA      | $8236103.42   | 0.08%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                     | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      8700000 | PA      | $8911804.81   | 0.08%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       928000 | PA      | $946389.55    | 0.01%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                     | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |       400000 | PA      | $457279.08    | 0.00%             | 2038-12-14      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                     | Starwood Mortgage Residential Trust 2021-2                                       | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4001647 | PA      | $3734296.08   | 0.04%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      1474000 | PA      | $1412834.60   | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | California Street CLO IX LP                                                      | CUSIP: 13079WDC9<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |       840569 | PA      | $842051.36    | 0.01%             | 2032-07-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                | Telefonica Emisiones SA                                                          | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      6200000 | PA      | $7093124.46   | 0.07%             | 2035-06-25      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: KRW 2.443000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   5902413278 | OU      | $3166.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PREEM HOLDING AB                                        | Preem Holdings AB                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      3436000 | PA      | $4066042.61   | 0.04%             | 2027-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2023-2                                                  | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1811895 | PA      | $1878376.78   | 0.02%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       147000 | PA      | $146191.50    | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       704000 | PA      | $727880.38    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-NQM3                                                                   | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6571881 | PA      | $6539891.82   | 0.06%             | 2069-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $532482.00    | 0.01%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 6.942569 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     58945606 | OU      | $-257.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2461000 | PA      | $2177321.02   | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ABRA GLOBAL FINANCE                                     | ABRA Global Finance                                                              | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       268324 | PA      | $204680.23    | 0.00%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                        | Vista Point Securitization Trust 2024-CES3                                       | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7198768 | PA      | $7185051.27   | 0.07%             | 2055-01-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XX                                                                    | CUSIP: 03765LAR3<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |       725000 | PA      | $726825.41    | 0.01%             | 2031-07-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                 | Kaixo Bondco Telecom SA                                                          | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     11740000 | PA      | $13597013.69  | 0.13%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       536000 | PA      | $544430.04    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                             | 30Y RTR 3.650000 26-NOV-2025                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     70790000 | OU      | $632815.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 6.500000 19-MAR-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    817825994 | OU      | $3139.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                               | Golden Bar Securitisation Srl 2025-1                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       100000 | PA      | $115081.18    | 0.00%             | 2044-12-20      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       906000 | PA      | $918640.97    | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $487802.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate Clo 17 Ltd                                                              | CUSIP: 37149PAA6<br>LEI: 21380057FWYXY89TJK26 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003606.70   | 0.01%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO VI Ltd                                                              | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |       255000 | PA      | $255270.78    | 0.00%             | 2034-01-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Elstree Funding                                         | Elstree Funding No 5 PLC                                                         | CUSIP: 000000000<br>LEI: 635400TQHOGQECGSLM58 | Long             | ABS-MBS          | CORP              | GB        |       539311 | PA      | $714101.73    | 0.01%             | 2061-08-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                     | NOVA Chemicals Corp                                                              | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      5287000 | PA      | $5266455.78   | 0.05%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $7982.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000104.30   | 0.01%             | 2032-01-16      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      6500000 | PA      | $7835385.34   | 0.07%             | 2033-01-31      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      3200000 | PA      | $3243640.35   | 0.03%             | 2055-03-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2018-2 Ltd                                                      | CUSIP: 09629VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2953813 | PA      | $2956864.75   | 0.03%             | 2031-08-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                      | CUSIP: 61765TAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       117000 | PA      | $114919.13    | 0.00%             | 2048-10-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.940000 19-MAR-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      8371248 | OU      | $59844.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2020-19 Ltd                                                              | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2249259.75   | 0.02%             | 2038-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                 | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      4900000 | PA      | $5654822.48   | 0.05%             | 2029-10-03      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 4 Ltd                                                                    | CUSIP: 749984AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       624979 | PA      | $625184.67    | 0.01%             | 2032-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       182035 | PA      | $174969.82    | 0.00%             | 2051-07-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| WEPA HYGIENEPRODUKTE GMB                                | WEPA Hygieneprodukte GmbH                                                        | CUSIP: 000000000<br>LEI: 529900KQ44OJDIDU6J81 | Long             | DBT              | CORP              | DE        |      3000000 | PA      | $3590923.36   | 0.03%             | 2031-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                | Banca Monte dei Paschi di Siena SpA                                              | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |      8500000 | PA      | $9818722.18   | 0.09%             | 2035-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      8330000 | PA      | $9405166.80   | 0.09%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | Newday Funding Master Issuer PLC - Series 2024-3                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       438000 | PA      | $580316.47    | 0.01%             | 2032-11-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                         | MV Holding GmbH 2025 EUR Term Loan B                                             | CUSIP: 55404TAG7<br>LEI: 549300Z5C6IXF1KV0Z78 | Long             | LON              | CORP              | DE        |      1000000 | PA      | $1141199.47   | 0.01%             | 2032-03-17      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2024-INV1 Trust                                                             | CUSIP: 36831BBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       200841 | PA      | $203126.18    | 0.00%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Auto ABS                                                | Auto ABS Spanish Loans 2024-1 FT                                                 | CUSIP: 000000000<br>LEI: 9598007LTXPL84RD7W58 | Long             | ABS-O            | CORP              | ES        |       796812 | PA      | $911852.01    | 0.01%             | 2038-09-28      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO LIMITED                                    | Market Bidco Limited 2024 EUR Term Loan B                                        | CUSIP: 000000000<br>LEI: 549300RKU7UEPSC42U63 | Long             | LON              | CORP              | GB        |      2229658 | PA      | $2534637.37   | 0.02%             | 2030-11-04      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       447000 | PA      | $344905.20    | 0.00%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |      7957000 | PA      | $9249685.44   | 0.09%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                   | Banijay Entertainment SAS                                                        | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |      5496000 | PA      | $6543895.08   | 0.06%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1218000 | PA      | $1297517.04   | 0.01%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Hermitage Plc                                           | Hermitage 2025 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MSBHAPT1EQBW93 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $132131.41    | 0.00%             | 2033-04-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      1352000 | PA      | $1351337.52   | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                                    | Elect Global Investments Ltd                                                     | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |      1067000 | PA      | $693550.00    | 0.01%             | 2025-09-02      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      3900000 | PA      | $4594603.95   | 0.04%             | 2028-01-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $161806.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bletchley Park Funding                                  | Bletchley Park Funding 2025-1 PLC                                                | CUSIP: 000000000<br>LEI: 635400OJVL3HJJTKNB05 | Long             | ABS-MBS          | CORP              | GB        |       131000 | PA      | $173953.88    | 0.00%             | 2070-01-27      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       872000 | PA      | $892718.72    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                            | Providus CLO II DAC                                                              | CUSIP: 000000000<br>LEI: 635400JFBYET5G2XFP83 | Long             | ABS-CBDO         | CORP              | IE        |       910000 | PA      | $1037058.92   | 0.01%             | 2038-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                             | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       461000 | PA      | $477826.50    | 0.00%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1431000 | PA      | $1397968.51   | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-4                                                | CUSIP: 92540GAE8<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |      1335000 | PA      | $1361863.40   | 0.01%             | 2069-06-25      | Variable      | 7.64%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                 | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      7500000 | PA      | $4600506.41   | 0.04%             | 2049-09-09      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                     | Eaton Vance CLO 2013-1 Ltd                                                       | CUSIP: 27830BBQ6<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |      2400000 | PA      | $2400000.00   | 0.02%             | 2034-01-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                                 | Saudi Electricity Sukuk Programme Co                                             | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |       400000 | PA      | $403808.00    | 0.00%             | 2029-02-13      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-10                                                 | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |      7064020 | PA      | $7024930.24   | 0.07%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2023-NQM1 Trust                                                              | CUSIP: 55285PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       562100 | PA      | $560403.19    | 0.01%             | 2067-11-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      1841000 | PA      | $1776666.26   | 0.02%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                 | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      3876000 | PA      | $3635953.89   | 0.03%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| Quarzo Srl                                              | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |      1067000 | PA      | $1221194.70   | 0.01%             | 2042-03-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2200000 | PA      | $2592322.47   | 0.02%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2047000 | PA      | $2072935.49   | 0.02%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1813000 | PA      | $1809425.31   | 0.02%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2025-BHR5                 | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7917000 | PA      | $7926874.08   | 0.07%             | 2040-03-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      4320000 | PA      | $4358698.56   | 0.04%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6465000 | PA      | $6511467.19   | 0.06%             | 2041-10-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 5 Ltd                                                                    | CUSIP: 74923EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1237291 | PA      | $1238394.98   | 0.01%             | 2032-07-24      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | FSWP: OIS 8.070000 17-SEP-2026 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   1912725939 | OU      | $1817.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6086000 | PA      | $6293516.78   | 0.06%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RAMSAY GENERALE DE SANTE SA                             | Ramsay Generale de Sante SA 2025 EUR Term Loan B4                                | CUSIP: 000000000<br>LEI: 969500I1EJGUAT223F44 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2275916.93   | 0.02%             | 2031-08-13      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Victory Street CLO                                      | Victory Street CLO I DAC                                                         | CUSIP: 000000000<br>LEI: 635400D4KWYZ4IFHKI82 | Long             | ABS-CBDO         | CORP              | IE        |      1250000 | PA      | $1440949.92   | 0.01%             | 2038-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2021-21 Ltd                                                              | CUSIP: 671000AL1<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1249587.50   | 0.01%             | 2038-01-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       970000 | PA      | $1242759.54   | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                    | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       844996 | PA      | $825474.05    | 0.01%             | 2048-08-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| LION/POLARIS LUX 4 SA                                   | Lion/Polaris Lux 4 SA                                                            | CUSIP: 000000000<br>LEI: 984500BFD3F99A7UB874 | Long             | DBT              | CORP              | LU        |      6481000 | PA      | $7440336.97   | 0.07%             | 2029-07-01      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 6.944000 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    234883215 | OU      | $-1199.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      2978000 | PA      | $3072730.18   | 0.03%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                        | Owl Rock CLO V Ltd                                                               | CUSIP: 69120JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1501072.05   | 0.01%             | 2034-04-20      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.790000 25-FEB-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    135515323 | OU      | $4836.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      2473000 | PA      | $2549677.84   | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2021-3                                      | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       760680 | PA      | $665112.63    | 0.01%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BSSF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3849725 | PA      | $3849346.69   | 0.04%             | 2054-08-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1610.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.690000 26-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     31945028 | OU      | $1180.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $997693.64    | 0.01%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2024-NQM3                                    | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |      9370753 | PA      | $9365121.63   | 0.09%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-D                                          | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       120420 | PA      | $111967.88    | 0.00%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4555000 | PA      | $4576351.56   | 0.04%             | 2041-05-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                 | Abanca Corp Bancaria SA                                                          | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |      6000000 | PA      | $7040042.09   | 0.07%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                    | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       290000 | PA      | $261000.00    | 0.00%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      1969000 | PA      | $1988168.22   | 0.02%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| Social Professional Loan Program LLC                    | Sofi Professional Loan Program 2018-A LLC                                        | CUSIP: 83406EAC9<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |       128528 | PA      | $128183.52    | 0.00%             | 2042-02-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Orchard Park CLO, LTD.                                  | Orchard Park Clo Ltd                                                             | CUSIP: 68563JAA2<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003041.30   | 0.01%             | 2037-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2014-1 Ltd                                  | CUSIP: 14310MBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1102341.35   | 0.01%             | 2031-04-17      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2025-1 Ltd                                                     | CUSIP: 69703YAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003696.70   | 0.01%             | 2038-04-20      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       538000 | PA      | $564362.00    | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| LBA Trust                                               | LBA Trust 2024-7IND                                                              | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6180000 | PA      | $6202040.97   | 0.06%             | 2041-10-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819EAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2425000 | PA      | $2437095.42   | 0.02%             | 2037-07-23      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500653.30    | 0.00%             | 2038-01-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       363000 | PA      | $424011.12    | 0.00%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                 | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6508000 | PA      | $6779207.88   | 0.06%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: —       |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      2788000 | PA      | $2633398.99   | 0.02%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2018-B                                          | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |       133060 | PA      | $132787.42    | 0.00%             | 2037-01-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      1269000 | PA      | $1256779.53   | 0.01%             | 2026-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      4310000 | PA      | $4385050.03   | 0.04%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley & Co. International PLC                  | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |            1 | NC      | $-636.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                     | Xerox Holdings Corp                                                              | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      8260000 | PA      | $5463164.00   | 0.05%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2200000 | PA      | $2204626.16   | 0.02%             | 2032-08-08      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOG                          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      1015000 | PA      | $1081870.48   | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| UBS AG                                                  | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |            1 | NC      | $-48413.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                    | SCG 2024-MSP Mortgage Trust                                                      | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8700000 | PA      | $8705434.02   | 0.08%             | 2041-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3988000 | PA      | $3947864.37   | 0.04%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2025-1 Ltd                                                     | CUSIP: 69703UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752123.63    | 0.01%             | 2038-04-20      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                | Continuum Green Energy India Pvt / Co-Issuers                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      2842382 | PA      | $2924099.97   | 0.03%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       256000 | PA      | $257202.07    | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                          | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3076000 | PA      | $3069533.94   | 0.03%             | 2042-08-12      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                           | Radian Mortgage Capital Trust 2024-J2                                            | CUSIP: 75023WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1918008 | PA      | $1892834.05   | 0.02%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNLAB BONDCO PLC                                       | Synlab Bondco Plc 2024 EUR Term Loan                                             | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | LON              | CORP              | LU        |      2000000 | PA      | $2288310.35   | 0.02%             | 2031-04-16      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |      2514000 | PA      | $2845800.68   | 0.03%             | 2030-01-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2021-1                                          | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $453655.90    | 0.00%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      5905000 | PA      | $6353283.98   | 0.06%             | 2031-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                    | Speedster Bidco GmbH 2024 EUR Term Loan B                                        | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |      2000000 | PA      | $2288972.25   | 0.02%             | 2031-12-10      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      4870909 | PA      | $4935957.16   | 0.05%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3383000 | PA      | $3292561.25   | 0.03%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| AHLSTROM HLDG 3 OY                                      | Ahlstrom Holding 3 Oy                                                            | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |      8689000 | PA      | $8329973.04   | 0.08%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BBAM US CLO LTD.                                        | BBAM US CLO I Ltd                                                                | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |      4560000 | PA      | $4558806.19   | 0.04%             | 2038-03-30      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                          | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3605000 | PA      | $3672828.80   | 0.03%             | 2039-07-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| RUN NQM TRUST                                           | RUN 2022-NQM1 Trust                                                              | CUSIP: 74981CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2043797 | PA      | $1991581.60   | 0.02%             | 2067-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                         | Engineering - Ingegneria Informatica - SpA                                       | CUSIP: 000000000<br>LEI: 81560042F5E23EE61346 | Long             | DBT              | CORP              | IT        |      4865000 | PA      | $5879542.03   | 0.06%             | 2028-05-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust            | Wells Fargo Mortgage Backed Securities 2018-1                                    | CUSIP: 94989UAA9<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |       169643 | PA      | $154674.55    | 0.00%             | 2047-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                                   | Julius Baer Group Ltd                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |      1000000 | PA      | $981270.00    | 0.01%             | 2026-10-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                           | UK Logistics 2024-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-MBS          | CORP              | IE        |       202000 | PA      | $267310.40    | 0.00%             | 2034-05-17      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      5451000 | PA      | $5590518.35   | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Dwight 2025-FL1 Issuer LLC                              | Dwight 2025-FL1 Issuer LLC                                                       | CUSIP: 233636AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1570000 | PA      | $1571418.02   | 0.01%             | 2042-09-18      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Autonoria                                               | AutoNoria Spain 2025 FT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       100000 | PA      | $114846.21    | 0.00%             | 2043-04-30      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                          | Diamond II Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      5500000 | PA      | $5539767.20   | 0.05%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 64 CLO Ltd                                                                | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       444134 | PA      | $444662.78    | 0.00%             | 2031-04-18      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1665000 | PA      | $1703323.47   | 0.02%             | 2032-08-20      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.226000 17-SEP-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4165473 | OU      | $1882.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer Capital Corp BV                                   | Bayer Capital Corp BV                                                            | CUSIP: 000000000<br>LEI: 529900KEOKKPYZLTAU90 | Long             | DBT              | CORP              | NL        |     11700000 | PA      | $13254563.94  | 0.13%             | 2026-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-NQM4 Trust                                                             | CUSIP: 69381UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5035920.00   | 0.05%             | 2069-12-26      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       963000 | PA      | $972739.78    | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       480000 | PA      | $526304.12    | 0.00%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $47555.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avoca Static CLO                                        | Avoca Static CLO I DAC                                                           | CUSIP: 000000000<br>LEI: 549300D0MXVAW7ZB0873 | Long             | ABS-CBDO         | CORP              | IE        |       580000 | PA      | $659537.76    | 0.01%             | 2035-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $139053.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       284000 | PA      | $296496.00    | 0.00%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                         | North Macedonia Government International Bond                                    | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |       200000 | PA      | $239195.41    | 0.00%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6600000 | PA      | $6593812.50   | 0.06%             | 2039-12-15      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2023-19 Ltd                                                  | CUSIP: 11765ABA6<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1499954.55   | 0.01%             | 2038-04-15      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2018-A                                          | CUSIP: 78449PAC3<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |       129755 | PA      | $129681.90    | 0.00%             | 2036-02-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4711000 | PA      | $4902780.10   | 0.05%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1296000 | PA      | $1300575.92   | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       260000 | PA      | $254880.60    | 0.00%             | 2027-01-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Autonoria                                               | AutoNoria Spain 2025 FT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       100000 | PA      | $114463.56    | 0.00%             | 2043-04-30      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2021-1                                        | CUSIP: 75907VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       400000 | PA      | $398593.72    | 0.00%             | 2031-03-17      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       824777 | PA      | $954037.45    | 0.01%             | 2029-12-31      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                          | Penta CLO 17 DAC                                                                 | CUSIP: 000000000<br>LEI: 254900P6EQ7DE06DX267 | Long             | ABS-CBDO         | CORP              | IE        |       685000 | PA      | $784690.23    | 0.01%             | 2038-08-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 121 CLO Ltd                                                               | CUSIP: 26253VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004014.20   | 0.01%             | 2037-01-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2020-NQM2 Trust                                                             | CUSIP: 36166RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       138698 | PA      | $134449.41    | 0.00%             | 2065-04-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                    | Together Asset Backed Securitisation 2024-1ST2 PLC                               | CUSIP: 000000000<br>LEI: 635400WGT6N9TVLEC567 | Long             | ABS-MBS          | CORP              | GB        |      1190226 | PA      | $1579767.68   | 0.01%             | 2065-10-12      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                              | Fidelity Grand Harbour CLO 2021-1 DAC                                            | CUSIP: 000000000<br>LEI: 635400KPYNGCFZ6MDR25 | Long             | ABS-CBDO         | CORP              | IE        |      1000000 | PA      | $1146735.54   | 0.01%             | 2034-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| London Bridge Mortgages                                 | London Bridge Mortgages 2025-1 PLC                                               | CUSIP: 000000000<br>LEI: 63540064LX89RJMR9I46 | Long             | ABS-MBS          | CORP              | GB        |       310000 | PA      | $412189.88    | 0.00%             | 2067-03-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 4.212000 27-OCT-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      3654800 | OU      | $12353.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.815500 06-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16608488 | OU      | $-124.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pierpont BTL                                            | Pierpont BTL 2025-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400SRTLDO3B8L9Y97 | Long             | ABS-MBS          | CORP              | GB        |       289000 | PA      | $384313.14    | 0.00%             | 2062-03-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                              | 1345T 2025-AOA                                                                   | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11711000 | PA      | $11710831.13  | 0.11%             | 2030-06-15      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Loan Note Trust          | Latitude Australia Credit Card Master Trust Series 2025-1                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       500000 | PA      | $321594.90    | 0.00%             | 2037-11-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2359000 | PA      | $2717460.58   | 0.03%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      4453000 | PA      | $4809161.02   | 0.05%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                       | Republic of Kenya Government International Bond                                  | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       400000 | PA      | $412000.00    | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                               | Goldman Sachs Group, Inc.                                                        | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15282000 | PA      | $16579286.45  | 0.16%             | 2029-02-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2023-1                                                  | CUSIP: 35042AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2904113 | PA      | $2954749.91   | 0.03%             | 2043-12-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      5473000 | PA      | $6284820.85   | 0.06%             | 2031-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2023-DELC                                                               | CUSIP: 05610DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1007500.00   | 0.01%             | 2038-05-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Polaris                                                 | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132169.97    | 0.00%             | 2068-02-26      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $1792.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      8044000 | PA      | $8122919.68   | 0.08%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Exmoor Funding PLC                                      | Exmoor Funding 2025-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400YFBIYXOQAEON61 | Long             | ABS-MBS          | CORP              | GB        |       101000 | PA      | $133679.75    | 0.00%             | 2095-03-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                      | Exmoor Funding 2025-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400YFBIYXOQAEON61 | Long             | ABS-MBS          | CORP              | GB        |       240000 | PA      | $317426.32    | 0.00%             | 2095-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                  | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7880000 | PA      | $7817378.43   | 0.07%             | 2041-11-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AC9<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |       669000 | PA      | $682980.63    | 0.01%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                       | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       100000 | PA      | $114319.54    | 0.00%             | 2040-01-21      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 6.215000 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    201871137 | OU      | $-4395.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                     | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |      2087000 | PA      | $2018914.55   | 0.02%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2045691 | PA      | $2055831.67   | 0.02%             | 2032-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      5117000 | PA      | $6045855.59   | 0.06%             | 2031-07-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                            | CD 2018-CD7 Mortgage Trust                                                       | CUSIP: 12512JAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       430000 | PA      | $418472.04    | 0.00%             | 2051-08-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      4000000 | PA      | $4786112.33   | 0.05%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                            | Hudson Yards 2019-55HY Mortgage Trust                                            | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       400000 | PA      | $369182.36    | 0.00%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT SEP25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -787 | NC      | $229209.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2023-A                                 | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       222047 | PA      | $226107.22    | 0.00%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       255000 | PA      | $256593.75    | 0.00%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXX LTD                                                     | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |      1375000 | PA      | $1378951.20   | 0.01%             | 2037-07-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                      | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6040000 | PA      | $6534212.73   | 0.06%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                               | Mila 2024-1 BV                                                                   | CUSIP: 000000000<br>LEI: 7245000GAIRCK7Y7VJ68 | Long             | ABS-O            | CORP              | NL        |        97753 | PA      | $111645.93    | 0.00%             | 2041-09-16      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                  | Banque Federative du Credit Mutuel SA                                            | CUSIP: 000000000<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     16700000 | PA      | $19355956.18  | 0.18%             | 2035-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 22 Ltd                                                        | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |      2050000 | PA      | $2054437.43   | 0.02%             | 2038-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                     | ASSURANT CLO II LTD                                                              | CUSIP: 04623TAG0<br>LEI: 6354003JXBM4LA5YCP98 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1505826.15   | 0.01%             | 2031-04-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                               | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      3184000 | PA      | $2932212.46   | 0.03%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                              | Aurium Clo XIII DAC                                                              | CUSIP: 000000000<br>LEI: 635400NUJFLZMWBUGF89 | Long             | ABS-CBDO         | CORP              | IE        |      1100000 | PA      | $1246266.30   | 0.01%             | 2038-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                             | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       400000 | PA      | $364300.00    | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| 720 East CLO Ltd.                                       | 720 East CLO VII Ltd                                                             | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4498095.15   | 0.04%             | 2037-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FINANCE                                 | Wintershall Dea Finance BV                                                       | CUSIP: 000000000<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |     12291000 | PA      | $14074900.97  | 0.13%             | 2032-10-03      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXXIII Ltd                                                          | CUSIP: 895981AA6<br>LEI: 254900BD1TVMJI9ACK12 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1999837.80   | 0.02%             | 2038-07-22      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Taurus CMBS                                             | Taurus 2025-4 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ARN6VSOEBJXY74 | Long             | ABS-MBS          | CORP              | IE        |       782000 | PA      | $1032748.15   | 0.01%             | 2035-08-18      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       671000 | PA      | $678648.66    | 0.01%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |            1 | NC      | $1358.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos Loan Fund 2024-1 Ltd                                                      | CUSIP: 037986AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001280.30   | 0.01%             | 2035-04-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      1601000 | PA      | $1529940.58   | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 13 Ltd                                                        | CUSIP: 67116CAL7<br>LEI: 254900P7TOYX9E9JQ066 | Long             | ABS-CBDO         | CORP              | BM        |       751000 | PA      | $752830.04    | 0.01%             | 2037-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                               | Avoca CLO XVIII DAC                                                              | CUSIP: 000000000<br>LEI: 549300K6K5XESJRIKM24 | Long             | ABS-CBDO         | CORP              | IE        |      1170000 | PA      | $1342825.52   | 0.01%             | 2038-01-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      2451000 | PA      | $2417618.61   | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-134249.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.433293 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2860949 | OU      | $11126.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APLEONA HOLDING GMBH                                    | Apleona Holding GmbH 2024 EUR Term Loan B3                                       | CUSIP: 000000000<br>LEI: 254900SF1BAAOJQ1X773 | Long             | LON              | CORP              | DE        |      1842857 | PA      | $2107441.81   | 0.02%             | 2028-04-28      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       372807 | PA      | $311759.85    | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $107451.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Castell                                                 | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |        99999 | PA      | $132367.66    | 0.00%             | 2062-01-27      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| HBX GROUP INTERNATIONAL PLC                             | HBX Group International PLC EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 984500745985CA77CS69 | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1141918.42   | 0.01%             | 2032-02-13      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                         | Golden Ray SA - Compartment 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $113912.25    | 0.00%             | 2057-12-27      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       200000 | PA      | $196445.88    | 0.00%             | 2038-11-05      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                   | Costa Rica Government International Bond                                         | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |       200000 | PA      | $207465.06    | 0.00%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       436000 | PA      | $317861.44    | 0.00%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $132689.65    | 0.00%             | 2032-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CENTRAL PLAZA DEV LTD                                   | Central Plaza Development Ltd                                                    | CUSIP: 000000000<br>LEI: 254900HLDKFNM2WUVJ54 | Long             | DBT              | CORP              | VG        |       870000 | PA      | $875437.50    | 0.01%             | 2029-04-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                              | Arbour CLO VI DAC                                                                | CUSIP: 000000000<br>LEI: 635400HEJB8VLV1GBH66 | Long             | ABS-CBDO         | CORP              | IE        |      1150000 | PA      | $1311032.89   | 0.01%             | 2037-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6705000 | PA      | $6795685.13   | 0.06%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                             | Taurus 2025-4 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ARN6VSOEBJXY74 | Long             | ABS-MBS          | CORP              | IE        |       129000 | PA      | $170363.83    | 0.00%             | 2035-08-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                         | OEG FINANCE PLC                                                                  | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      2866000 | PA      | $3415318.10   | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AENOVA HOLDING GMBH                                     | Aenova Holding GmbH 2025 EUR Repriced Term Loan B                                | CUSIP: 000000000<br>LEI: 529900MPQ4WWJFDTB881 | Long             | LON              | CORP              | DE        |      1000000 | PA      | $1140183.80   | 0.01%             | 2031-08-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5385000 | PA      | $5390032.28   | 0.05%             | 2039-01-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-3                                                  | CUSIP: 46592ABC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       406170 | PA      | $408818.64    | 0.00%             | 2050-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     11628000 | PA      | $12253005.00  | 0.12%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-2165.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2018-3 Ltd                                                      | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2218838 | PA      | $2218675.20   | 0.02%             | 2030-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1129 | NC      | $-837975.20   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FS Rialto Issuer Ltd                                    | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4000000 | PA      | $4027873.20   | 0.04%             | 2039-10-19      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| General Motors                                          | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886CX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       188000 | PA      | $192447.37    | 0.00%             | 2030-06-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |     12719000 | PA      | $14910157.21  | 0.14%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |       375000 | PA      | $442830.83    | 0.00%             | 2028-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2332000 | PA      | $2115973.78   | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2014-1 Ltd                                  | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       227514 | PA      | $227627.46    | 0.00%             | 2031-04-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                        | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     13591000 | PA      | $15455364.74  | 0.15%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd                      | Morgan Stanley Eaton Vance Clo 2022-18 Ltd                                       | CUSIP: 617924AS4<br>LEI: 549300O0I1STG733YG49 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2006019.60   | 0.02%             | 2037-10-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                | Almaviva-The Italian Innovation Co SpA                                           | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      9765000 | PA      | $11302951.70  | 0.11%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                             | Texas Debt Capital CLO 2024-I Ltd                                                | CUSIP: 88240KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2022496.80   | 0.02%             | 2037-04-22      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| FONTERRA COOPERATIVE GRP                                | Fonterra Co-operative Group Ltd                                                  | CUSIP: 000000000<br>LEI: 549300NCQQ9E4O5JX172 | Long             | DBT              | CORP              | NZ        |       400000 | PA      | $261599.67    | 0.00%             | 2032-05-19      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| PARTS EUROPE SA                                         | Parts Europe SA 1st Lien EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |      3000000 | PA      | $3436436.90   | 0.03%             | 2031-02-03      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | CDX.NA.IG.44.V1 5YR RTP @ 65.00000                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |   -243400000 | OU      | $-108760.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2024-CES4                                              | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4053085 | PA      | $4029172.19   | 0.04%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4462656 | PA      | $4439258.82   | 0.04%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                      | A&D Mortgage Trust 2024-NQM4                                                     | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-MBS          | CORP              | US        |      1520926 | PA      | $1518324.55   | 0.01%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2015-1                                       | CUSIP: 64829CAB4<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-MBS          | CORP              | US        |        91619 | PA      | $87447.08     | 0.00%             | 2052-05-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2021-8                                                | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       662950 | PA      | $601853.29    | 0.01%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.922300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       478575 | OU      | $3196.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                            | Barclays Mortgage Loan Trust 2024-NQM1                                           | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2856252 | PA      | $2860096.45   | 0.03%             | 2064-01-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     63720200 | PA      | $2778634.75   | 0.03%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2024-CES6                                              | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-MBS          | CORP              | US        |     10339820 | PA      | $10374953.93  | 0.10%             | 2064-11-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       470000 | PA      | $491436.70    | 0.00%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2021-NQM7 Trust                                                             | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        50767 | PA      | $46847.93     | 0.00%             | 2066-08-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                              | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10496000 | PA      | $10513886.23  | 0.10%             | 2042-04-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                            | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2398648.48   | 0.02%             | 2034-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                | Boxer Parent Company Inc 2025 EUR Term Loan B                                    | CUSIP: 05988HAP2<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      2982525 | PA      | $3414003.07   | 0.03%             | 2031-07-30      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       876000 | PA      | $902465.71    | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo I Ltd                                                               | CUSIP: 96467FBE9<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      1960000 | PA      | $1973072.61   | 0.02%             | 2036-07-24      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      1545000 | PA      | $1461419.05   | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                           | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     19490000 | PA      | $5556188.04   | 0.05%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2340000 | PA      | $2376014.94   | 0.02%             | 2038-11-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HHC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7482200 | PA      | $7433551.19   | 0.07%             | 2054-11-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| STAGE ENTERTAINMENT BV                                  | Stage Entertainment BV 2024 EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 213800LK9D4ZNEX9VB03 | Long             | LON              | CORP              | NL        |      2000000 | PA      | $2290957.93   | 0.02%             | 2029-06-02      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                       | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       796654 | PA      | $906576.00    | 0.01%             | 2036-11-17      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | TRESTLES CLO II LTD                                                              | CUSIP: 89531MAJ1<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $753698.70    | 0.01%             | 2037-07-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7658483 | PA      | $6836298.74   | 0.06%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Merit                                                   | MHP 2021-STOR                                                                    | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4720000 | PA      | $4720000.00   | 0.04%             | 2038-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      3103000 | PA      | $3033847.07   | 0.03%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      2747000 | PA      | $2792132.85   | 0.03%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                 | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |       334000 | PA      | $293098.36    | 0.00%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                 | National Australia Bank Ltd                                                      | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      4575000 | PA      | $2959734.28   | 0.03%             | 2040-07-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      5430000 | PA      | $5403729.50   | 0.05%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       176000 | PA      | $182171.97    | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 6.155200 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    168168512 | OU      | $-4864.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                            | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      1360000 | PA      | $1377680.00   | 0.01%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       259000 | PA      | $254527.54    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1039000 | PA      | $1018134.07   | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       223000 | PA      | $228021.17    | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Home Lending Mortgage Trust 2024-8                                         | CUSIP: 16159XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       100136 | PA      | $99891.32     | 0.00%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2023-4                                                | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |      2222342 | PA      | $2221247.84   | 0.02%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      4410000 | PA      | $4857459.96   | 0.05%             | 2081-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       481000 | PA      | $482466.09    | 0.00%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | 2Y RTP 3.900000 22-SEP-2025                                                      | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |   -183452000 | OU      | $-103388.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 8.650000 07-FEB-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     41508685 | OU      | $-73124.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3638000 | PA      | $3720980.45   | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       915000 | PA      | $864453.84    | 0.01%             | 2052-06-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2017-5                                                  | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1312964 | PA      | $1310356.00   | 0.01%             | 2048-10-26      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2024-25 Ltd                                                  | CUSIP: 117913AA1<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2508444.00   | 0.02%             | 2038-01-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | FSWP: OIS 8.610000 17-SEP-2026 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   1913280944 | OU      | $-450.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       981000 | PA      | $1090783.71   | 0.01%             | 2030-07-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2024-1                                        | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1371000 | PA      | $1395088.33   | 0.01%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       242000 | PA      | $283318.36    | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO VI Ltd                                                                  | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1758033.03   | 0.02%             | 2038-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      2849000 | PA      | $2934116.72   | 0.03%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-PAT                                                                | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $999998.70    | 0.01%             | 2041-03-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Regatta Funding                                         | Regatta XI Funding Ltd                                                           | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2006243.40   | 0.02%             | 2037-07-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     43748000 | PA      | $984996.14    | 0.01%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                        | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       150000 | PA      | $149408.04    | 0.00%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                       | Park Blue Clo 2025-IX Ltd                                                        | CUSIP: 70019UAJ4<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00   | 0.01%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       631000 | PA      | $676432.00    | 0.01%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |     14900000 | PA      | $14886448.45  | 0.14%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2022-1                                      | CUSIP: 24382JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       140000 | PA      | $114985.53    | 0.00%             | 2067-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       893237 | PA      | $899479.46    | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 39 Ltd                                                                   | CUSIP: 00121YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1289682.29   | 0.01%             | 2038-04-20      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                             | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1818216 | PA      | $1715924.27   | 0.02%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    841459000 | PA      | $26965696.89  | 0.25%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                             | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |      2737000 | PA      | $3395443.51   | 0.03%             | 2029-04-13      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 13.420000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     18431094 | OU      | $-11025.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIV GROUP GMBH                                         | Aviv Group GmbH EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      1719745 | PA      | $1968714.93   | 0.02%             | 2032-04-23      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       361000 | PA      | $367484.16    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | Trestles CLO VII Ltd                                                             | CUSIP: 89532XAC1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003366.70   | 0.01%             | 2037-10-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.047300 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17911382 | OU      | $6258.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2021-1                                                    | CUSIP: 52607MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       710000 | PA      | $668991.89    | 0.01%             | 2031-11-20      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                 | EQUATE Petrochemical Co KSC                                                      | CUSIP: 000000000<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |       300000 | PA      | $298031.25    | 0.00%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                            | TICP CLO VI 2016-2 Ltd                                                           | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250444.65    | 0.00%             | 2034-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       552000 | PA      | $580704.00    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Student Loan Trust                                                       | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       903864 | PA      | $911447.80    | 0.01%             | 2072-03-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      2662000 | PA      | $2790524.02   | 0.03%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $901262.28    | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      2351000 | PA      | $2193773.11   | 0.02%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| OPEN TEXT CORP                                          | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      3437000 | PA      | $3217179.79   | 0.03%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTIL LTD                                   | Thames Water Utilities Ltd                                                       | CUSIP: 000000000<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |         7636 | PA      | $8421.41      | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2022-3                                                  | CUSIP: 03464TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7949243 | PA      | $7285611.13   | 0.07%             | 2067-01-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO 40 Ltd                                                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |      2000000 | PA      | $2005316.60   | 0.02%             | 2038-01-05      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2022-NQM5 Trust                                                             | CUSIP: 36168WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       308693 | PA      | $307624.95    | 0.00%             | 2067-08-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                             | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9225000 | PA      | $9291172.40   | 0.09%             | 2055-06-25      | Fixed         | 8.51%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2019-NQM4                                    | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1716907 | PA      | $1633937.46   | 0.02%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                    | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      2943000 | PA      | $2697673.29   | 0.03%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |            1 | NC      | $-560607.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $890921.75    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $6814.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2019-1                                                   | CUSIP: 33852AAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       122606 | PA      | $109627.77    | 0.00%             | 2049-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      4005000 | PA      | $4087413.97   | 0.04%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Rad CLO Ltd                                             | Rad CLO 18 Ltd                                                                   | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003021.20   | 0.01%             | 2037-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-BHAR                                                                   | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1505000 | PA      | $1501237.50   | 0.01%             | 2038-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXIX LTD                                                    | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3248872.25   | 0.03%             | 2038-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      6856000 | PA      | $8488476.67   | 0.08%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2021-2 Ltd                                                           | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2499493.50   | 0.02%             | 2035-01-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $2104110.40   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFRA 2024-NQM3 Trust                                                             | CUSIP: 55287GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3529412 | PA      | $3565182.94   | 0.03%             | 2069-12-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     72223000 | PA      | $19957420.30  | 0.19%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2024-AFC1 Trust                                                            | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       950891 | PA      | $956207.82    | 0.01%             | 2059-03-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-NQM1 Trust                                                             | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1402753 | PA      | $1410542.53   | 0.01%             | 2068-12-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                          | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      3000000 | PA      | $3499915.69   | 0.03%             | 2034-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                  | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      4700000 | PA      | $5546966.63   | 0.05%             | 2054-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |      7090000 | PA      | $6871026.77   | 0.06%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1600000 | PA      | $1612955.36   | 0.02%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       697000 | PA      | $689784.87    | 0.01%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3911804 | PA      | $3912043.80   | 0.04%             | 2032-08-08      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VI Ltd                                                              | CUSIP: 39809GAA3<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |       791098 | PA      | $791550.68    | 0.01%             | 2031-04-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                  | Service Experts Issuer 2021-1 LLC                                                | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        27342 | PA      | $26639.95     | 0.00%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                                 | Greenwood Park CLO Ltd                                                           | CUSIP: 39729RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       181437 | PA      | $181436.55    | 0.00%             | 2031-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | Aimco CLO 11 Ltd                                                                 | CUSIP: 00140NAY6<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |       550000 | PA      | $551781.40    | 0.01%             | 2037-07-17      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1308450.00   | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.769000 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     73536000 | OU      | $-86279.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEREOS FINANCE GROUPE I                                 | Tereos Finance Groupe I SA                                                       | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |      2104000 | PA      | $2405141.51   | 0.02%             | 2030-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-C LLC                                             | CUSIP: 19424WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        74917 | PA      | $70085.08     | 0.00%             | 2055-07-26      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                              | Palmer Square European CLO 2022-2 DAC                                            | CUSIP: 000000000<br>LEI: 549300NBMUBW6AHGY771 | Long             | ABS-CBDO         | CORP              | IE        |       372000 | PA      | $424964.01    | 0.00%             | 2038-01-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-PAT                                                                | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2460000 | PA      | $2460795.07   | 0.02%             | 2041-03-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                  | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1689375.00   | 0.02%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: —       |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       200000 | PA      | $205200.00    | 0.00%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       252000 | PA      | $256908.46    | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       840000 | PA      | $845969.95    | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 14.865000 02-JAN-2026 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     19184058 | OU      | $755.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Partners XVI                                                          | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       625000 | PA      | $626912.88    | 0.01%             | 2037-10-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                      | Gracie Point International Funding 2024-1 LLC                                    | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4510000 | PA      | $4517285.91   | 0.04%             | 2028-03-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                        | Flatiron CLO 23 LLC                                                              | CUSIP: 33883DAQ7<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |      2420000 | PA      | $2423269.42   | 0.02%             | 2036-04-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| JULIUS BAER GROUP LTD                                   | Julius Baer Group Ltd                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |      2577000 | PA      | $3070931.06   | 0.03%             | 2029-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                | SoFi Personal Loan Trust 2023-1                                                  | CUSIP: 78474NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        57120 | PA      | $57618.72     | 0.00%             | 2030-11-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2017-A                                          | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $98374.26     | 0.00%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.035000 17-SEP-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     19802701 | OU      | $-35350.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       920000 | PA      | $910574.51    | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       420000 | PA      | $455175.24    | 0.00%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| London Wall Mortgage Capital                            | London Wall Mortgage Capital PLC                                                 | CUSIP: 000000000<br>LEI: 213800QSO8J75OTK5919 | Long             | ABS-MBS          | CORP              | GB        |       281611 | PA      | $372663.50    | 0.00%             | 2057-05-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY CO ISSUE                                    | Star Energy Geothermal Darajat II / Star Energy Geothermal Salak                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       508000 | PA      | $481076.00    | 0.00%             | 2038-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                               | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3958776.40   | 0.04%             | 2029-08-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| SECTOR ALARM HOLDING AS                                 | Sector Alarm Holding AS 2025 EUR Term Loan B                                     | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |      1000000 | PA      | $1142774.32   | 0.01%             | 2029-06-14      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131MAS2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      4500000 | PA      | $4222687.50   | 0.04%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |     12312000 | PA      | $14911037.80  | 0.14%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | Newday Funding Master Issuer PLC - Series 2025-1                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      1989000 | PA      | $2633368.30   | 0.02%             | 2033-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $149463.42    | 0.00%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2023-1 Ltd                                                     | CUSIP: 69702UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501118.05    | 0.00%             | 2038-01-20      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Telenet International Finance Sarl                      | Telenet International Finance Sarl 2020 EUR Term Loan AQ                         | CUSIP: 000000000<br>LEI: 213800UQWC6KB34WEQ10 | Long             | LON              | CORP              | LU        |      2000000 | PA      | $2258479.40   | 0.02%             | 2029-04-30      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       681000 | PA      | $680486.60    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 8.145000 07-MAY-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     57473343 | OU      | $-31506.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                         | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14900000 | PA      | $14899989.57  | 0.14%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                  | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      1068000 | PA      | $1087826.35   | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38384VMP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5980390 | PA      | $5942037.32   | 0.06%             | 2054-08-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited        | Vantage Data Centers Jersey Borrower Spv Ltd                                     | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |       480000 | PA      | $650379.04    | 0.01%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $199250.00    | 0.00%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust Series 2025-NQM3                                        | CUSIP: 46659QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1299967.89   | 0.01%             | 2065-11-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                             | 2Y RTP 3.750000 08-SEP-2025                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -694155000 | OU      | $-848951.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CR8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4830000 | PA      | $6204141.86   | 0.06%             | 2027-07-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                               | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       345000 | PA      | $346721.65    | 0.00%             | 2041-10-15      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT SAS                               | Banijay Entertainment SAS 2025 EUR Term Loan B (2028)                            | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2286803.97   | 0.02%             | 2028-03-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        72000 | PA      | $65591.57     | 0.00%             | 2052-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                            | TICP CLO VII Ltd                                                                 | CUSIP: 87248TAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002107.10   | 0.01%             | 2033-04-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       930000 | PA      | $812299.20    | 0.01%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                     | Sound Point CLO V-R LTD                                                          | CUSIP: 83607EAA0<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |       445532 | PA      | $446046.80    | 0.00%             | 2031-07-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                | iHeartCommunications Inc                                                         | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      2712000 | PA      | $2111555.88   | 0.02%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad Clo 25 Ltd                                                                   | CUSIP: 75009GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      2000000 | PA      | $2008008.00   | 0.02%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       200000 | PA      | $211629.58    | 0.00%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2021-10 LTD                                                       | CUSIP: 14316YAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1010092.30   | 0.01%             | 2038-01-20      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 102 CLO Ltd                                                               | CUSIP: 26253TAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251656.13    | 0.00%             | 2036-10-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                    | Kleopatra Finco Sarl                                                             | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |      3533000 | PA      | $3710821.06   | 0.04%             | 2026-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                               | CFK Trust 2020-MF2                                                               | CUSIP: 12529AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $468246.95    | 0.00%             | 2039-03-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 41B-R Ltd                                             | CUSIP: 38178AAS2<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3002863.11   | 0.03%             | 2038-07-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Castell                                                 | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |       133999 | PA      | $177265.59    | 0.00%             | 2062-01-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2021-4 LTD                                                        | CUSIP: 14316TAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       580000 | PA      | $581645.40    | 0.01%             | 2034-04-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      4648000 | PA      | $4432681.86   | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF           | iShares iBoxx $ High Yield Corporate Bond ETF                                    | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |      2225116 | NS      | $178854824.08 | 1.69%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS BANK PLC                                       | SWP: OIS 14.740000 02-JAN-2026 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      9588680 | OU      | $1365.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BR4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4665793 | PA      | $4657616.94   | 0.04%             | 2054-06-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      2577000 | PA      | $2637103.37   | 0.02%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      2423000 | PA      | $2187446.36   | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |            1 | NC      | $-39152.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                     | PFS Financing Corp                                                               | CUSIP: 69335PFH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1750000 | PA      | $1751131.55   | 0.02%             | 2028-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       550000 | PA      | $551967.63    | 0.01%             | 2037-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2023-1                                          | CUSIP: 68269JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2310000 | PA      | $2364109.44   | 0.02%             | 2038-06-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5013553 | PA      | $5020451.08   | 0.05%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust 2022-2                                        | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7408866 | PA      | $7319593.51   | 0.07%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                 | Titanium 2l Bondco Sarl                                                          | CUSIP: 000000000<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |      2697500 | PA      | $873630.00    | 0.01%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      1734000 | PA      | $2061536.21   | 0.02%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROSOL SAS                                              | PROSOL SAS 2025 EUR FUNGIBLE TERM LOAN B                                         | CUSIP: 000000000<br>LEI: 969500SQUKFRVADD6263 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2288744.01   | 0.02%             | 2031-07-12      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                  | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1997443 | PA      | $2007143.93   | 0.02%             | 2055-02-25      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      8899000 | PA      | $8178551.73   | 0.08%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-5 Mortgage Loan Trust                                                  | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |      6072193 | PA      | $6031562.09   | 0.06%             | 2069-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                              | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      3094000 | PA      | $3086358.75   | 0.03%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CENTRICA PLC                                            | Centrica PLC                                                                     | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      4418000 | PA      | $5973343.38   | 0.06%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      3482000 | PA      | $3548774.31   | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| PRKCM Trust                                             | PRKCM 2022-AFC1 Trust                                                            | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          722 | PA      | $710.63       | 0.00%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2013-2 Ltd                                                              | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |       267406 | PA      | $267581.09    | 0.00%             | 2031-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.494000 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    161038821 | OU      | $-87558.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2016-12 Ltd                                                              | CUSIP: 67092RAY4<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2006399.80   | 0.02%             | 2037-10-18      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers Clo 44 Ltd                                        | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | KY        |       425000 | PA      | $424935.19    | 0.00%             | 2035-10-16      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                             | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132229.93    | 0.00%             | 2060-04-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       385000 | PA      | $383523.60    | 0.00%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEASED AND TENANTED PUBS 1 LTD                          | Leased and Tenanted Pubs 1 LTD GBP 2nd Lien Term Loan                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      4612118 | PA      | $5969172.90   | 0.06%             | 2028-03-31      | Floating      | 13.84%                | No            |                  3 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                | Industrias Penoles SAB de CV                                                     | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |       691000 | PA      | $674557.66    | 0.01%             | 2029-09-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       572000 | PA      | $676632.86    | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $154474.80    | 0.00%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-VAMF                                                               | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4850000 | PA      | $4848484.38   | 0.05%             | 2039-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| London Bridge Mortgages                                 | London Bridge Mortgages 2025-1 PLC                                               | CUSIP: 000000000<br>LEI: 63540064LX89RJMR9I46 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132948.23    | 0.00%             | 2067-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 6.120000 17-SEP-2028 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    383928000 | OU      | $-4433.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2022-1                                        | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       515043 | PA      | $511417.48    | 0.00%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                  | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |      3100000 | PA      | $3277236.15   | 0.03%             | 2082-03-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       860000 | PA      | $859767.80    | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                             | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132336.64    | 0.00%             | 2060-04-28      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                    | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |       914812 | PA      | $1044018.09   | 0.01%             | 2031-08-17      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2610000 | PA      | $1674615.97   | 0.02%             | 2035-03-11      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| QUIMPER AB                                              | QUIMPER AB 2025 EUR Add-On TERM LOAN B                                           | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |      3000000 | PA      | $3433869.20   | 0.03%             | 2030-03-29      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $713651.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $2090883.92   | 0.02%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       413000 | PA      | $411905.96    | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Cross Mortgage Trust                                    | Cross 2025-H1 Mortgage Trust                                                     | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2979333 | PA      | $2996296.13   | 0.03%             | 2070-02-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5250000 | PA      | $5269687.50   | 0.05%             | 2039-03-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2023-I2                                                                | CUSIP: 12570HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       675393 | PA      | $678475.00    | 0.01%             | 2067-12-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                   | Bank Negara Indonesia Persero Tbk PT                                             | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      4500000 | PA      | $4336875.00   | 0.04%             | 2027-03-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2024-1                                                    | CUSIP: 52603DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6407000 | PA      | $6488527.15   | 0.06%             | 2032-06-21      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-4905.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                     | Verisure Holding AB                                                              | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $474063.34    | 0.00%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      7400000 | PA      | $8212810.88   | 0.08%             | 2027-10-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                       | Kapla Holding SAS                                                                | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1145435.11   | 0.01%             | 2030-07-31      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      1337000 | PA      | $1367225.56   | 0.01%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1824972.96   | 0.02%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       464000 | PA      | $323640.00    | 0.00%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      1502000 | PA      | $1416540.26   | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bonds                                 | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       401000 | PA      | $413030.00    | 0.00%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       255000 | PA      | $251368.80    | 0.00%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4287000 | PA      | $4284060.40   | 0.04%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2022-2                                          | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       717202 | PA      | $716806.13    | 0.01%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      5912000 | PA      | $7084754.61   | 0.07%             | 2033-05-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1033000 | PA      | $1038641.73   | 0.01%             | 2033-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND Mortgage Trust                             | INV 2024-IND Mortgage Trust                                                      | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7342000 | PA      | $7337887.75   | 0.07%             | 2041-11-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                 | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |      1268000 | PA      | $1318064.44   | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO VIII Ltd                                             | CUSIP: 08180XAS1<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001991.20   | 0.01%             | 2031-01-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.835000 09-JAN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     67308355 | OU      | $-2146.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                   | Global Switch Finance BV                                                         | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |      5669000 | PA      | $6043090.56   | 0.06%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                          | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2160000 | PA      | $2229032.30   | 0.02%             | 2041-12-10      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | RAD CLO 24 Ltd                                                                   | CUSIP: 75010CAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004736.90   | 0.01%             | 2037-07-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                 | Honeywell International Inc                                                      | CUSIP: 000000000<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      3362000 | PA      | $3937662.16   | 0.04%             | 2032-05-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       322000 | PA      | $294308.00    | 0.00%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      2624000 | PA      | $2679760.00   | 0.03%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                    | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |       400000 | PA      | $453226.98    | 0.00%             | 2026-01-21      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      5800000 | PA      | $6514999.58   | 0.06%             | 2026-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Trust 2015-3                                                                | CUSIP: 12649XAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       127270 | PA      | $117886.48    | 0.00%             | 2045-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 34 Ltd                                        | CUSIP: 64132YBN1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000000.00   | 0.02%             | 2039-07-20      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| LCH Ltd.                                                | FSWP: KRW 2.403000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  28539788000 | OU      | $-8618.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                               | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |      3300000 | PA      | $3773821.57   | 0.04%             | 2035-04-18      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      1032000 | PA      | $1032832.82   | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 14 Ltd                                         | CUSIP: 38137VAG2<br>LEI: 549300QXPI5JCSVZ9W25 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1013071.40   | 0.01%             | 2037-07-20      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       812000 | PA      | $810897.59    | 0.01%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                 | BDS 2025-FL14 LLC                                                                | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7895000 | PA      | $7883048.55   | 0.07%             | 2042-10-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Merit                                                   | MHP 2021-STOR                                                                    | CUSIP: 55293BAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       350000 | PA      | $350000.00    | 0.00%             | 2038-07-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $47284.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-4                                                  | CUSIP: 034943AA8<br>LEI: 25490046TFINGL6XED11 | Long             | ABS-MBS          | CORP              | US        |      1771972 | PA      | $1782588.64   | 0.02%             | 2069-01-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.305300 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12858092 | OU      | $2506.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IQVIA Inc                                               | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      1264000 | PA      | $1256734.93   | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2016-C1                               | CUSIP: 46645LBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       430000 | PA      | $420325.95    | 0.00%             | 2049-03-17      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       323000 | PA      | $375633.09    | 0.00%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2022-4 Mortgage Loan Trust                                                  | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1637502 | PA      | $1619667.64   | 0.02%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       450000 | PA      | $467443.80    | 0.00%             | 2029-07-15      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ERM Emerald US Inc                                      | ERM Emerald US Inc EUR Term Loan B2                                              | CUSIP: 000000000<br>LEI: 213800T6AWJ7S2PD5U82 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2289999.33   | 0.02%             | 2028-07-12      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                        | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       295000 | PA      | $296180.00    | 0.00%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      9833000 | PA      | $9488672.33   | 0.09%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| TELEFONICA EUROPE BV                                    | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      2500000 | PA      | $2813584.82   | 0.03%             | 2027-02-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       617000 | PA      | $871184.89    | 0.01%             | 2028-04-10      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4283294 | PA      | $4203247.01   | 0.04%             | 2030-03-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corportation Trust 2021-IP                                | CUSIP: 36262MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $99503.37     | 0.00%             | 2036-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                         | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       435000 | PA      | $429928.77    | 0.00%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXXI Ltd                                                    | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9715000 | PA      | $9705590.05   | 0.09%             | 2038-04-23      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       919683 | PA      | $864081.37    | 0.01%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2023-3 Ltd                                                     | CUSIP: 87122FAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004255.30   | 0.01%             | 2037-04-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2365276.63   | 0.02%             | 2029-09-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      3590000 | PA      | $3684147.07   | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3651901 | PA      | $3668002.84   | 0.03%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                  | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1921000 | PA      | $1862015.70   | 0.02%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $260810.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4130000 | PA      | $4249109.20   | 0.04%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      4348000 | PA      | $3369700.00   | 0.03%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-CCRE22 Mortgage Trust                                                  | CUSIP: 12592XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       112040 | PA      | $109799.67    | 0.00%             | 2048-03-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                     | Prestige Brands Inc                                                              | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      1329000 | PA      | $1317919.99   | 0.01%             | 2028-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                         | OEG Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $3575001.50   | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                            | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      1868000 | PA      | $2249817.51   | 0.02%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      2957000 | PA      | $3021799.11   | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-INV2                                             | CUSIP: 92540NAA1<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-MBS          | CORP              | US        |      1828613 | PA      | $1820664.29   | 0.02%             | 2069-08-26      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                       | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |        71578 | PA      | $81805.73     | 0.00%             | 2036-11-17      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      5042000 | PA      | $5368877.90   | 0.05%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| DIRECTV FIN LLC/COINC                                   | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8877000 | PA      | $8560765.49   | 0.08%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      3896000 | PA      | $3845196.94   | 0.04%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       397000 | PA      | $394121.75    | 0.00%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       508000 | PA      | $483616.00    | 0.00%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Rockland Park CLO Ltd                                   | Rockland Park CLO Ltd                                                            | CUSIP: 77366PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00   | 0.01%             | 2034-04-20      | Floating      | 10.84%                | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                             | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      6919000 | PA      | $6415221.38   | 0.06%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| SCOTTS MIRACLE-GRO CO                                   | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |      2222000 | PA      | $2028400.03   | 0.02%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2022-2 Ltd                                            | CUSIP: 69701NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        63940 | PA      | $63960.59     | 0.00%             | 2030-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.876800 01-APR-2031 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     20000000 | OU      | $223504.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      6064000 | PA      | $5730684.36   | 0.05%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| SELF Commercial Mortgage Trust                          | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3050000 | PA      | $3041936.41   | 0.03%             | 2034-11-15      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Credit Student Loan Trust 2004-A                                     | CUSIP: 78443CBH6<br>LEI: 54930054KUX5HFXZUQ43 | Long             | ABS-O            | CORP              | US        |       240234 | PA      | $239354.13    | 0.00%             | 2033-06-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2025-800D                                      | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7471000 | PA      | $7485094.04   | 0.07%             | 2041-11-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                              | AB BSL CLO 2 Ltd                                                                 | CUSIP: 00037LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1502650.50   | 0.01%             | 2034-04-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $23876.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      1507000 | PA      | $1601640.81   | 0.02%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | AOMT 2024-6                                                                      | CUSIP: 034944AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       903654 | PA      | $889270.09    | 0.01%             | 2067-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       392000 | PA      | $372075.27    | 0.00%             | 2035-09-14      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2022-INV3 Trust                                                              | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1100000 | PA      | $949331.79    | 0.01%             | 2066-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                    | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1984000 | PA      | $1850247.17   | 0.02%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.6245 18-NOV-2026 TII                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     24900496 | OU      | $758.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | APIDOS CLO XLVIII Ltd                                                            | CUSIP: 03770WAA9<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |       489000 | PA      | $490749.98    | 0.00%             | 2037-07-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2023-A                                            | CUSIP: 56847FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5997000 | PA      | $6032854.86   | 0.06%             | 2035-10-22      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| La Trobe Financial Capital Markets                      | La Trobe Financial Capital Markets Trust 2025-1                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      1260000 | PA      | $808046.62    | 0.01%             | 2057-05-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 18 Ltd                                                                        | CUSIP: 749752AE1<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2505519.00   | 0.02%             | 2034-10-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | TRSWAP: USHY US EQUITY                                                           | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |     20372748 | OU      | $44371.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                        | ITT Holdings LLC                                                                 | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      5746000 | PA      | $5473115.56   | 0.05%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      1938000 | PA      | $1802767.79   | 0.02%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| ADLER FINANCING SARL                                    | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     17336764 | PA      | $20832642.45  | 0.20%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-680.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2015-10 Ltd                                                              | CUSIP: 67092DBD0<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005127.20   | 0.02%             | 2038-01-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-LBA                                                                | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1194123 | PA      | $1193756.98   | 0.01%             | 2036-02-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |       945000 | PA      | $973136.43    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $-323798.89   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      2318000 | PA      | $2283224.55   | 0.02%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Golden Bar Securitisation                               | Golden Bar Securitisation Srl 2025-1                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       478000 | PA      | $546463.23    | 0.01%             | 2044-12-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                     | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       933657 | PA      | $1067406.03   | 0.01%             | 2038-05-14      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      3666000 | PA      | $4013966.64   | 0.04%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XIII Ltd                                                        | CUSIP: 83012XAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000882.50   | 0.01%             | 2038-01-21      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       635000 | PA      | $638483.80    | 0.01%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |            1 | NC      | $-52507.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3661418 | PA      | $3315927.61   | 0.03%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                     | ReNew Pvt Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |      4000000 | PA      | $3987600.00   | 0.04%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XVII Ltd                                                        | CUSIP: 83012FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1748689.78   | 0.02%             | 2038-04-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                    | Banco de Sabadell SA                                                             | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      1600000 | PA      | $1899503.69   | 0.02%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $1130719.13   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 8.446500 26-MAR-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     11154049 | OU      | $-6142.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2024-2                                                  | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3210413 | PA      | $3191254.08   | 0.03%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2021-B                                            | CUSIP: 56847JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1177000 | PA      | $1103399.01   | 0.01%             | 2036-11-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                          | Sisecam UK PLC                                                                   | CUSIP: 000000000<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |       876000 | PA      | $896209.32    | 0.01%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Resimac                                                 | RESIMAC Premier Series 2025-1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      1531180 | PA      | $987151.64    | 0.01%             | 2056-09-12      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2419000 | PA      | $2445865.41   | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                         | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |      3500000 | PA      | $4252517.36   | 0.04%             | 2027-01-18      | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers Clo 58 Ltd                                        | CUSIP: 640970AA7<br>LEI: 254900FFU2A0PJWUZ830 | Long             | ABS-CBDO         | CORP              | KY        |      1125000 | PA      | $1128321.68   | 0.01%             | 2038-10-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                     | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      3994000 | PA      | $4072757.69   | 0.04%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FF3Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68993987 | PA      | $758402.60    | 0.01%             | 2027-12-25      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XXVI Ltd                                                            | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1509516 | PA      | $1510582.57   | 0.01%             | 2033-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                     | NOVA Chemicals Corp                                                              | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      1034000 | PA      | $987470.00    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 7 Ltd                                                                    | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1502250.00   | 0.01%             | 2036-04-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      1923000 | PA      | $1870117.50   | 0.02%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding                                  | Bletchley Park Funding 2025-1 PLC                                                | CUSIP: 000000000<br>LEI: 635400OJVL3HJJTKNB05 | Long             | ABS-MBS          | CORP              | GB        |       180000 | PA      | $239142.32    | 0.00%             | 2070-01-27      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $1596.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Race Point CLO Ltd                                      | Race Point IX CLO Ltd                                                            | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-CBDO         | CORP              | KY        |        92696 | PA      | $92757.68     | 0.00%             | 2030-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       483000 | PA      | $477461.52    | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                     | Affirm Master Trust                                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5756000 | PA      | $5779858.62   | 0.05%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                     | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      2110000 | PA      | $2127306.22   | 0.02%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      2276000 | PA      | $2340340.24   | 0.02%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      2888000 | PA      | $3026258.73   | 0.03%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      4500000 | PA      | $4538430.00   | 0.04%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| NSW ELECTRICITY NETWORKS                                | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $393953.43    | 0.00%             | 2055-03-11      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $22522.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |       200000 | PA      | $170469.96    | 0.00%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HJ6Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13276428 | PA      | $13311532.36  | 0.13%             | 2055-02-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 5.675000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2099825994 | OU      | $-65604.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $488400.75    | 0.00%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2018-5                                       | CUSIP: 64829XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       142180 | PA      | $140924.30    | 0.00%             | 2057-12-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                 | Warwick Capital CLO 5 Ltd                                                        | CUSIP: 93656FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501895.20    | 0.00%             | 2038-01-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      1726000 | PA      | $1731113.64   | 0.02%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                          | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132608.30    | 0.00%             | 2056-10-21      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                               | LBA Trust 2024-BOLT                                                              | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7325000 | PA      | $7331867.19   | 0.07%             | 2039-06-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13014000 | PA      | $15567882.79  | 0.15%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                      | Exmoor Funding 2025-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400YFBIYXOQAEON61 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132352.22    | 0.00%             | 2095-03-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL                                            | Pierpont BTL 2025-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400SRTLDO3B8L9Y97 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132965.80    | 0.00%             | 2062-03-21      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Betony CLO 2, Ltd.                                      | Betony CLO 2 Ltd                                                                 | CUSIP: 08763QAE2<br>LEI: 5493000QRX4XEMRJZO43 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251000.00    | 0.00%             | 2031-04-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: CZK 3.455000 19-MAR-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     75702260 | OU      | $-61428.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $5405979.51   | 0.05%             | 2028-11-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                         | ZF Finance GmbH                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $115637.13    | 0.00%             | 2026-08-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       615000 | PA      | $580515.84    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 16 Ltd                                                                        | CUSIP: 74971CAA1<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250480.53    | 0.00%             | 2036-07-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO Series 2018-B                                                          | CUSIP: 00900PAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251599.63    | 0.00%             | 2037-04-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Polus Capital Management                                | Polus US CLO II Ltd                                                              | CUSIP: 73163VAC5<br>LEI: 254900AGAA5TXFLBCL85 | Long             | ABS-CBDO         | CORP              | KY        |      2150000 | PA      | $2160662.50   | 0.02%             | 2038-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-SOAR                                           | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1709639 | PA      | $1709104.46   | 0.02%             | 2038-06-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2021-2                                                  | CUSIP: 03465DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2532072 | PA      | $2181482.23   | 0.02%             | 2066-04-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2020-2                                                  | CUSIP: 03464XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        80878 | PA      | $78179.52     | 0.00%             | 2065-01-26      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      2298000 | PA      | $2245623.75   | 0.02%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4000000 | PA      | $3800669.20   | 0.04%             | 2037-03-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                        | TCI-Symphony CLO 2017-1 Ltd                                                      | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       307612 | PA      | $307688.91    | 0.00%             | 2030-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XII-B Ltd                                            | CUSIP: 081917AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       950000 | PA      | $953019.39    | 0.01%             | 2037-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL                                            | Pierpont BTL 2025-1 PLC                                                          | CUSIP: 000000000<br>LEI: 635400SRTLDO3B8L9Y97 | Long             | ABS-MBS          | CORP              | GB        |       552000 | PA      | $731418.97    | 0.01%             | 2062-03-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Henley CLO                                              | Henley CLO IV DAC                                                                | CUSIP: 000000000<br>LEI: 6354009HFM8XXW6PPK55 | Long             | ABS-CBDO         | CORP              | IE        |      1000000 | PA      | $1151126.76   | 0.01%             | 2034-04-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                     | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |       570000 | PA      | $403987.50    | 0.00%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Navient Student Loan Trust                              | Navient Private Education Loan Trust 2015-A                                      | CUSIP: 63939EAD5<br>LEI: 549300YZ4ZMNDBNO4U12 | Long             | ABS-O            | CORP              | US        |       207034 | PA      | $207399.76    | 0.00%             | 2030-11-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      6260000 | PA      | $6714982.81   | 0.06%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                           | Methanex Corp                                                                    | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       348000 | PA      | $346252.90    | 0.00%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares LIV CLO Ltd                                                                 | CUSIP: 04017WAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2006004.80   | 0.02%             | 2038-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       900000 | PA      | $927990.45    | 0.01%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       878000 | PA      | $876817.60    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                | Auto ABS Italian Stella Loans 2025-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       926000 | PA      | $1058673.99   | 0.01%             | 2040-12-28      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       470471 | PA      | $377347.15    | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                      | A&D Mortgage Trust 2024-NQM1                                                     | CUSIP: 00039GAA7<br>LEI: 984500E3BD374F778L95 | Long             | ABS-MBS          | CORP              | US        |       687900 | PA      | $690196.53    | 0.01%             | 2069-02-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1200000 | PA      | $1195980.00   | 0.01%             | 2026-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3368185 | PA      | $3370795.34   | 0.03%             | 2041-05-17      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | ICE: (ITRAXX.XO.42.V1)                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     54468354 | OU      | $6193920.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |       280000 | PA      | $288663.20    | 0.00%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.                                    | NYACK Park CLO Ltd                                                               | CUSIP: 67080PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       252000 | PA      | $252414.79    | 0.00%             | 2034-10-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                           | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |        99899 | PA      | $133046.54    | 0.00%             | 2061-09-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2023-NQM6 Trust                                                              | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1899703 | PA      | $1909237.28   | 0.02%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| TTAN                                                    | TTAN 2021-MHC                                                                    | CUSIP: 87303TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6112538 | PA      | $6114447.81   | 0.06%             | 2038-03-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       309000 | PA      | $316184.25    | 0.00%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2024-SFR2 Trust                                             | CUSIP: 74290XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2089000 | PA      | $1972026.45   | 0.02%             | 2041-04-17      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XX                                                                    | CUSIP: 03765LAP7<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |       440471 | PA      | $440768.42    | 0.00%             | 2031-07-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      4424000 | PA      | $4327293.57   | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2022-2                                                  | CUSIP: 03464PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2139918 | PA      | $1965907.44   | 0.02%             | 2067-01-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                         | ZF Finance GmbH                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $524951.76    | 0.00%             | 2028-05-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      2979000 | PA      | $2889961.26   | 0.03%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |            1 | NC      | $4061.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                      | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      6079000 | PA      | $6337965.40   | 0.06%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| FORTRESS TRANS & INFRAST                                | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      1787000 | PA      | $1854094.70   | 0.02%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENBW INTL FINANCE BV                                    | EnBW International Finance BV                                                    | CUSIP: 000000000<br>LEI: 724500CNCIO1ZTJ0X675 | Long             | DBT              | CORP              | NL        |            0 | PA      | $0.00         | 0.00%             | 2034-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Silae                                                   | Silae 2023 EUR Term Loan B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2282650.00   | 0.02%             | 2031-01-11      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      5895000 | PA      | $5924775.17   | 0.06%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2021 EUR Term Loan                                   | CUSIP: 01957TAK3<br>LEI: 549300ONXPZT3KQZDR65 | Long             | LON              | CORP              | LU        |      1969309 | PA      | $2250588.65   | 0.02%             | 2028-05-12      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                  | Gran Tierra Energy Inc                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |       600000 | PA      | $493500.00    | 0.00%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      5798000 | PA      | $5099012.25   | 0.05%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 87 CLO Ltd                                                                | CUSIP: 26246GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       630000 | PA      | $630000.00    | 0.01%             | 2034-05-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Carbone CLO, LTD                                        | Carbone Clo Ltd                                                                  | CUSIP: 141312AA6<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |      1686896 | PA      | $1688453.41   | 0.02%             | 2031-01-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |       876330 | PA      | $905060.93    | 0.01%             | 2028-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2021-B                                            | CUSIP: 56847JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1987000 | PA      | $1895433.08   | 0.02%             | 2036-11-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2022-C                                          | CUSIP: 78449CAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5072000 | PA      | $4857310.86   | 0.05%             | 2050-05-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                              | AB BSL CLO 3 Ltd                                                                 | CUSIP: 00037QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003002.80   | 0.02%             | 2038-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Arcano Euro CLO                                         | Arcano Euro Clo II DAC                                                           | CUSIP: 000000000<br>LEI: 635400HGPOTPFZDKOF20 | Long             | ABS-CBDO         | CORP              | IE        |      1000000 | PA      | $1141199.47   | 0.01%             | 2039-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2020-PT-A                                       | CUSIP: 78449VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       528250 | PA      | $526318.10    | 0.00%             | 2054-09-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1804798.71   | 0.02%             | 2027-09-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                        | Transnet SOC Ltd                                                                 | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |       701000 | PA      | $728920.83    | 0.01%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                      | A&D Mortgage Trust 2024-NQM5                                                     | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      6205402 | PA      | $6211047.66   | 0.06%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                    | SoFi Professional Loan Program 2020-B Trust                                      | CUSIP: 83405FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1462871 | PA      | $1371170.44   | 0.01%             | 2046-05-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       603000 | PA      | $541797.01    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                    | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       537000 | PA      | $449899.57    | 0.00%             | 2046-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      1749000 | PA      | $1631958.14   | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EDvestinU Private Education Loan Issue No. 1, LLC       | EDvestinU Private Education Loan Issue No 1 LLC                                  | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        47279 | PA      | $46224.47     | 0.00%             | 2038-11-25      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BELDEN INC                                              | Belden Inc                                                                       | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $113673.03    | 0.00%             | 2027-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 26 Ltd                                         | CUSIP: 38139QAL0<br>LEI: 254900C5OE1SRC894D90 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2500000.00   | 0.02%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                   | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      2126000 | PA      | $2426190.07   | 0.02%             | 2037-06-22      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       790000 | PA      | $871091.98    | 0.01%             | 2080-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |      3288000 | PA      | $3475018.15   | 0.03%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                    | SoFi Professional Loan Program 2020-ATrust                                       | CUSIP: 83406TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       365000 | PA      | $310333.51    | 0.00%             | 2046-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                  | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       598000 | PA      | $576574.26    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2021-3 Ltd                                                     | CUSIP: 69688FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002405.00   | 0.01%             | 2035-01-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA2                                           | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5750000 | PA      | $5764375.00   | 0.05%             | 2041-11-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-A                                                 | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5892878 | PA      | $5859067.86   | 0.06%             | 2057-03-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                             | HOMES 2024-NQM1 Trust                                                            | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |      8041805 | PA      | $8065839.92   | 0.08%             | 2069-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      5503000 | PA      | $6292946.78   | 0.06%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2023-3 LLC                                            | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       444613 | PA      | $450699.00    | 0.00%             | 2030-03-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2023-2 Mortgage Loan Trust                                                  | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |      2455707 | PA      | $2467378.84   | 0.02%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| SYNTHOMER PLC                                           | Synthomer PLC                                                                    | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |      6000000 | PA      | $6335138.79   | 0.06%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                         | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       337000 | PA      | $447692.40    | 0.00%             | 2037-05-17      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       229000 | PA      | $219884.18    | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                     | LBM Acquisition LLC                                                              | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     10162000 | PA      | $8917155.00   | 0.08%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP/FINANCE CORP                                  | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1570000 | PA      | $1617085.87   | 0.02%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    804033354 | PA      | $43805696.86  | 0.41%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $13249.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction        | Asset-Backed European Securitisation Transaction Twenty-Five Srl                 | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |       141000 | PA      | $161812.64    | 0.00%             | 2039-11-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2143000 | PA      | $2173942.35   | 0.02%             | 2059-06-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      7087000 | PA      | $7794304.85   | 0.07%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CITY OF ULAANBAATAAR MON                                | City of Ulaanbaatar Mongolia                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      1500000 | PA      | $1523812.50   | 0.01%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 V DAC                                   | Virgin Media O2 Vendor Financing Notes V DAC                                     | CUSIP: 000000000<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |      5098000 | PA      | $6970953.75   | 0.07%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                    | Signal Peak CLO 14 Ltd                                                           | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4420000 | PA      | $4428831.60   | 0.04%             | 2038-01-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2161870 | PA      | $2167715.72   | 0.02%             | 2054-12-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                  | Montenegro Government International Bond                                         | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |       374000 | PA      | $416804.21    | 0.00%             | 2027-12-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       619000 | PA      | $628827.12    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO 23 Ltd                                                                 | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1248782.88   | 0.01%             | 2038-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                     | GSAT Trust 2025-BMF                                                              | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9475000 | PA      | $9477877.56   | 0.09%             | 2040-07-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                             | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      3665000 | PA      | $3256956.13   | 0.03%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ZEGONA COMMUNICATIONS PLC                               | ZEGONA COMMUNICATIONS PLC 2025 EUR FUNGIBLE Add-On Term Loan B                   | CUSIP: 000000000<br>LEI: 213800UXDFOAHVOOVX08 | Long             | LON              | CORP              | GB        |      1500000 | PA      | $1703240.21   | 0.02%             | 2029-07-17      | Floating      | 5.02%                 | No            |                  3 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                                | Virgin Media Vendor Financing Notes IV DAC                                       | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |       200000 | PA      | $193958.62    | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |       165000 | PA      | $170945.41    | 0.00%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 6.994000 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     52894779 | OU      | $-6718.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                                 | ONE 2021-PARK Mortgage Trust                                                     | CUSIP: 682413AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1800000 | PA      | $1768584.06   | 0.02%             | 2036-03-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      5880000 | PA      | $4981934.08   | 0.05%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                        | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       200000 | PA      | $212560.16    | 0.00%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| STOCKLAND TRUST                                         | Stockland Trust                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | AU        |      1500000 | PA      | $982329.05    | 0.01%             | 2032-03-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                               | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    337500000 | PA      | $559225.81    | 0.01%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| Coast Investment Grade                                  | COAST Commercial Mortgage Trust 2023-2HTL                                        | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2644614 | PA      | $2643789.14   | 0.02%             | 2036-08-15      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: CZK 3.617300 18-JUN-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      9258125 | OU      | $-4710.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                          | BSTN Commercial Mortgage Trust 2025-1C                                           | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5612000 | PA      | $5687591.40   | 0.05%             | 2044-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                  | TotalEnergies Capital International SA                                           | CUSIP: 000000000<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      3500000 | PA      | $3742601.76   | 0.04%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13831006 | PA      | $13815864.78  | 0.13%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $37003.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C33                                   | CUSIP: 95000LBB8<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |       850000 | PA      | $840310.09    | 0.01%             | 2059-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1868000 | PA      | $1868787.14   | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                                      | Elmwood CLO XI Ltd                                                               | CUSIP: 29002LAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000153.90   | 0.01%             | 2038-01-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2023-19 Ltd                                                  | CUSIP: 11765AAY5<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $750491.18    | 0.01%             | 2038-04-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital CLO 10 Ltd                                                      | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2254250.25   | 0.02%             | 2038-04-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                     | Xerox Holdings Corp                                                              | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      7580000 | PA      | $4935644.23   | 0.05%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3699000 | PA      | $3802486.92   | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      1578000 | PA      | $1404420.00   | 0.01%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: —       |
| Rad CLO Ltd                                             | RAD CLO 21 Ltd                                                                   | CUSIP: 750099AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3120000 | PA      | $3125153.62   | 0.03%             | 2037-01-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       890000 | PA      | $807035.85    | 0.01%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-TAIL                                                               | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5130000 | PA      | $5129978.97   | 0.05%             | 2035-06-15      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                | Greenko Wind Projects Mauritius Ltd                                              | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      6860000 | PA      | $6971475.00   | 0.07%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Verizon Master Trust                                    | Verizon Master Trust                                                             | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |       345000 | PA      | $350176.83    | 0.00%             | 2031-12-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | CDX.NA.IG.44.V1 5YR RTP @ 55.00000                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | KY        |    156511000 | OU      | $170830.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-B                                           | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3630000 | PA      | $3671742.46   | 0.03%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO LLC                             | BEACH ACQUISITION BIDCO LLC EUR PIK TERM LOAN B                                  | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |      1000000 | PA      | $1140343.57   | 0.01%             | 2032-06-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ATHENA HOLDCO SAS                                       | Athena Holdco SAS 2024 EUR Term Loan B2                                          | CUSIP: 000000000<br>LEI: 2549000RJO0263KQGB75 | Long             | LON              | CORP              | FR        |            0 | PA      | $0.00         | 0.00%             | 2031-04-14      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                     | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |      1497000 | PA      | $1720601.22   | 0.02%             | 2032-07-14      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $10311.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       679701 | PA      | $776678.72    | 0.01%             | 2036-12-29      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BVWT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16953150 | PA      | $16852482.65  | 0.16%             | 2055-05-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                          | Jubilee CLO 2024-XXIX DAC                                                        | CUSIP: 000000000<br>LEI: 635400VFSWKTVSOVPY94 | Long             | ABS-CBDO         | CORP              | IE        |      1420000 | PA      | $1626609.79   | 0.02%             | 2039-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $9526.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                | Continuum Green Energy India Pvt / Co-Issuers                                    | CUSIP: 89629LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |       298995 | PA      | $307591.11    | 0.00%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                             | ProGroup AG                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      3232000 | PA      | $3711187.61   | 0.04%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAY0<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000726.70   | 0.01%             | 2030-11-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      4548000 | PA      | $4148838.87   | 0.04%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $194082.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                       | Clarios Global LP 2025 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      1000000 | PA      | $1144337.77   | 0.01%             | 2032-01-28      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.987300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       957150 | OU      | $7574.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Noria                                                   | FCT Noria 2025                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | FR        |       100000 | PA      | $114317.95    | 0.00%             | 2043-07-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5323000 | PA      | $5468237.52   | 0.05%             | 2036-09-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       494000 | PA      | $481684.43    | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      1076000 | PA      | $1059667.61   | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                     | MidOcean Credit CLO XIX                                                          | CUSIP: 59803HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003571.20   | 0.01%             | 2036-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2017-3 Ltd                                                        | CUSIP: 14314FBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003738.40   | 0.01%             | 2037-10-21      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |       540000 | PA      | $556867.44    | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 6.040000 19-MAR-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    327229197 | OU      | $-3379.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1591000 | PA      | $1590024.56   | 0.02%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2015-3 Ltd                                                              | CUSIP: 92913UBC9<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |      1543077 | PA      | $1542362.79   | 0.01%             | 2031-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-CSMO                                           | CUSIP: 05610MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       600000 | PA      | $606375.00    | 0.01%             | 2027-06-15      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |       270000 | PA      | $323212.28    | 0.00%             | 2027-11-30      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                                 | Autostrade per l'Italia SpA                                                      | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      4061000 | PA      | $4593025.94   | 0.04%             | 2027-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      2147000 | PA      | $2105055.56   | 0.02%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                           | SGL Group ApS                                                                    | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |     10023000 | PA      | $11578932.66  | 0.11%             | 2030-04-22      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5926973 | PA      | $5928821.16   | 0.06%             | 2034-05-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 47 Ltd                                                                   | CUSIP: 48190DAA8<br>LEI: 254900X4Y2IUWMENHX76 | Long             | ABS-CBDO         | CORP              | KY        |      2815000 | PA      | $2825399.74   | 0.03%             | 2038-01-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                    | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |       109000 | PA      | $145113.09    | 0.00%             | 2057-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8239155 | PA      | $8254602.96   | 0.08%             | 2039-02-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| PCL Funding                                             | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |      1142000 | PA      | $1512465.32   | 0.01%             | 2029-07-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                     | BlackRock Cash Funds: Institutional, SL Agency Shares                            | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    487728875 | NS      | $487923966.90 | 4.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $1042123.45   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD TRESRY                                | Heimstaden Bostad Treasury BV                                                    | CUSIP: 000000000<br>LEI: 549300ORG6UYMJBCV938 | Long             | DBT              | CORP              | NL        |       961000 | PA      | $1072965.11   | 0.01%             | 2027-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2021-NQM2                                        | CUSIP: 10569EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       438243 | PA      | $425008.91    | 0.00%             | 2060-03-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $115346.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | Trestles CLO VI Ltd                                                              | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |      5670000 | PA      | $5668073.33   | 0.05%             | 2038-04-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                     | Elmwood CLO II Ltd                                                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752303.85    | 0.01%             | 2037-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5326489 | PA      | $5329811.96   | 0.05%             | 2038-07-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9451000 | PA      | $8980280.75   | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITYCON OYJ                                             | Citycon Oyj                                                                      | CUSIP: 000000000<br>LEI: 549300P8N0P6KDGTJ206 | Long             | DBT              | CORP              | FI        |      2495000 | PA      | $2740070.72   | 0.03%             | 2026-06-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      1159000 | PA      | $1153245.57   | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2017-3 Ltd                                                    | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |       380291 | PA      | $380861.08    | 0.00%             | 2030-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      8041000 | PA      | $8462243.87   | 0.08%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       575000 | PA      | $546958.46    | 0.01%             | 2035-09-14      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                               | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |       600000 | PA      | $686339.04    | 0.01%             | 2035-04-18      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                               | Fortuna Consumer Loan Abs 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400DRZLOPFVGZUR29 | Long             | ABS-O            | CORP              | IE        |       200000 | PA      | $229210.83    | 0.00%             | 2035-04-18      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                             | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132259.25    | 0.00%             | 2060-04-28      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2015-C                                          | CUSIP: 78448RAE6<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |        18096 | PA      | $17993.13     | 0.00%             | 2043-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upfield B.V.                                            | Upfield BV 2025 EUR Term Loan B13                                                | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | LON              | CORP              | NL        |      2000000 | PA      | $2272424.85   | 0.02%             | 2028-01-03      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                      | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4800000 | PA      | $4834734.24   | 0.05%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                        | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      2609000 | PA      | $2496560.71   | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2021-2                                        | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4477000 | PA      | $4262952.84   | 0.04%             | 2033-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                     | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $115042.26    | 0.00%             | 2038-05-14      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |       876330 | PA      | $895060.26    | 0.01%             | 2029-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                        | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4393000 | PA      | $4415463.61   | 0.04%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Annisa CLO Ltd                                          | Annisa CLO Ltd 2016-2                                                            | CUSIP: 036011AU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $400865.36    | 0.00%             | 2031-07-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 26 Ltd                                         | CUSIP: 38139QAN6<br>LEI: 254900C5OE1SRC894D90 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00   | 0.01%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2021-1                                          | CUSIP: 68269MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       200000 | PA      | $186406.22    | 0.00%             | 2036-06-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     12947000 | PA      | $15886373.44  | 0.15%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                      | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |       635000 | PA      | $654050.00    | 0.01%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                       | OCP Aegis CLO 2024-39 Ltd                                                        | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2004000.00   | 0.02%             | 2037-01-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                           | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |       600000 | PA      | $606450.00    | 0.01%             | 2032-02-12      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      7576000 | PA      | $9628995.01   | 0.09%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2024-1                                                    | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5241000 | PA      | $5387196.12   | 0.05%             | 2032-06-21      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $34406.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2020-A                                          | CUSIP: 78449UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3600000 | PA      | $3273028.56   | 0.03%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       363000 | PA      | $355499.69    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO, Ltd                             | Valley Stream Park CLO LTD                                                       | CUSIP: 92013AAX7<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |      5840000 | PA      | $5851834.76   | 0.06%             | 2037-01-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2020-2R Mortgage Loan Trust                                                 | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       907463 | PA      | $845593.97    | 0.01%             | 2065-10-26      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                  | Techem Verwaltungsgesellschaft 675 mbH 2024 EUR Term Loan B5                     | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |      2000000 | PA      | $2292943.62   | 0.02%             | 2029-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       585000 | PA      | $539895.74    | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4332597 | PA      | $4374149.18   | 0.04%             | 2052-11-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-R1 LLC                                                                 | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4139524 | PA      | $4055681.08   | 0.04%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                                           | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      6339000 | PA      | $6515111.05   | 0.06%             | 2031-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       710000 | PA      | $940667.51    | 0.01%             | 2032-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2021-III Ltd                                                        | CUSIP: 12564DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $901227.60    | 0.01%             | 2036-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2025-SBX Mortgage Trust                                                     | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3731000 | PA      | $3724572.23   | 0.04%             | 2041-08-10      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |      2643103 | PA      | $2667386.48   | 0.03%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                         | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2897000 | PA      | $2946794.79   | 0.03%             | 2040-07-15      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      5459000 | PA      | $4590134.64   | 0.04%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3320000 | PA      | $3343096.58   | 0.03%             | 2039-06-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                     | DBGS 2024-SBL                                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7820000 | PA      | $7827331.25   | 0.07%             | 2034-08-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                            | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      4072000 | PA      | $4977356.29   | 0.05%             | 2030-08-08      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      4900000 | PA      | $5706243.42   | 0.05%             | 2030-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $159804.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                | SCIL IV LLC / SCIL USA Holdings LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       350000 | PA      | $399667.61    | 0.00%             | 2026-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4511000 | PA      | $4611384.59   | 0.04%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |            1 | NC      | $-20913.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fair Oaks Loan Funding                                  | Fair Oaks Loan Funding III DAC                                                   | CUSIP: 000000000<br>LEI: 6354002R5DADYSJADR44 | Long             | ABS-CBDO         | CORP              | IE        |      1160000 | PA      | $1320744.15   | 0.01%             | 2034-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                        | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |      1180045 | PA      | $1563554.56   | 0.01%             | 2067-09-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $-5507.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2017-V Ltd                                                          | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |      3670000 | PA      | $3681817.40   | 0.03%             | 2037-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2163 | NC      | $-1163640.01  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ELM Trust 2024                                          | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      3690000 | PA      | $3715670.59   | 0.04%             | 2039-06-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1483000 | PA      | $1321317.26   | 0.01%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2280000 | PA      | $2324786.04   | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |            1 | NC      | $50531.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       635000 | PA      | $646112.50    | 0.01%             | 2030-02-04      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $592120.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $16315.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                     | Minejesa Capital BV                                                              | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       322000 | PA      | $315077.00    | 0.00%             | 2037-08-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2018-I                                                           | CUSIP: 06760GAA9<br>LEI: 549300MY0JQGDVPG6R89 | Long             | ABS-CBDO         | CORP              | KY        |       885483 | PA      | $886069.80    | 0.01%             | 2031-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      2600000 | PA      | $3297210.57   | 0.03%             | 2030-01-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2020-C                                 | CUSIP: 63941KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1852899 | PA      | $1864460.01   | 0.02%             | 2068-11-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                | Itelyum Regeneration Spa                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      8600000 | PA      | $10065169.34  | 0.09%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      2914000 | PA      | $3005884.25   | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merit                                                   | MHP 2021-STOR                                                                    | CUSIP: 55293BAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       215000 | PA      | $215000.00    | 0.00%             | 2038-07-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| harvest commercial capital loan trust                   | Harvest Commercial Capital Loan Trust 2024-1                                     | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2820958 | PA      | $2847229.85   | 0.03%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXII Ltd                                                        | CUSIP: 09629PAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250462.55    | 0.00%             | 2031-07-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    408108200 | PA      | $19656742.92  | 0.19%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                                  | CUSIP: 000000000<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      4580000 | PA      | $5291488.47   | 0.05%             | 2032-05-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2021-NQM4 Trust                                                             | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2261869 | PA      | $1868360.57   | 0.02%             | 2066-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       593000 | PA      | $589348.66    | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      3300000 | PA      | $3809710.02   | 0.04%             | 2082-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                | Project Alpha Intermediate Holding Inc 2024 1st Lien Term Loan B                 | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2030-10-26      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8012000 | PA      | $6931306.11   | 0.07%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Carval CLO LTD                                          | CarVal CLO II Ltd                                                                | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       960974 | PA      | $961456.99    | 0.01%             | 2032-04-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| TREVA Equipment Finance                                 | TREVA Equipment Finance SA - Compartment 2024-1                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |        96709 | PA      | $110308.02    | 0.00%             | 2035-01-20      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                   | Muangthai Capital PCL                                                            | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      4500000 | PA      | $4494375.00   | 0.04%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |       493000 | PA      | $462681.29    | 0.00%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                     | NuStar Logistics LP                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      3172000 | PA      | $3188062.02   | 0.03%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                       | Chile Government International Bond                                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      2677000 | PA      | $3110377.97   | 0.03%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos Clo XL Ltd                                                                | CUSIP: 03769RAN5<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2004799.20   | 0.02%             | 2037-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |      3121000 | PA      | $3087392.14   | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Castell                                                 | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |       120999 | PA      | $161520.27    | 0.00%             | 2062-01-27      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XIV Ltd                                                         | CUSIP: 83013NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3735000 | PA      | $3734575.70   | 0.04%             | 2038-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                 | Alcoa Nederland Holding BV                                                       | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |       809000 | PA      | $770990.02    | 0.01%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                        | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3173000 | PA      | $3564813.11   | 0.03%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5742000 | PA      | $4589253.42   | 0.04%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XIX Ltd                                                         | CUSIP: 83012KAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500000.00    | 0.00%             | 2038-07-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                    | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132418.52    | 0.00%             | 2056-09-12      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      4051000 | PA      | $3859034.94   | 0.04%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 44106MBA9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       933000 | PA      | $915525.19    | 0.01%             | 2026-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        80000 | PA      | $77163.52     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                           | CAFL 2024-RTL1 Issuer LLC                                                        | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3029051.40   | 0.03%             | 2031-11-28      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2025-ST4                                   | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1938000 | PA      | $1933908.30   | 0.02%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-17216.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       955000 | PA      | $979271.33    | 0.01%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                | BX 2024-PALM                                                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7753846 | PA      | $7753846.15   | 0.07%             | 2037-06-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD 2024-VICT Mortgage Trust                                                    | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6300000 | PA      | $6327562.50   | 0.06%             | 2041-07-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-41521.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                     | Sound Point CLO XXV Ltd                                                          | CUSIP: 83614DAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       870000 | PA      | $870838.07    | 0.01%             | 2033-04-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                         | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |       260000 | PA      | $265070.00    | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 6.916000 23-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     44366544 | OU      | $301.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Noria                                                   | FCT Noria 2025                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | FR        |       100000 | PA      | $114211.24    | 0.00%             | 2043-07-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Castell                                                 | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |       149456 | PA      | $197528.25    | 0.00%             | 2062-01-27      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       713000 | PA      | $713563.27    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2270000 | PA      | $2252497.85   | 0.02%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| AMBER FINCO PLC                                         | Amber Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      9000000 | PA      | $10858759.63  | 0.10%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      1051596 | PA      | $1059071.30   | 0.01%             | 2030-09-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                             | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1699000 | PA      | $1754880.53   | 0.02%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                | Aston Martin Capital Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      7662000 | PA      | $9476273.87   | 0.09%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital Clo 3 Ltd                                                       | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3008755.20   | 0.03%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | RAD CLO 28 Ltd                                                                   | CUSIP: 75009UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $756000.08    | 0.01%             | 2038-04-20      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                    | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6555000 | PA      | $6565242.19   | 0.06%             | 2041-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                      | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      1433000 | PA      | $1439448.50   | 0.01%             | 2026-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran CAVU 2022-2 Ltd                                                         | CUSIP: 89625BAN3<br>LEI: 549300JHXVOIVLAKRV03 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2001539.40   | 0.02%             | 2038-03-27      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                            | KBC Group NV                                                                     | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      2200000 | PA      | $2811990.81   | 0.03%             | 2028-09-05      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM17 Trust                                                             | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |      8534617 | PA      | $8529527.27   | 0.08%             | 2064-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      3045000 | PA      | $3046860.50   | 0.03%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1218987 | PA      | $1177002.92   | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       690000 | PA      | $691556.64    | 0.01%             | 2060-06-25      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| RUBIX GROUP MIDCO 3 LIMITED                             | Rubix Group Midco 3 Limited 2024 EUR Term Loan                                   | CUSIP: 000000000<br>LEI: 213800ENCGCXQFBAPG24 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2292099.13   | 0.02%             | 2028-09-30      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                               | Block Inc                                                                        | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      2782000 | PA      | $2728163.01   | 0.03%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |       539000 | PA      | $330872.70    | 0.00%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    189450000 | PA      | $3264075.16   | 0.03%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                         | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2652264 | PA      | $2658220.80   | 0.03%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      4875000 | PA      | $5007970.50   | 0.05%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      2539000 | PA      | $2313362.62   | 0.02%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Boluda Towage SL                                        | Boluda Towage SL 2024 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |      2000000 | PA      | $2294472.83   | 0.02%             | 2030-01-31      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM14 Trust                                                             | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |      3191540 | PA      | $3165362.30   | 0.03%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       192000 | PA      | $198367.30    | 0.00%             | 2032-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2015-1                                       | CUSIP: 64829CAA6<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-MBS          | CORP              | US        |        35511 | PA      | $34005.06     | 0.00%             | 2052-05-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $408.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                         | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      5613000 | PA      | $5902624.29   | 0.06%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| PGA National Resort Commercial Mortgage Trust           | PGA Trust 2024-RSR2                                                              | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6760000 | PA      | $6768450.00   | 0.06%             | 2039-06-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $23648.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MTR CORP CI LTD                                         | MTR Corp CI Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900SEVE6JAZLGDW04 | Long             | DBT              | CORP              | KY        |      4000000 | PA      | $4029200.00   | 0.04%             | 2035-09-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos            | GAMMA Sociedade de Titularizacao de Creditos                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       813064 | PA      | $930601.90    | 0.01%             | 2034-02-25      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECH                               | SEAGATE DATA STORAGE TECH                                                        | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       784000 | PA      | $882961.05    | 0.01%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                      | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      3380000 | PA      | $3538488.20   | 0.03%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |       762000 | PA      | $733003.31    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| IFCO MANAGEMENT GMBH                                    | IFCO Management GmbH 2024 EUR 1st Lien Term Loan B                               | CUSIP: 000000000<br>LEI: 529900W6COKZG9FWRZ51 | Long             | LON              | CORP              | DE        |      3000000 | PA      | $3418360.30   | 0.03%             | 2029-11-29      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SIACI SAINT HONORE                                      | SIACI SAINT HONORE 2025 EUR UNITRANCHE TERM LOAN                                 | CUSIP: 000000000<br>LEI: 969500NM0252PENX2L59 | Long             | LON              | CORP              | FR        |      1946154 | PA      | $2213554.15   | 0.02%             | 2032-07-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      6466000 | PA      | $7603418.85   | 0.07%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       524647 | PA      | $372499.37    | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |            1 | NC      | $4220.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.820000 27-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      8914366 | OU      | $-102.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |       285000 | PA      | $287992.50    | 0.00%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HFPP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22521026 | PA      | $22401479.55  | 0.21%             | 2054-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                                   | BOOTS GROUP BIDCO LTD EUR TERM LOAN                                              | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |      3200000 | PA      | $3659616.72   | 0.03%             | 2032-07-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos Clo Lii                                                                   | CUSIP: 03771NAA8<br>LEI: 254900XJH54T9O9TH452 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1998054.80   | 0.02%             | 2038-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2019-A                                          | CUSIP: 78449TAC5<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |       709482 | PA      | $708791.26    | 0.01%             | 2036-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.936250 19-MAR-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    124224106 | OU      | $-214279.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANAOS CORP                                             | Danaos Corp                                                                      | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |      3899000 | PA      | $3975599.75   | 0.04%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | EFMT 2025-NQM1                                                                   | CUSIP: 26846CAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3387755 | PA      | $3415367.24   | 0.03%             | 2070-01-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10146000 | PA      | $10160000.47  | 0.10%             | 2029-12-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2021-NQM1 Trust                                                              | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1471715 | PA      | $1255087.39   | 0.01%             | 2066-02-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 2019-2 Ltd                                                         | CUSIP: 05875MAX0<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |      1420000 | PA      | $1422965.81   | 0.01%             | 2036-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      1742000 | PA      | $1785224.25   | 0.02%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4584000 | PA      | $4603270.04   | 0.04%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2017-ASHF                                         | CUSIP: 61691KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       799000 | PA      | $776051.92    | 0.01%             | 2034-11-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: INR 6.440500 18-SEP-2034 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    379218960 | OU      | $182136.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2921917 | PA      | $2928308.52   | 0.03%             | 2039-12-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 2 LTD                                                         | CUSIP: 67707EBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500890.00    | 0.00%             | 2038-01-21      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-11                                                 | CUSIP: 03463QAA4<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-MBS          | CORP              | US        |      3142713 | PA      | $3143845.28   | 0.03%             | 2069-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2023-NQM3 Trust                                                              | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8585676 | PA      | $8583679.55   | 0.08%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      1287000 | PA      | $1309881.57   | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2024-NPL5 LLC                                                               | CUSIP: 74143QAA3<br>LEI: 254900YWXIBNNDQF0Y67 | Long             | ABS-O            | CORP              | US        |      4632564 | PA      | $4629954.95   | 0.04%             | 2054-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                  | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4069000 | PA      | $4073499.09   | 0.04%             | 2043-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                  | India Cleantech Energy                                                           | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |      4740000 | PA      | $4652559.80   | 0.04%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                    | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      1271000 | PA      | $1556761.57   | 0.01%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JSC KASPI.KZ                                            | JSC Kaspi.kz                                                                     | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |       801000 | PA      | $817020.00    | 0.01%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                       | Chile Government International Bond                                              | CUSIP: 168863CA4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       400000 | PA      | $396200.00    | 0.00%             | 2026-01-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      3288000 | PA      | $3145545.10   | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| GRIFOLS SA                                              | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      3450000 | PA      | $4153521.63   | 0.04%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XIV Ltd                                                             | CUSIP: 89641QAN0<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |      2405000 | PA      | $2407839.82   | 0.02%             | 2034-01-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                     | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |       100000 | PA      | $116932.89    | 0.00%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      1287000 | PA      | $1312347.47   | 0.01%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| OHA Loan Funding Ltd                                    | OHA Loan Funding 2016-1 Ltd                                                      | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251030.13    | 0.00%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| EverBank Mortgage Loan Trust                            | EverBank Mortgage Loan Trust                                                     | CUSIP: 29977JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       139954 | PA      | $127150.31    | 0.00%             | 2043-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2023-1                                          | CUSIP: 68269JAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       595000 | PA      | $616601.06    | 0.01%             | 2038-06-14      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                          | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |        89200 | PA      | $117909.72    | 0.00%             | 2032-05-16      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED SEK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |            1 | NC      | $-5215.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                       | Gabon Government International Bond                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      2443000 | PA      | $2283447.67   | 0.02%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dowson                                                  | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       118000 | PA      | $154999.21    | 0.00%             | 2031-08-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                        | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       500000 | PA      | $534613.15    | 0.01%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L.      | Vantage Data Centers Germany Borrower Lux Sarl                                   | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |       597000 | PA      | $686300.21    | 0.01%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 15 Ltd                                         | CUSIP: 38139BAS8<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |       340000 | PA      | $340519.96    | 0.00%             | 2036-10-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      2701000 | PA      | $2480682.13   | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merit                                                   | MHP 2022-MHIL                                                                    | CUSIP: 55293DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2635813 | PA      | $2635812.95   | 0.02%             | 2039-01-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                          | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |      1147000 | PA      | $1181414.59   | 0.01%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                 | Ethiopia International Bond                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       997000 | PA      | $917240.00    | 0.01%             | 2024-12-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2025-II Ltd                                                         | CUSIP: 17181DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3690000 | PA      | $3686386.75   | 0.03%             | 2038-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      1925000 | PA      | $1999955.65   | 0.02%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Italian Stella Loans Srl                                | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       294455 | PA      | $337301.01    | 0.00%             | 2036-12-29      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                         | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       238955 | PA      | $239112.96    | 0.00%             | 2041-08-17      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       853000 | PA      | $926020.98    | 0.01%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 15 Ltd                                                             | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250728.50    | 0.00%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO 44 Ltd                                                              | CUSIP: 871973AA1<br>LEI: 213800MRCL5WD4V7W689 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1013373.30   | 0.01%             | 2037-07-14      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                  | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     14567000 | PA      | $14417622.70  | 0.14%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      9942000 | PA      | $11836019.80  | 0.11%             | 2030-01-16      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XLII Ltd                                                    | CUSIP: 55822RAA8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |       777381 | PA      | $777575.60    | 0.01%             | 2030-11-21      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9260167 | PA      | $9302854.93   | 0.09%             | 2054-12-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2019-NQM3 Trust                                                             | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       706034 | PA      | $682893.49    | 0.01%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                    | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      5500000 | PA      | $6154266.20   | 0.06%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                | Engie SA                                                                         | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      1400000 | PA      | $1696626.29   | 0.02%             | 2033-03-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                   | Scotts Miracle-Gro Co/The                                                        | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       539000 | PA      | $489725.37    | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      5918000 | PA      | $1508465.59   | 0.01%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                             | Texas Debt Capital CLO 2023-I Ltd                                                | CUSIP: 88238CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3019077.90   | 0.03%             | 2038-07-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       183000 | PA      | $182608.87    | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2018-2 Ltd                                                    | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |       119890 | PA      | $120031.94    | 0.00%             | 2031-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                 | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $144897.72    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-NQM2 Trust                                                             | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12565755 | PA      | $12597135.38  | 0.12%             | 2070-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       170371 | PA      | $165877.09    | 0.00%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $1015.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000740.10   | 0.01%             | 2031-04-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                          | Diamond II Ltd                                                                   | CUSIP: 25276VAA3<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |       235000 | PA      | $236699.14    | 0.00%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2023-3 Ltd                                                     | CUSIP: 87122FAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1006028.40   | 0.01%             | 2037-04-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | EFMT 2025-INV2                                                                   | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8709171 | PA      | $8684743.50   | 0.08%             | 2070-05-26      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Trust 2022-STAR                                                              | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2999996.10   | 0.03%             | 2039-08-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                | OZLM VI Ltd                                                                      | CUSIP: 67108LBK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       755321 | PA      | $755475.33    | 0.01%             | 2031-04-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                  | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2112296 | PA      | $2124038.15   | 0.02%             | 2055-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $41651.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 13.425000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      4039374 | OU      | $-2737.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $-12407.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIT4 NV                                                | UNIT4 NV 2021 EUR Term Loan B                                                    | CUSIP: 000000000<br>LEI: 259400UFTFGBNQWX0O86 | Long             | LON              | CORP              | NL        |      2500000 | PA      | $2859132.62   | 0.03%             | 2028-06-29      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                               | Rockford Tower Europe Clo 2025-1 DAC                                             | CUSIP: 000000000<br>LEI: 635400NARJYDXJRPGF02 | Long             | ABS-CBDO         | CORP              | IE        |      1980000 | PA      | $2272757.08   | 0.02%             | 2037-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                     | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       576000 | PA      | $369041.08    | 0.00%             | 2033-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2105722 | PA      | $2114276.09   | 0.02%             | 2038-07-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                | Spain Government Bond                                                            | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     16842000 | PA      | $19672537.55  | 0.19%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |        81793 | PA      | $94083.77     | 0.00%             | 2036-12-29      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                     | 522 Funding CLO 2018-3A Ltd                                                      | CUSIP: 33835NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250906.85    | 0.00%             | 2031-10-20      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2021-8 LTD                                                        | CUSIP: 143120AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005539.80   | 0.02%             | 2034-10-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                | SCIL IV LLC / SCIL USA Holdings LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2852000 | PA      | $3417825.00   | 0.03%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $26697.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                                    | Aramark International Finance Sarl                                               | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |      5150000 | PA      | $5875753.35   | 0.06%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 19 Ltd                                                                        | CUSIP: 74983AAJ2<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | KY        |      1630000 | PA      | $1629664.22   | 0.02%             | 2040-04-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM11 Trust                                                             | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |      1457023 | PA      | $1460889.69   | 0.01%             | 2064-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $32866.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                      | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1651669 | PA      | $1653733.58   | 0.02%             | 2037-02-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2024-25 Ltd                                                  | CUSIP: 117913AE3<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1502379.75   | 0.01%             | 2038-01-18      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |            1 | NC      | $-163694.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fulvia SPV SRL                                          | Fulvia Spv Srl                                                                   | CUSIP: 000000000<br>LEI: 815600283046823DB425 | Long             | ABS-O            | CORP              | IT        |       404000 | PA      | $461301.39    | 0.00%             | 2041-12-23      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers NBLA CLO 52 Ltd                                   | CUSIP: 64135FAS9<br>LEI: 5493008RV69QDGFCMY47 | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3014153.10   | 0.03%             | 2038-10-24      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Median B V                                              | Median B V 2021 EUR Term Loan B1                                                 | CUSIP: 000000000<br>LEI: 724500RPUQI0L3Z5NX16 | Long             | LON              | CORP              | NL        |      2000000 | PA      | $2285251.94   | 0.02%             | 2027-10-14      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      6328000 | PA      | $331346.99    | 0.00%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                 | NYMT Loan Trust 2024-INV1                                                        | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |      7315007 | PA      | $7292028.87   | 0.07%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD UYU                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-8971.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2021-5                                                  | CUSIP: 03465HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1421865 | PA      | $1225674.52   | 0.01%             | 2066-07-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2022-3 Ltd                                                     | CUSIP: 69690AAS6<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |       250000 | PA      | $250731.20    | 0.00%             | 2037-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9155000 | PA      | $8699155.16   | 0.08%             | 2043-06-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       855000 | PA      | $834091.13    | 0.01%             | 2027-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL                                 | Banco de Credito Social Cooperativo SA                                           | CUSIP: 000000000<br>LEI: 95980020140005881190 | Long             | DBT              | CORP              | ES        |      2000000 | PA      | $2321916.19   | 0.02%             | 2031-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Home Lending Mortgage Trust Series 2024-2                                  | CUSIP: 161929BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1321129 | PA      | $1328233.95   | 0.01%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      2350000 | PA      | $2741846.73   | 0.03%             | 2030-03-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |            1 | NC      | $-404943.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       706000 | PA      | $710382.14    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2023-INV3                                             | CUSIP: 92540CAD9<br>LEI: 9845008F97BFO762AF95 | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1535162.85   | 0.01%             | 2068-11-25      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1063259.89   | 0.01%             | 2028-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                      | Latvia Government International Bond                                             | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |       581000 | PA      | $584329.13    | 0.01%             | 2034-07-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      5763000 | PA      | $6877750.51   | 0.06%             | 2032-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2025-CRM1                                              | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5469028 | PA      | $5487336.96   | 0.05%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Bavarian Sky SA                                         | Bavarian Sky UK 6 PLC                                                            | CUSIP: 000000000<br>LEI: 21380063HOVS4EGBR872 | Long             | ABS-O            | CORP              | GB        |       831279 | PA      | $1098159.77   | 0.01%             | 2032-06-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                  | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |       200000 | PA      | $187686.00    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                   | ARI Fleet Lease Trust 2023-A                                                     | CUSIP: 00218GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2288000 | PA      | $2314755.64   | 0.02%             | 2032-02-17      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      1771000 | PA      | $1662083.15   | 0.02%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4753625 | PA      | $4763113.86   | 0.04%             | 2041-03-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       243000 | PA      | $241070.58    | 0.00%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $6055.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       489000 | PA      | $90465.00     | 0.00%             | 2022-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                    | Signal Peak CLO 8 Ltd                                                            | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3300000 | PA      | $3313366.65   | 0.03%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3242572.06   | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| SREIT Trust                                             | SREIT Trust 2021-MFP                                                             | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5564875 | PA      | $5564874.53   | 0.05%             | 2038-11-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $125729.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                      | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |       684000 | PA      | $689465.16    | 0.01%             | 2030-07-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLES GROUP TREASURY                                    | Coles Group Treasury Pty Ltd                                                     | CUSIP: 000000000<br>LEI: 549300HRZIAKP6NVUB83 | Long             | DBT              | CORP              | AU        |       160000 | PA      | $107820.21    | 0.00%             | 2031-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Belden Inc                                              | Belden Inc                                                                       | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |       100000 | PA      | $114700.01    | 0.00%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                            | WinWater Mortgage Loan Trust 2014-3                                              | CUSIP: 97652RAC1<br>LEI: 549300JBTXISBC85OS04 | Long             | ABS-MBS          | CORP              | US        |       299171 | PA      | $277461.25    | 0.00%             | 2044-11-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       441000 | PA      | $433944.00    | 0.00%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                    | Mehilainen Yhtiot Oy 2025 EUR Term Loan B1                                       | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | LON              | CORP              | FI        |      2000000 | PA      | $2286119.25   | 0.02%             | 2031-08-05      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2640000 | PA      | $2640477.84   | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                      | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       894318 | PA      | $894038.86    | 0.01%             | 2037-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2022-5                                                | CUSIP: 924921AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2630949 | PA      | $2386445.12   | 0.02%             | 2067-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2022-1                                                  | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1554621 | PA      | $1436306.47   | 0.01%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2020-2 Mortgage Loan Trust                                                  | CUSIP: 19688JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1464111.90   | 0.01%             | 2065-03-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-LC19 Mortgage Trust                                                    | CUSIP: 200474BE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1848 | PA      | $1845.31      | 0.00%             | 2048-02-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran Cavu 2021-2 Ltd                                                         | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1511828.55   | 0.01%             | 2034-10-25      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | NewDay Funding                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       475000 | PA      | $627524.46    | 0.01%             | 2033-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                     | MidOcean Credit CLO XII Ltd                                                      | CUSIP: 59803TBA8<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | JE        |      2500000 | PA      | $2507876.50   | 0.02%             | 2038-07-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | EFMT 2025-NQM3                                                                   | CUSIP: 26846YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2999937.90   | 0.03%             | 2070-08-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       865000 | PA      | $883425.69    | 0.01%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | Ineos Finance PLC 2024 EUR 1st Lien Term Loan B                                  | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1088624.41   | 0.01%             | 2031-06-23      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 6.210000 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     84411161 | OU      | $-1888.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                  | Trident Energy Finance PLC                                                       | CUSIP: 000000000<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |       757000 | PA      | $779475.33    | 0.01%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      2602000 | PA      | $3087256.55   | 0.03%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      5000000 | PA      | $5332104.17   | 0.05%             | 2029-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |       360000 | PA      | $410225.83    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                      | Bertrand Franchise Finance SAS                                                   | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      5000000 | PA      | $5556537.99   | 0.05%             | 2030-07-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 30Y RTR 3.150000 26-NOV-2025                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    -70790000 | OU      | $-99985.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 10 Ltd                                                           | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $451827.27    | 0.00%             | 2038-01-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2019-NQM5                                    | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       102472 | PA      | $96740.81     | 0.00%             | 2059-11-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |      1342000 | PA      | $1370390.01   | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Silk Finance                                            | TAGUS - Sociedade de Titularizacao de Creditos SA/Silk Finance No 6              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       300000 | PA      | $342392.02    | 0.00%             | 2039-12-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Trevise Holdings 1 SAS                                  | Trevise Holdings 1 SAS 2024 EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 96950002G854EUTZO904 | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1142979.74   | 0.01%             | 2029-07-09      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BU3N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5772897 | PA      | $5754252.19   | 0.05%             | 2053-07-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6218000 | PA      | $6231601.88   | 0.06%             | 2040-04-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       382000 | PA      | $390213.00    | 0.00%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                | Italian Stella Loans Srl                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |        95784 | PA      | $109693.28    | 0.00%             | 2039-05-27      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-9                                                  | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-MBS          | CORP              | US        |      6693709 | PA      | $6637260.55   | 0.06%             | 2069-09-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM5 Trust                                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |      1274558 | PA      | $1279649.29   | 0.01%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                             | Citadel 2024-1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132364.77    | 0.00%             | 2060-04-28      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ELSAN SAS                                               | Elsan SAS 2025 EUR Term Loan B                                                   | CUSIP: 000000000<br>LEI: 969500KPGB0PD8HGDD09 | Long             | LON              | CORP              | FR        |      3000000 | PA      | $3418463.01   | 0.03%             | 2031-06-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3663000 | PA      | $3740399.19   | 0.04%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-72641.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $3059.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-13523.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PCF GMBH                                                | PCF GmbH                                                                         | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |      3487030 | PA      | $3121061.24   | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                      | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |       157000 | PA      | $209325.87    | 0.00%             | 2094-03-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-NQM4 Trust                                                             | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11195753 | PA      | $11175312.71  | 0.11%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAD60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4245400 | PA      | $85612.74     | 0.00%             | 2033-06-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                     | LCM 29 Ltd                                                                       | CUSIP: 50201MAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1420000 | PA      | $1422938.97   | 0.01%             | 2031-04-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $42827.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      2118000 | PA      | $1959733.51   | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2025-I Ltd                                                          | CUSIP: 12572VAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2509222.75   | 0.02%             | 2038-04-23      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $6128.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2097000 | PA      | $2129537.76   | 0.02%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       200000 | PA      | $193221.00    | 0.00%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      8033000 | PA      | $8108702.11   | 0.08%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                  | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       511000 | PA      | $496692.00    | 0.00%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23751748 | PA      | $23645763.23  | 0.22%             | 2055-03-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.597500 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    124224106 | OU      | $-96977.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2022-C                                          | CUSIP: 78449CAA6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |       831251 | PA      | $821813.66    | 0.01%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| RESTAURANT BRANDS INTRNTNL INC                          | RESTAURANT BRANDS INTRNTNL INC 2025 EUR TERM LOAN B                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1500000 | PA      | $1715684.99   | 0.02%             | 2031-10-31      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       660000 | PA      | $689046.60    | 0.01%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $25349.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                              | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       297000 | PA      | $301529.25    | 0.00%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1196000 | PA      | $1248632.37   | 0.01%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                       | SWP: OIS 14.200000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      1954893 | OU      | $-816.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      1208000 | PA      | $1153746.18   | 0.01%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $127466.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      1269792 | PA      | $1255506.84   | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding VII Clo Ltd                                                        | CUSIP: 15032FAL0<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |      3906734 | PA      | $3907320.99   | 0.04%             | 2031-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2014-II-R Ltd                                                       | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3009193.50   | 0.03%             | 2037-10-24      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      3300000 | PA      | $3944338.57   | 0.04%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                           | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      1223000 | PA      | $1108915.87   | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                              | BINOM Securitization Trust 2021-INV1                                             | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1477889 | PA      | $1327033.10   | 0.01%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3779000 | PA      | $3917904.70   | 0.04%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | 2Y RTP 3.800000 30-OCT-2025                                                      | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |   -253240000 | OU      | $-359691.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXXVIII Ltd                                          | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7250000 | PA      | $7268554.93   | 0.07%             | 2038-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       952000 | PA      | $927419.36    | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       838000 | PA      | $703702.12    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $307769.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      1611000 | PA      | $1657244.66   | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-6888741.73  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                  | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1776840.00   | 0.02%             | 2029-04-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Spain Government Bonds                                  | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     73741000 | PA      | $83777763.32  | 0.79%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-LC19 Mortgage Trust                                                    | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       205000 | PA      | $201868.46    | 0.00%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      2977000 | PA      | $2833471.39   | 0.03%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38384PC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3618580 | PA      | $3613122.79   | 0.03%             | 2054-06-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                                    | HalseyPoint CLO 4 Ltd                                                            | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |       900000 | PA      | $900897.48    | 0.01%             | 2034-04-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1415819.48   | 0.01%             | 2028-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                  | FRONERI LUX FINCO SARL 2025 EUR TERM LOAN                                        | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |      1627907 | PA      | $1852546.28   | 0.02%             | 2032-07-16      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      5049000 | PA      | $5746247.17   | 0.05%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       609000 | PA      | $455550.27    | 0.00%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      3403000 | PA      | $3372832.41   | 0.03%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2025-I Ltd                                                          | CUSIP: 12572VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999010.00    | 0.01%             | 2038-04-23      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | Cifc Funding 2014-IV-R Ltd                                                       | CUSIP: 12552FBJ1<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3004726.50   | 0.03%             | 2035-01-17      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                | OZLM XVIII Ltd                                                                   | CUSIP: 67112GAC2<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500952.40    | 0.00%             | 2031-04-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400000 | PA      | $1403500.00   | 0.01%             | 2034-03-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $327487.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                      | Shackleton 2013-IV-R CLO Ltd                                                     | CUSIP: 81882HAA3<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |       325993 | PA      | $326197.74    | 0.00%             | 2031-04-13      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                 | Central Garden & Pet Co                                                          | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |      1099000 | PA      | $1017878.30   | 0.01%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |      6586000 | PA      | $7749680.17   | 0.07%             | 2032-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 8 Ltd                                                            | CUSIP: 09077TAG0<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |      2200000 | PA      | $2214626.48   | 0.02%             | 2037-04-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101921.10    | 0.00%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2024-2                                                  | CUSIP: 46657TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       881847 | PA      | $886462.90    | 0.01%             | 2054-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Intrum AB                                               | Intrum AB                                                                        | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | EC               | CORP              | SE        |        15840 | NS      | $86623.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      1698000 | PA      | $1729997.11   | 0.02%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $105308.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUNE HOLDINGS SARL                                      | Lune Holdings Sarl                                                               | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |      4892000 | PA      | $2272603.09   | 0.02%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                 | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      6947434 | PA      | $8793074.46   | 0.08%             | 2029-12-18      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2021-1                                      | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1584168 | PA      | $1506808.40   | 0.01%             | 2065-05-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       857000 | PA      | $885495.25    | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1624000 | PA      | $1637804.00   | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      3061000 | PA      | $3207135.20   | 0.03%             | 2028-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Polaris                                                 | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |       413000 | PA      | $546229.61    | 0.01%             | 2068-02-26      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       720000 | PA      | $736398.00    | 0.01%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| TMF Group Holding B.V.                                  | TMF Group Holding BV 2025 EUR Term Loan B                                        | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |      2000000 | PA      | $2284544.39   | 0.02%             | 2028-05-03      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                    | Ryan Specialty LLC                                                               | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      2380000 | PA      | $2283623.57   | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1646000 | PA      | $1690963.78   | 0.02%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| KINGDOM OF MOROCCO                                      | Morocco Government International Bond                                            | CUSIP: 617726AN4<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       400000 | PA      | $411028.00    | 0.00%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                      | Tricon Residential 2024-SFR1 Trust                                               | CUSIP: 89616UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1818182 | PA      | $1795244.54   | 0.02%             | 2041-04-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1223000 | PA      | $1230643.75   | 0.01%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      2068000 | PA      | $2187524.20   | 0.02%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                               | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5130000 | PA      | $5129998.97   | 0.05%             | 2041-10-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      5975000 | PA      | $6994853.89   | 0.07%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C4                                            | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       565000 | PA      | $539169.78    | 0.01%             | 2050-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      2712000 | PA      | $3114276.29   | 0.03%             | 2030-10-23      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      3068000 | PA      | $3446095.67   | 0.03%             | 2027-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                     | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $115046.94    | 0.00%             | 2038-05-14      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      1839000 | PA      | $1930896.67   | 0.02%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8242000 | PA      | $8236848.75   | 0.08%             | 2042-03-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 81 B Ltd                                              | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003958.00   | 0.02%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       282000 | PA      | $269956.17    | 0.00%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| ROCC Trust                                              | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2103800.60   | 0.02%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       580000 | PA      | $582900.00    | 0.01%             | 2028-03-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | Cifc Funding 2023-III Ltd                                                        | CUSIP: 12598YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2018747.80   | 0.02%             | 2037-01-20      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |      2438000 | PA      | $2328320.23   | 0.02%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                                | LD Celulose International GmbH                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |       320000 | PA      | $334560.00    | 0.00%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2021-1                                                    | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       280000 | PA      | $268258.14    | 0.00%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |      8723565 | OU      | $-47321.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      3600000 | PA      | $4050472.97   | 0.04%             | 2027-10-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 58B Ltd                                               | CUSIP: 38178TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002819.90   | 0.01%             | 2035-01-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                      | Pinewood Finco PLC                                                               | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |       713000 | PA      | $909069.39    | 0.01%             | 2027-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2023-FUN                                       | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4390000 | PA      | $4406462.50   | 0.04%             | 2028-03-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| SUNRISE HOLDCO IV BV                                    | Sunrise HoldCo IV BV                                                             | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |      4398000 | PA      | $4370946.58   | 0.04%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XVIII Ltd                                                           | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00   | 0.01%             | 2035-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| SES SA                                                  | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      1475000 | PA      | $1708810.90   | 0.02%             | 2030-06-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      2154000 | PA      | $1985386.82   | 0.02%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                              | Fidelity Grand Harbour Clo 2023-2 DAC                                            | CUSIP: 000000000<br>LEI: 635400COQCCT8USC2N26 | Long             | ABS-CBDO         | CORP              | IE        |       200000 | PA      | $228980.40    | 0.00%             | 2038-04-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       359198 | PA      | $354447.61    | 0.00%             | 2060-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 13.115000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    178020126 | OU      | $-403591.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -38639 | NC      | $-1545560.00  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXXII                                                                 | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |       555000 | PA      | $554282.72    | 0.01%             | 2033-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                          | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6364000 | PA      | $6382160.95   | 0.06%             | 2042-08-12      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                        | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       400000 | PA      | $409541.84    | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $185048.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      2498000 | PA      | $2854279.67   | 0.03%             | 2031-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                                | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       304000 | PA      | $307059.15    | 0.00%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| AZURE POWER ENERGY LTD                                  | Azure Power Energy Ltd                                                           | CUSIP: 000000000<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |      1509135 | PA      | $1466690.98   | 0.01%             | 2026-08-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding                                  | Bletchley Park Funding 2025-1 PLC                                                | CUSIP: 000000000<br>LEI: 635400OJVL3HJJTKNB05 | Long             | ABS-MBS          | CORP              | GB        |       366000 | PA      | $486552.34    | 0.00%             | 2070-01-27      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       335000 | PA      | $334078.75    | 0.00%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB NL BV/INC                                 | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | XX        |      2246000 | PA      | $2584491.97   | 0.02%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2024-H7 Mortgage Trust                                                     | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5729192 | PA      | $5729522.77   | 0.05%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      1975000 | PA      | $1783371.87   | 0.02%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       400000 | PA      | $326470.00    | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                 | Warwick Capital CLO 6 Ltd                                                        | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1620000 | PA      | $1626856.81   | 0.02%             | 2038-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                           | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       100000 | PA      | $115212.76    | 0.00%             | 2042-10-27      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| HESTIAFLOOR 2                                           | Hestiafloor 2 2025 EUR Term Loan B                                               | CUSIP: 000000000<br>LEI: 969500P2FDMGGWHDLV86 | Long             | LON              | CORP              | FR        |      3000000 | PA      | $3435649.47   | 0.03%             | 2030-02-27      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |      1910715 | PA      | $1910717.32   | 0.02%             | 2030-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       100000 | PA      | $116267.70    | 0.00%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-3                                                  | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2554311 | PA      | $2519803.44   | 0.02%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                      | Exmoor Funding 2025-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400YFBIYXOQAEON61 | Long             | ABS-MBS          | CORP              | GB        |       991000 | PA      | $1310977.08   | 0.01%             | 2095-03-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 11 Ltd                                                          | CUSIP: 82809XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1996377.48   | 0.02%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2015-2                                                 | CUSIP: 89171YBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $98962.10     | 0.00%             | 2057-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BR2U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4291173 | PA      | $4282952.34   | 0.04%             | 2054-06-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 70 CLO Ltd                                                                | CUSIP: 26252EAA7<br>LEI: 549300S32UW0TE4JM250 | Long             | ABS-CBDO         | CORP              | KY        |       549596 | PA      | $550503.16    | 0.01%             | 2032-01-16      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $1245.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-32 Ltd                                                              | CUSIP: 67570DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1200000 | PA      | $1212561.72   | 0.01%             | 2037-04-23      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                    | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      9900000 | PA      | $10759311.16  | 0.10%             | 2027-10-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AI Sirona (Luxembourg) Acquisition Sarl                 | AI Sirona (Luxembourg) Acquisition Sarl 2024 EUR Term Loan B                     | CUSIP: 000000000<br>LEI: 549300MQC452SFMN5167 | Long             | LON              | CORP              | LU        |      2000000 | PA      | $2288104.94   | 0.02%             | 2028-09-29      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Commercial Mortgage Trust 2024-PARK                                          | CUSIP: 05593UAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4050000 | PA      | $4108967.60   | 0.04%             | 2039-11-05      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                           | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $3110040.00   | 0.03%             | 2039-05-10      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-85508.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILL FL                                                 | Hill FL 2024-2 BV                                                                | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |      1347164 | PA      | $1538562.01   | 0.01%             | 2032-10-18      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $10724.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |       297000 | PA      | $335227.42    | 0.00%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                                 | Sasol Financing USA LLC                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       221000 | PA      | $212767.75    | 0.00%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                  | Darling Global Finance BV                                                        | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |      5123000 | PA      | $5935449.04   | 0.06%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1083917.23   | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1014329.25   | 0.01%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| SUBWAY FUNDING LLC                                      | Subway Funding LLC                                                               | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1103660 | PA      | $1117482.90   | 0.01%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Education Loan Trust 2010-C                                          | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |      2454187 | PA      | $2569239.68   | 0.02%             | 2041-10-15      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      4050000 | PA      | $4176177.75   | 0.04%             | 2034-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION COMPANY PLC                          | Bellis Acquisition Company PLC 2024 EUR Term Loan B                              | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2211073.97   | 0.02%             | 2031-05-14      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       576691 | PA      | $429058.10    | 0.00%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                           | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      6914000 | PA      | $6735399.07   | 0.06%             | 2029-08-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 8.470000 25-FEB-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    338686018 | OU      | $86571.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                            | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1013000 | PA      | $1018640.79   | 0.01%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                        | AlixPartners LLP 2021 EUR Term Loan B                                            | CUSIP: 01642PBC9<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |      2971556 | PA      | $3392562.57   | 0.03%             | 2028-02-04      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $41330.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                   | OneMain Direct Auto Receivables Trust 2025-1                                     | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1651000 | PA      | $1672872.28   | 0.02%             | 2037-07-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GATWICK AIRPORT FINANCE                                 | Gatwick Airport Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |      7292000 | PA      | $9569508.31   | 0.09%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       379000 | PA      | $397903.00    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Finance Ireland Auto Receivables DAC                    | Finance Ireland Auto Receivables No 2 DAC                                        | CUSIP: 000000000<br>LEI: 635400CQQYNH7KEIXW17 | Long             | ABS-O            | CORP              | IE        |       249459 | PA      | $284440.18    | 0.00%             | 2034-11-14      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                            | WinWater Mortgage Loan Trust 2014-1                                              | CUSIP: 97652PAA9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-MBS          | CORP              | US        |       389288 | PA      | $373428.38    | 0.00%             | 2044-06-20      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |      2626000 | PA      | $2689286.60   | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1999852 | PA      | $1976684.27   | 0.02%             | 2053-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR NEW ZEALAND LTD                                     | Air New Zealand Ltd                                                              | CUSIP: 000000000<br>LEI: 2549005EEIR2FNT5R792 | Long             | DBT              | CORP              | NZ        |       270000 | PA      | $182508.80    | 0.00%             | 2029-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $8065.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2023-H2 Mortgage Trust                                                     | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       608764 | PA      | $616470.59    | 0.01%             | 2068-11-25      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6670000 | PA      | $6667915.63   | 0.06%             | 2036-11-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       963591 | PA      | $970480.15    | 0.01%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo Sarl                              | Cobham Ultra SeniorCo Sarl EUR Term Loan B                                       | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |      2000000 | PA      | $2270986.94   | 0.02%             | 2029-08-06      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2022-3 LLC                                            | CUSIP: 29374FAB9<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |       339906 | PA      | $339495.69    | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      2027000 | PA      | $2333498.19   | 0.02%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Noria                                                   | FCT Noria 2025                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | FR        |       300000 | PA      | $342565.26    | 0.00%             | 2043-07-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2025-7 Mortgage Loan Trust                                                  | CUSIP: 19689CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8147767 | PA      | $8144836.25   | 0.08%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                               | BMP 2024-MF23                                                                    | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2380000 | PA      | $2376208.42   | 0.02%             | 2041-06-15      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                       | Motion Finco Sarl                                                                | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |      3158000 | PA      | $3414094.52   | 0.03%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                             | Deuce Finco Plc                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     11049000 | PA      | $14537140.30  | 0.14%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      2087000 | PA      | $1978582.85   | 0.02%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEPA HYGIENEPRODUKTE GMB                                | WEPA Hygieneprodukte GmbH                                                        | CUSIP: 000000000<br>LEI: 529900KQ44OJDIDU6J81 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1132650.32   | 0.01%             | 2027-12-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      3624000 | PA      | $3535609.19   | 0.03%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        12300 | NS      | $869610.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      5613000 | PA      | $6169220.24   | 0.06%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| NIDDA HEALTHCARE HOLDING AG                             | NIDDA HEALTHCARE HOLDING AG 2025 EUR TERM LOAN B                                 | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |      2000000 | PA      | $2286803.97   | 0.02%             | 2030-02-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | Deutsche Bank AG                                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      2800000 | PA      | $2935800.00   | 0.03%             | 2030-04-30      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       923000 | PA      | $953228.25    | 0.01%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 14.785000 02-JAN-2026 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     19178495 | OU      | $1666.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMLT Trust                                              | NLT 2023-1 Trust                                                                 | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1261588 | PA      | $1133693.79   | 0.01%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2014-5 Ltd                                                               | CUSIP: 67102SAL8<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |        35353 | PA      | $35364.53     | 0.00%             | 2031-04-26      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      2028000 | PA      | $2028967.36   | 0.02%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     10223000 | PA      | $12236980.27  | 0.12%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                  | IMA Industria Macchine Automatiche SpA                                           | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      3500000 | PA      | $4027626.51   | 0.04%             | 2029-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                           | Stratton Mortgage Funding 2024-3 PLC                                             | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |       384687 | PA      | $508424.49    | 0.00%             | 2049-06-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                        | AMC Networks Inc                                                                 | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      2011000 | PA      | $2046192.50   | 0.02%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Republic of Angola                                      | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |       635000 | PA      | $638575.05    | 0.01%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      9567000 | PA      | $12018717.24  | 0.11%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      3689000 | PA      | $3430246.90   | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                  | Service Experts Issuer 2024-1 LLC                                                | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       918526 | PA      | $930492.42    | 0.01%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-D                                          | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       439647 | PA      | $439998.21    | 0.00%             | 2053-07-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-22284.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                     | BWAY Trust 2025-1535                                                             | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5867000 | PA      | $5977165.83   | 0.06%             | 2042-05-05      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2022-3 Mortgage Loan Trust                                                  | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       138209 | PA      | $134320.39    | 0.00%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                               | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3189629 | PA      | $3173027.13   | 0.03%             | 2062-04-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2025-NQM1                                    | CUSIP: 64832DAF8<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      2171711 | PA      | $2193397.49   | 0.02%             | 2065-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                             | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |     10275997 | PA      | $10294542.13  | 0.10%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                           | NYC Commercial Mortgage Trust 2025-300P                                          | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1179000 | PA      | $1178186.25   | 0.01%             | 2042-07-13      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1369000 | PA      | $1258731.02   | 0.01%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| OPAL BIDCO SAS                                          | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      1131000 | PA      | $1142350.49   | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1328182 | PA      | $1331209.54   | 0.01%             | 2039-02-15      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.200000 04-JUN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     17390477 | OU      | $-133698.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $9278.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NBN CO LTD                                              | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |       130000 | PA      | $74494.96     | 0.00%             | 2030-12-16      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 13.040000 02-JAN-2031 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     25404667 | OU      | $-130028.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXIV Ltd                                                        | CUSIP: 09609NAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250240.20    | 0.00%             | 2034-04-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners Clo XXII Ltd                                             | CUSIP: 08186UBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003208.70   | 0.01%             | 2035-04-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Merit                                                   | MHP 2021-STOR                                                                    | CUSIP: 55293BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1300000.00   | 0.01%             | 2038-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XIV Ltd                                                         | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5200000 | PA      | $5195070.92   | 0.05%             | 2038-01-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2023-A                                            | CUSIP: 56847FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1395000 | PA      | $1431285.35   | 0.01%             | 2035-10-22      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                        | Marathon CLO XIII Ltd                                                            | CUSIP: 56579ABJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2957619 | PA      | $2958755.75   | 0.03%             | 2032-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2022010 | PA      | $2048932.62   | 0.02%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                | Camelot Return Merger Sub Inc                                                    | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4953000 | PA      | $4538285.31   | 0.04%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fulvia SPV SRL                                          | Fulvia Spv Srl                                                                   | CUSIP: 000000000<br>LEI: 815600283046823DB425 | Long             | ABS-O            | CORP              | IT        |       100000 | PA      | $114184.08    | 0.00%             | 2041-12-23      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy 34 Clo Ltd                                                                | CUSIP: 36322AAE2<br>LEI: 3912002JK68FWHXUMG23 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005430.40   | 0.02%             | 2037-10-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| ELECTRANET PTY LTD                                      | ElectraNet Pty Ltd                                                               | CUSIP: 000000000<br>LEI: 254900N5QT0J6DLN1Z66 | Long             | DBT              | CORP              | AU        |      1500000 | PA      | $980468.58    | 0.01%             | 2031-07-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                    | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      1303000 | PA      | $1753071.83   | 0.02%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2022-NQM1 Trust                                                             | CUSIP: 69378KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2968273 | PA      | $2961330.95   | 0.03%             | 2067-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2018-2                                                 | CUSIP: 89175VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1449374.55   | 0.01%             | 2058-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7263832 | PA      | $7283679.52   | 0.07%             | 2054-04-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                        | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |       561000 | PA      | $743742.88    | 0.01%             | 2067-09-22      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       517000 | PA      | $475812.16    | 0.00%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                       | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      3998000 | PA      | $4606764.53   | 0.04%             | 2031-09-30      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 13.000000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     44322276 | OU      | $-129512.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                | Indofood CBP Sukses Makmur Tbk PT                                                | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |      2048000 | PA      | $1717760.00   | 0.02%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                    | Dynamo Newco II GmbH                                                             | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |      1091000 | PA      | $1295806.46   | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                         | Stream Innovations 2025-1 Issuer Trust                                           | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1988130 | PA      | $1990991.34   | 0.02%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO I Ltd                                                                 | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1923378 | PA      | $1924651.85   | 0.02%             | 2031-07-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED CZK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |            1 | NC      | $-435844.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Domivest B.V.                                           | Domi 2025-1 BV                                                                   | CUSIP: 000000000<br>LEI: 72450072GIRER22FKI26 | Long             | ABS-O            | CORP              | NL        |      1552120 | PA      | $1773678.41   | 0.02%             | 2057-04-16      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5586000 | PA      | $5753513.25   | 0.05%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 7 Ltd                                                            | CUSIP: 09077RAA7<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |       840000 | PA      | $842152.16    | 0.01%             | 2036-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2022-3 Ltd                                                        | CUSIP: 143111AU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $252491.38    | 0.00%             | 2037-04-20      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                     | Sound Point CLO XXXII Ltd                                                        | CUSIP: 83616AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3005028.00   | 0.03%             | 2034-10-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                     | Hilton Grand Vacations Borrower LLC 2021 Term Loan B                             | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2028-08-02      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      2955000 | PA      | $2936870.78   | 0.03%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.205000 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25717710 | OU      | $6038.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.214801 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      4280615 | OU      | $-11036.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       293000 | PA      | $305085.82    | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      2865000 | PA      | $2836984.02   | 0.03%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Republic of Angola                                      | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      2807000 | PA      | $2715772.50   | 0.03%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $6936226.84   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 14.945000 02-JAN-2026 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      4812978 | OU      | $-125.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                       | Engineered Machinery Holdings Inc 2021 EUR Incremental Term Loan                 | CUSIP: 26658NAL3<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |      1984536 | PA      | $2267582.46   | 0.02%             | 2028-05-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                    | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        20883 | PA      | $20646.37     | 0.00%             | 2048-01-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Credit Student Loan Trust 2006-A                                     | CUSIP: 78443CCL6<br>LEI: 549300I2YWZ9E1B0EY33 | Long             | ABS-O            | CORP              | US        |        75792 | PA      | $72726.62     | 0.00%             | 2039-06-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       617000 | PA      | $610450.24    | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                           | Sona Fios Clo III DAC                                                            | CUSIP: 000000000<br>LEI: 635400CQGC8D7FRXGH67 | Long             | ABS-CBDO         | CORP              | IE        |      1800000 | PA      | $2050132.07   | 0.02%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation           | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |       381000 | PA      | $503797.54    | 0.00%             | 2031-08-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Polaris                                                 | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |      1820141 | PA      | $2408658.46   | 0.02%             | 2068-02-26      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5188000 | PA      | $3880735.80   | 0.04%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RADAR BIDCO SARL                                        | Radar Bidco Sarl 2024 EUR Term Loan                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      3000000 | PA      | $3421681.19   | 0.03%             | 2031-04-04      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                 | Regatta VI Funding Ltd                                                           | CUSIP: 75887NAW9<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003242.00   | 0.02%             | 2034-04-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Regatta XII Funding Ltd.                                | Regatta XII Funding Ltd                                                          | CUSIP: 75888HAW1<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |      3540000 | PA      | $3553195.70   | 0.03%             | 2037-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Bolivia Government International Bonds                  | Bolivia Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |      1108000 | PA      | $845958.00    | 0.01%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2021-AFC2 Trust                                                            | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2928752 | PA      | $2577516.89   | 0.02%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                                  | B&M European Value Retail SA                                                     | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |      6300000 | PA      | $8395190.99   | 0.08%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Polaris                                                 | Polaris 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MKPQQD5URNMC45 | Long             | ABS-MBS          | CORP              | GB        |       108000 | PA      | $142744.57    | 0.00%             | 2068-02-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     14815000 | PA      | $15331465.72  | 0.14%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       593000 | PA      | $565425.50    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                       | MDGH GMTN RSC Ltd                                                                | CUSIP: 55285GAD6<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |       200000 | PA      | $193138.00    | 0.00%             | 2033-11-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN RAIL TRACK                                   | Australian Rail Track Corp Ltd                                                   | CUSIP: 000000000<br>LEI: 98450052BC2B5D58FA23 | Long             | DBT              | CORP              | AU        |      2350000 | PA      | $1562420.91   | 0.01%             | 2031-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                     | NOVA Chemicals Corp                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      1489000 | PA      | $1599993.04   | 0.02%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                         | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      1948000 | PA      | $2587794.04   | 0.02%             | 2037-05-17      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2257536.00   | 0.02%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SCENTRE GROUP TRST 1                                    | Scentre Group Trust 1                                                            | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |      2400000 | PA      | $1547773.64   | 0.01%             | 2055-03-31      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                     | Churchill Downs Inc                                                              | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       692000 | PA      | $691079.71    | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1509461.25   | 0.01%             | 2037-04-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |       760000 | PA      | $506226.44    | 0.00%             | 2030-05-29      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | Newday Funding Master Issuer PLC - Series 2025-1                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       317000 | PA      | $420444.49    | 0.00%             | 2033-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Jubilee Place                                           | Jubilee Place 7 BV                                                               | CUSIP: 000000000<br>LEI: 724500E73QDBSXZ44959 | Long             | ABS-MBS          | CORP              | NL        |       257000 | PA      | $293796.53    | 0.00%             | 2062-09-18      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOG                          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      2081000 | PA      | $2197790.63   | 0.02%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| TELSTRA GROUP LTD                                       | Telstra Group Ltd                                                                | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | DBT              | CORP              | AU        |      2170000 | PA      | $1444057.00   | 0.01%             | 2034-03-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      1317000 | PA      | $1258002.61   | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| ARES Commercial Mortgage Trust                          | ARES Commercial Mortgage Trust 2024-IND                                          | CUSIP: 03990DAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1501890.15   | 0.01%             | 2041-07-15      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                       | Park Blue Clo 2024-V Ltd                                                         | CUSIP: 70019CAA3<br>LEI: 213800H9UFJ6SS8AMF70 | Long             | ABS-CBDO         | CORP              | KY        |      2725000 | PA      | $2736604.69   | 0.03%             | 2037-07-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                           | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |        99993 | PA      | $132873.83    | 0.00%             | 2035-02-17      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1066000 | PA      | $999644.80    | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Home Lending Mortgage Trust Series 2024-1                                  | CUSIP: 16160DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1495002 | PA      | $1502827.07   | 0.01%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5291000 | PA      | $5429325.73   | 0.05%             | 2031-03-22      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                      | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      1441000 | PA      | $1612434.19   | 0.02%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                          | Air France-KLM                                                                   | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |      7000000 | PA      | $8148164.21   | 0.08%             | 2030-05-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-37 Ltd                                                              | CUSIP: 67120AAA9<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |      2750000 | PA      | $2759827.40   | 0.03%             | 2037-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-6 Mortgage Loan Trust                                                  | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      5003447 | PA      | $4997564.97   | 0.05%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      1731000 | PA      | $1914737.00   | 0.02%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital CLO 2024-1 Ltd                                                      | CUSIP: 056920AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1004083.10   | 0.01%             | 2037-04-16      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8550000 | PA      | $8634878.42   | 0.08%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4900000 | PA      | $4894514.70   | 0.05%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2015-C4 Commercial Mortgage Trust                                          | CUSIP: 12635RBB3<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |       720000 | PA      | $715272.34    | 0.01%             | 2048-11-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                      | Viking Cruises Ltd                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       320000 | PA      | $319793.47    | 0.00%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                           | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      1661000 | PA      | $1702699.41   | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | EFMT 2024-NQM1                                                                   | CUSIP: 26845DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4769978 | PA      | $4769283.57   | 0.05%             | 2069-11-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                                    | Elmwood CLO VII Ltd                                                              | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003028.80   | 0.01%             | 2037-10-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SCF Rahoituspalvelut DAC                                | SCF Rahoituspalvelut XIII DAC                                                    | CUSIP: 000000000<br>LEI: 875500BJTX1DZ2QIPK23 | Long             | ABS-O            | CORP              | IE        |       100000 | PA      | $114387.44    | 0.00%             | 2034-06-25      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY PTE LTD                                | CONTINUUM ENERGY PTE LTD                                                         | CUSIP: 211926AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      1749061 | PA      | $1749061.00   | 0.02%             | 2027-09-11      | Variable      | 12.85%                | No            |                  3 | On Loan: —       |
| Credit Suisse Mortgage Trust                            | CSMC Trust 2015-WIN1                                                             | CUSIP: 12649KAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       136830 | PA      | $126508.25    | 0.00%             | 2044-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2021-NQM3                                        | CUSIP: 105690AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1520124 | PA      | $1404738.87   | 0.01%             | 2060-04-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XVI Ltd                                                             | CUSIP: 89642DAA6<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |      3430000 | PA      | $3439299.07   | 0.03%             | 2034-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                            | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      3997000 | PA      | $3851197.07   | 0.04%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.720000 01-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     46550975 | OU      | $2122.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                  | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      2941000 | PA      | $3854900.87   | 0.04%             | 2031-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                                    | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |      1683000 | PA      | $1613954.42   | 0.02%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| ELO SACA                                                | ELO SACA                                                                         | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |      8000000 | PA      | $9210414.86   | 0.09%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      2100000 | PA      | $2431783.73   | 0.02%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INSURANCE AUSTRALIA GRP                                 | Insurance Australia Group Ltd                                                    | CUSIP: 000000000<br>LEI: 549300PFEWKNHRG25N08 | Long             | DBT              | CORP              | AU        |      1340000 | PA      | $854287.60    | 0.01%             | 2037-06-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |            1 | NC      | $-3625.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                    | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      5390000 | PA      | $5728475.83   | 0.05%             | 2029-05-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                                      | Daimler Truck International Finance BV                                           | CUSIP: 000000000<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |      7800000 | PA      | $8933812.25   | 0.08%             | 2029-11-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAJ0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |      3510000 | PA      | $3516560.54   | 0.03%             | 2038-09-10      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       300000 | PA      | $267292.77    | 0.00%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox CLO III Ltd                                                             | CUSIP: 96467JAE2<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1512753.60   | 0.01%             | 2035-10-15      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                 | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      7273000 | PA      | $8458907.59   | 0.08%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMRT                                                    | SMRT 2022-MINI                                                                   | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5150000 | PA      | $5137125.00   | 0.05%             | 2039-01-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                          | Milos CLO Ltd                                                                    | CUSIP: 60162PAG7<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003332.30   | 0.01%             | 2030-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                 | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      3049198 | PA      | $2979554.69   | 0.03%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                | Auto ABS Italian Stella Loans 2024-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |        81793 | PA      | $94356.06     | 0.00%             | 2036-12-29      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |       511000 | PA      | $517770.75    | 0.00%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                             | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      1570000 | PA      | $1486727.83   | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                     | HONO 2021-LULU Mortgage Trust                                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6700000 | PA      | $6679062.50   | 0.06%             | 2036-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.730000 24-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     47541000 | OU      | $-10581.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $597282.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1355000 | PA      | $1343608.52   | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      2560000 | PA      | $2502400.00   | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PHOENIX GRP HLD PLC                                     | Phoenix Group Holdings PLC                                                       | CUSIP: 000000000<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |      1520000 | PA      | $1603600.00   | 0.02%             | 2029-12-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 39 Ltd                                                                   | CUSIP: 00121XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1999619.60   | 0.02%             | 2038-04-20      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII LTD                    | Octagon Investment Partners XVII Ltd                                             | CUSIP: 67590GBG3<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |        18627 | PA      | $18635.16     | 0.00%             | 2031-01-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-3 Ltd                                                              | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |      3218873 | PA      | $3219603.01   | 0.03%             | 2031-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                             | Hologic Inc                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |      1066000 | PA      | $1050122.04   | 0.01%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Dowson                                                  | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       500000 | PA      | $658108.20    | 0.01%             | 2031-08-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       236250 | PA      | $231789.42    | 0.00%             | 2062-04-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO Ltd                                                  | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999679.70    | 0.01%             | 2038-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy                                  | Red & Black Auto Italy Srl                                                       | CUSIP: 000000000<br>LEI: 8156003B1C9DCDE30892 | Long             | ABS-O            | CORP              | IT        |       100000 | PA      | $114335.75    | 0.00%             | 2036-07-28      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       150000 | PA      | $155770.27    | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| SM Energy Co                                            | SM Energy Co                                                                     | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      1693000 | PA      | $1696790.63   | 0.02%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM3                         | CUSIP: 61776UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5977013 | PA      | $5925570.20   | 0.06%             | 2069-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       625000 | PA      | $637489.50    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-B                                          | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2553968 | PA      | $2605040.20   | 0.02%             | 2056-10-16      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $36.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8530000 | PA      | $8544911.29   | 0.08%             | 2039-12-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO IV Ltd                                               | CUSIP: 08180FBU4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |      1360000 | PA      | $1362006.95   | 0.01%             | 2034-04-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                  | Lebanon Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       441000 | PA      | $81585.00     | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       821995 | PA      | $835729.64    | 0.01%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Credit Student Loan Trust 2005-A                                     | CUSIP: 78443CBV5<br>LEI: 549300ZTEFT8CS12SF95 | Long             | ABS-O            | CORP              | US        |      1265196 | PA      | $1248750.32   | 0.01%             | 2038-12-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      5303000 | PA      | $6275666.17   | 0.06%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2020-4                                                  | CUSIP: 03464LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       183162 | PA      | $174248.20    | 0.00%             | 2065-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      2525000 | PA      | $2726154.13   | 0.03%             | 2030-05-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                        | TCI-Symphony CLO 2016-1 Ltd                                                      | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |      1525013 | PA      | $1526279.34   | 0.01%             | 2032-10-13      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      2717000 | PA      | $2813755.09   | 0.03%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2021-W10X                                                                    | CUSIP: 55284DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $99598.43     | 0.00%             | 2034-12-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      1425000 | PA      | $1429460.25   | 0.01%             | 2025-11-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | SWP: OIS 13.417500 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |      2102903 | OU      | $-4897.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     14749300 | PA      | $778390.10    | 0.01%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XVI Ltd                                              | CUSIP: 08181VBG9<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250875.93    | 0.00%             | 2038-01-17      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2019-A                                 | CUSIP: 63941BAC9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       599756 | PA      | $599653.17    | 0.01%             | 2043-01-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       485315 | PA      | $485544.87    | 0.00%             | 2037-06-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                           | Alpha Bank SA                                                                    | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |      3000000 | PA      | $3696028.37   | 0.03%             | 2034-09-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                           | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |       100898 | PA      | $134870.03    | 0.00%             | 2061-09-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 5.944700 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1049850802 | OU      | $-18098.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Trust 2013-TH1                                                              | CUSIP: 22944PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1161362 | PA      | $1011907.09   | 0.01%             | 2043-02-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $54950.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |       411000 | PA      | $420009.98    | 0.00%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $90435.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HBXV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1682913 | PA      | $1691137.61   | 0.02%             | 2054-03-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                     | Eaton Vance CLO 2020-1 Ltd                                                       | CUSIP: 278300AS7<br>LEI: 5493004NKU3QU5G6QW39 | Long             | ABS-CBDO         | CORP              | KY        |       822000 | PA      | $824940.21    | 0.01%             | 2037-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                     | PFS Financing Corp                                                               | CUSIP: 69335PFD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2440000 | PA      | $2443914.74   | 0.02%             | 2028-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                                           | CUSIP: 000000000<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      3831000 | PA      | $3892966.43   | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                                | Jones Deslauriers Insurance Management Inc                                       | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |      1583000 | PA      | $1682250.93   | 0.02%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                      | PrestigeBidCo GmbH                                                               | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |      1253000 | PA      | $1436786.56   | 0.01%             | 2029-07-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                       | Atrium XV                                                                        | CUSIP: 55820LAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002890.50   | 0.01%             | 2036-07-16      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      1929000 | PA      | $1944094.71   | 0.02%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners Clo XXXV Ltd                                             | CUSIP: 08182YAG3<br>LEI: 254900U0SNDVHNBLRW07 | Long             | ABS-CBDO         | CORP              | JE        |       375000 | PA      | $376321.28    | 0.00%             | 2037-04-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                          | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4680000 | PA      | $4709656.22   | 0.04%             | 2034-11-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      4672000 | PA      | $4322394.71   | 0.04%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      2672000 | PA      | $2567406.43   | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CEVA SANTE ANIMALE                                      | Ceva Sante Animale 2025 EUR Term Loan B                                          | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |      4000000 | PA      | $4554253.19   | 0.04%             | 2030-11-08      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       690000 | PA      | $684862.74    | 0.01%             | 2041-08-15      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| Valeo F1 Company Limited (Ireland)                      | VALEO F1 COMPANY LTD IRELAND 2025 EUR TERM LOAN B5                               | CUSIP: 000000000<br>LEI: 259400O9OX5WFOBC8C47 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2286689.85   | 0.02%             | 2028-09-29      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Noria                                                   | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |        96489 | PA      | $111712.69    | 0.00%             | 2043-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 30 Ltd                                                                  | CUSIP: 03165UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004999.80   | 0.01%             | 2037-01-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       858000 | PA      | $879709.97    | 0.01%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819DBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001499.70   | 0.01%             | 2037-07-23      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5074283.50   | 0.05%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                      | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $133441.36    | 0.00%             | 2094-03-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $720866.71    | 0.01%             | 2032-06-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                          | BOCA Commercial Mortgage Trust 2024-BOCA                                         | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6000000 | PA      | $6026250.00   | 0.06%             | 2041-08-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAE5<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $510805.80    | 0.00%             | 2069-04-25      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                     | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      3303000 | PA      | $3919252.47   | 0.04%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                 | UKG Inc                                                                          | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      5820000 | PA      | $5975190.30   | 0.06%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                  | MGM China Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      6000000 | PA      | $6246544.20   | 0.06%             | 2031-06-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| Flatiron CLO Ltd                                        | Flatiron CLO 25 Ltd                                                              | CUSIP: 33883YAA6<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |       780000 | PA      | $785758.58    | 0.01%             | 2037-10-17      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2014 Ltd                                                            | CUSIP: 12549JBC4<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501000.00    | 0.00%             | 2031-01-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2022-A                                          | CUSIP: 78450FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       459161 | PA      | $420966.07    | 0.00%             | 2054-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2024-2                                                    | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1850000 | PA      | $1836385.11   | 0.02%             | 2034-02-21      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |       949000 | PA      | $977087.55    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      4258000 | PA      | $5007676.73   | 0.05%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                              | Barings Equipment Finance LLC 2025-A                                             | CUSIP: 06764MAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6409000 | PA      | $6488720.27   | 0.06%             | 2050-06-13      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                          | SAPPHIRE XXXII SERIES 2025-1 TRUST                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      5880000 | PA      | $3782787.39   | 0.04%             | 2066-06-14      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                              | Mahle GmbH                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |      8381000 | PA      | $9657912.91   | 0.09%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                  | JW Trust 2024-BERY                                                               | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4360000 | PA      | $4365436.92   | 0.04%             | 2039-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 6.796300 05-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40191969 | OU      | $3115.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO LTD                                            | Voya 2012-4 Ltd                                                                  | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        41884 | PA      | $41910.70     | 0.00%             | 2030-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                  | Power Finance Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |       204000 | PA      | $221520.65    | 0.00%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |      2742873 | PA      | $2743209.11   | 0.03%             | 2031-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                    | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |        93552 | PA      | $92499.54     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-15859.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2022-2                                                  | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       574685 | PA      | $541433.64    | 0.01%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                          | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |       167696 | PA      | $222017.08    | 0.00%             | 2032-05-16      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6486000 | PA      | $6584373.81   | 0.06%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1328000 | PA      | $1175917.44   | 0.01%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                 | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |      9464000 | PA      | $9300504.76   | 0.09%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO                              | Fidelity Grand Harbour Clo 2023-1 DAC                                            | CUSIP: 000000000<br>LEI: 635400GMXFDXRDDHLG52 | Long             | ABS-CBDO         | CORP              | IE        |      2040000 | PA      | $2310053.21   | 0.02%             | 2038-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-RPL1 Trust                                                             | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3698643 | PA      | $3561851.85   | 0.03%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      1035000 | PA      | $905625.00    | 0.01%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos Clo Xxv                                                                   | CUSIP: 03762YBP1<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1514802.30   | 0.01%             | 2037-01-20      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Albea Beauty Holdings SA                                | Albea Beauty Holdings SA 2023 EUR Term Loan B                                    | CUSIP: 000000000<br>LEI: 2221000LVW3T1WSQUG17 | Long             | LON              | CORP              | LU        |      2000000 | PA      | $2286826.79   | 0.02%             | 2027-12-31      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                              | MFA 2021-NQM2 Trust                                                              | CUSIP: 55283WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4025868 | PA      | $3537927.68   | 0.03%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                          | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8225000 | PA      | $8464748.88   | 0.08%             | 2041-12-10      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |      2644000 | PA      | $2544896.27   | 0.02%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Exmoor Funding PLC                                      | Exmoor Funding 2024-1 PLC                                                        | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |       523055 | PA      | $692957.89    | 0.01%             | 2094-03-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2023-V3 Mortgage Trust                                                 | CUSIP: 08163VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2997340 | PA      | $64405.95     | 0.00%             | 2056-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                            | Navient Education Loan Trust 2025-A                                              | CUSIP: 63943EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3024000 | PA      | $3031137.55   | 0.03%             | 2055-07-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                       | Ephios Subco 3 Sarl                                                              | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |     13161000 | PA      | $16208535.89  | 0.15%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      2514000 | PA      | $2503880.07   | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       292000 | PA      | $299592.00    | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                               | ACRES 2025-FL3 LLC                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7290000 | PA      | $7298679.55   | 0.07%             | 2040-08-18      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      3500000 | PA      | $4024981.43   | 0.04%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                              | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |       800000 | PA      | $965443.96    | 0.01%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1241127.94   | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pony                                                    | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $114399.08    | 0.00%             | 2033-01-14      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                                      | Elmwood CLO 14 Ltd                                                               | CUSIP: 29003WAA3<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250495.63    | 0.00%             | 2035-04-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1745000 | PA      | $1648428.91   | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-158622.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                          | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2941000 | PA      | $2919101.61   | 0.03%             | 2034-09-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SESAC Finance, LLC                                      | Sesac Finance LLC                                                                | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3866000 | PA      | $3801182.64   | 0.04%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       838000 | PA      | $864007.33    | 0.01%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     10900000 | PA      | $13179369.80  | 0.12%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                     | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5205000 | PA      | $5206458.96   | 0.05%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      1676000 | PA      | $1611831.16   | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CIFC Funding Ltd                                        | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2745000 | PA      | $2749227.30   | 0.03%             | 2036-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.180000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      8990506 | OU      | $-2800.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2018-2                                       | CUSIP: 64828CAA7<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-MBS          | CORP              | US        |        83880 | PA      | $82311.81     | 0.00%             | 2058-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $152360.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                   | ARI Fleet Lease Trust 2022-A                                                     | CUSIP: 00217QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       685000 | PA      | $680498.87    | 0.01%             | 2031-01-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                          | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8792000 | PA      | $8875298.92   | 0.08%             | 2042-07-13      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                  | ARZ Trust 2024-BILT                                                              | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2430000 | PA      | $2481928.13   | 0.02%             | 2029-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding XI Clo Ltd                                                         | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |      1772602 | PA      | $1772518.65   | 0.02%             | 2032-05-29      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Orchard Park CLO, LTD.                                  | Orchard Park Clo Ltd                                                             | CUSIP: 68563KAA9<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1013619.00   | 0.01%             | 2037-10-20      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      5000000 | PA      | $6080014.06   | 0.06%             | 2029-10-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brignole CO                                             | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       587825 | PA      | $671975.92    | 0.01%             | 2042-02-24      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                              | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3200000 | PA      | $3163349.44   | 0.03%             | 2033-03-10      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                 | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       434000 | PA      | $443107.49    | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2015-IV Ltd                                                         | CUSIP: 12550TAY1<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2753576.65   | 0.03%             | 2034-04-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                          | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9840000 | PA      | $10104784.56  | 0.10%             | 2041-12-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2025-NQM4 Trust                                                             | CUSIP: 367923AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2996572.80   | 0.03%             | 2070-06-25      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                       | Park Blue CLO 2025-VII Ltd                                                       | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4000658.00   | 0.04%             | 2038-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                  | Froneri Lux FinCo SARL                                                           | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      4293000 | PA      | $4935913.09   | 0.05%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                    | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $7782082.54   | 0.07%             | 2032-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                           | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1269000 | PA      | $1443884.06   | 0.01%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2024-NQM1                                    | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |      1688406 | PA      | $1693624.42   | 0.02%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                           | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2840000 | PA      | $2867932.25   | 0.03%             | 2039-05-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-7259.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                     | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AW2<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |       650000 | PA      | $660328.50    | 0.01%             | 2028-09-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2024-NPL4 LLC                                                               | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-O            | CORP              | US        |      2086268 | PA      | $2085616.91   | 0.02%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      3053000 | PA      | $3121299.73   | 0.03%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY AURA                                   | Continuum Energy Aura Pte Ltd                                                    | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |      4500000 | PA      | $4629375.00   | 0.04%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2257569.23   | 0.02%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-2                                                | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-MBS          | CORP              | US        |       288746 | PA      | $290375.85    | 0.00%             | 2069-02-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 7.245000 25-SEP-2026 IBR                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   1912725939 | OU      | $5961.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      3631000 | PA      | $3843021.35   | 0.04%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24545545 | PA      | $24498787.82  | 0.23%             | 2054-06-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Brink's Co/The                                          | Brink's Co/The                                                                   | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       963000 | PA      | $948806.99    | 0.01%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2017-13 Ltd                                                              | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3009843.30   | 0.03%             | 2037-11-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2024-1                                      | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3577866 | PA      | $3587072.56   | 0.03%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      3690000 | PA      | $3747453.30   | 0.04%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 29 Ltd                                                     | CUSIP: 03332QAA3<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4018857.60   | 0.04%             | 2037-07-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares Loan Funding IV Ltd                                                         | CUSIP: 04020FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1008026.10   | 0.01%             | 2036-10-15      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                            | SM Energy Co                                                                     | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       532000 | PA      | $530819.07    | 0.01%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | 5Y RTR 2.050000 02-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    -55703000 | OU      | $-5873.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |            1 | NC      | $-43530.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      3141000 | PA      | $3066401.25   | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JSC KASPI.KZ                                            | JSC Kaspi.kz                                                                     | CUSIP: 000000000<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |       200000 | PA      | $204000.00    | 0.00%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NIELSEN CONSUMER INC                                    | Nielsen Consumer Inc 2025 EUR Term Loan                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1995000 | PA      | $2280403.95   | 0.02%             | 2028-03-06      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                            | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      2600000 | PA      | $3017381.61   | 0.03%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2025-1                                                    | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3295000 | PA      | $3308791.22   | 0.03%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      6000000 | PA      | $5895000.00   | 0.06%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust             | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       190000 | PA      | $151310.22    | 0.00%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $9909822.99   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                 | Warwick Capital CLO 1 Ltd                                                        | CUSIP: 936919AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2012001.00   | 0.02%             | 2036-10-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | RAD CLO 27 Ltd                                                                   | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002797.50   | 0.01%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $13460.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2019-1                                                   | CUSIP: 33852AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       143040 | PA      | $127899.07    | 0.00%             | 2049-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2023-NQM1 Trust                                                             | CUSIP: 36169BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4082994 | PA      | $3856951.85   | 0.04%             | 2057-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2020-4                                                  | CUSIP: 03464LAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       400456 | PA      | $383129.82    | 0.00%             | 2065-06-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                 | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     43210000 | PA      | $976209.27    | 0.01%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                             | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       584000 | PA      | $550413.58    | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2018-A                                          | CUSIP: 78449PAB5<br>LEI: 549300QHI21JZK7YIR34 | Long             | ABS-O            | CORP              | US        |        23579 | PA      | $23294.31     | 0.00%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2014-2                                       | CUSIP: 64828YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       151955 | PA      | $143931.85    | 0.00%             | 2054-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SES SA                                                  | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      1850000 | PA      | $2176362.47   | 0.02%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2023-A                                            | CUSIP: 56847FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2725000 | PA      | $2811718.49   | 0.03%             | 2035-10-22      | Fixed         | 8.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                | Ford Credit Auto Owner Trust/Ford Credit                                         | CUSIP: 34532MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3872000 | PA      | $3919964.79   | 0.04%             | 2037-08-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                | Enel SpA                                                                         | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      6375000 | PA      | $7438600.75   | 0.07%             | 2030-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB14 LLC                                                               | CUSIP: 12530XAC5<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |       314718 | PA      | $298382.03    | 0.00%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2021-2                                                  | CUSIP: 03465DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       241988 | PA      | $206978.97    | 0.00%             | 2066-04-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                 | Volkswagen Leasing GmbH                                                          | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |      8226000 | PA      | $9501746.59   | 0.09%             | 2026-10-11      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                | Ford Credit Auto Owner Trust 2024-REV1                                           | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1251000 | PA      | $1270863.00   | 0.01%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |            1 | NC      | $-169.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                | Auto ABS Italian Stella Loans 2025-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       163000 | PA      | $186653.73    | 0.00%             | 2040-12-28      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-A                                          | CUSIP: 78450QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1567044 | PA      | $1577482.10   | 0.01%             | 2053-01-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                           | 1988 CLO 5 Ltd                                                                   | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4018000.00   | 0.04%             | 2037-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-319.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $391376.00    | 0.00%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.330000 17-SEP-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     16603167 | OU      | $27727.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEGAS Trust                                             | VEGAS Trust 2024-TI                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4850000 | PA      | $4893025.81   | 0.05%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      8901000 | PA      | $10386367.35  | 0.10%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                | Empresa Nacional del Petroleo                                                    | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |       400000 | PA      | $407000.00    | 0.00%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VIVALTO SANTE SAS                                       | VIVALTO SANTE SAS 2025 EUR TERM LOAN B                                           | CUSIP: 000000000<br>LEI: 969500LFM6S869DF2T62 | Long             | LON              | CORP              | FR        |      4000000 | PA      | $4574292.66   | 0.04%             | 2031-07-21      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                     | BHMS 2018-ATLS                                                                   | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5945000 | PA      | $5943839.54   | 0.06%             | 2035-07-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       146000 | PA      | $149549.26    | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                           | Atlas Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |       554395 | PA      | $735872.41    | 0.01%             | 2061-09-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      6670000 | PA      | $7215898.23   | 0.07%             | 2028-11-05      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      1522000 | PA      | $1405851.16   | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | Newday Funding Master Issuer PLC - Series 2024-3                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       151000 | PA      | $200294.16    | 0.00%             | 2032-11-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      1071000 | PA      | $1105934.95   | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-LBA                                                                | CUSIP: 05609BAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $99688.65     | 0.00%             | 2036-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2022-CM1 Trust                                                              | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       882089 | PA      | $818566.61    | 0.01%             | 2066-12-27      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1792000 | PA      | $1791897.91   | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINCO SARL                                       | Eircom Finco Sarl 2025 EUR Term Loan B5                                          | CUSIP: 000000000<br>LEI: 6354009LHESIJBCL1Y98 | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1136817.26   | 0.01%             | 2029-05-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3667000 | PA      | $3651755.55   | 0.03%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: CZK 3.560000 18-JUN-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23138323 | OU      | $-14426.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       859000 | PA      | $896729.86    | 0.01%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| BARBADOS GOVT OF                                        | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |       390000 | PA      | $389066.46    | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | Newday Funding Master Issuer PLC - Series 2024-3                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      1047000 | PA      | $1387489.35   | 0.01%             | 2032-11-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | NewDay Funding                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       152000 | PA      | $200807.02    | 0.00%             | 2033-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2021-2 Ltd                                                    | CUSIP: 77341LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       550000 | PA      | $551100.00    | 0.01%             | 2034-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GRUPO POSADAS SAB CV                                    | Grupo Posadas SAB de CV                                                          | CUSIP: 000000000<br>LEI: 529900NRFIXN5G8NUX35 | Long             | DBT              | CORP              | MX        |       731959 | PA      | $701992.60    | 0.01%             | 2027-12-30      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4707155 | PA      | $4717080.72   | 0.04%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XXVI CLO Ltd                                                              | CUSIP: 36321LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       393381 | PA      | $393322.43    | 0.00%             | 2031-11-22      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38384KUP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2471431 | PA      | $2468275.63   | 0.02%             | 2054-03-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.056300 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    117434652 | OU      | $-7481.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Polaris                                                 | Polaris 2025-2 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008SKUHLCPHT7N63 | Long             | ABS-MBS          | CORP              | GB        |       196000 | PA      | $259059.10    | 0.00%             | 2068-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      4364000 | PA      | $4403402.56   | 0.04%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-3                                                | CUSIP: 92540MAF2<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |      1240000 | PA      | $1248221.57   | 0.01%             | 2069-04-25      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       400000 | PA      | $394846.00    | 0.00%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | EFMT 2024-INV2                                                                   | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |      8319272 | PA      | $8243424.71   | 0.08%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.823000 07-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     19779973 | OU      | $140.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       300000 | PA      | $307707.90    | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                              | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4493000 | PA      | $4524785.28   | 0.04%             | 2033-06-10      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       895000 | PA      | $838244.92    | 0.01%             | 2052-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       930916 | PA      | $884369.92    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | EFMT 2025-NQM1                                                                   | CUSIP: 26846CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3232000 | PA      | $3143227.33   | 0.03%             | 2070-01-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4289000 | PA      | $4304992.82   | 0.04%             | 2041-10-15      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1106000 | PA      | $1140319.18   | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WORLEY FIN SERV PTY LTD                                 | Worley Financial Services Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300XG4PYDO7ACB905 | Long             | DBT              | CORP              | AU        |      2300000 | PA      | $1512904.09   | 0.01%             | 2032-05-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2016-12 Ltd                                                              | CUSIP: 67092RBC1<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |      4750000 | PA      | $4762552.83   | 0.04%             | 2037-10-18      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CARD CO LTD                                     | Hyundai Card Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400S1WSELQL3GVR75 | Long             | DBT              | CORP              | KR        |      1395000 | PA      | $1436975.55   | 0.01%             | 2029-04-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                           | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |        62874 | PA      | $83767.05     | 0.00%             | 2033-04-21      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-6898347.29  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                    | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |       178000 | PA      | $172967.85    | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2018-AUS                                   | CUSIP: 94990EAA2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |       210000 | PA      | $204630.70    | 0.00%             | 2036-08-17      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2022-NQM9 Trust                                                              | CUSIP: 67118LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1327537 | PA      | $1324290.19   | 0.01%             | 2062-09-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO LIII                                                                  | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2006041.80   | 0.02%             | 2038-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                | Almaviva-The Italian Innovation Co SpA                                           | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      2327000 | PA      | $2693078.45   | 0.03%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       974000 | PA      | $1049763.98   | 0.01%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                     | LCM 36 Ltd                                                                       | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9250000 | PA      | $9264391.15   | 0.09%             | 2034-01-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 19 Ltd                                                             | CUSIP: 05874WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1001989.90   | 0.01%             | 2035-04-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fact SA                                                 | FACT SA/LU                                                                       | CUSIP: 000000000<br>LEI: 529900S1VYMIDC5XAC48 | Long             | ABS-O            | CORP              | LU        |       300000 | PA      | $343454.37    | 0.00%             | 2031-09-22      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                 | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2540000 | PA      | $2663215.40   | 0.03%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Rain Carbon GmbH                                        | Rain Carbon GmbH 2023 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: 529900OO18PWCCZRYG63 | Long             | LON              | CORP              | DE        |      2808444 | PA      | $3204994.35   | 0.03%             | 2028-10-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       405000 | PA      | $450137.25    | 0.00%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1574000 | PA      | $1565358.74   | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |       200000 | PA      | $209625.00    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       944000 | PA      | $922806.30    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MasOrange Finco Plc                                     | MasOrange Finco Plc 2025 EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |      3000000 | PA      | $3406480.42   | 0.03%             | 2031-03-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                      | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       400000 | PA      | $404824.49    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 6.020000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1773206097 | OU      | $-23636.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                               | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    328500000 | PA      | $596465.53    | 0.01%             | 2028-07-03      | Fixed         | 17.30%                | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4070000 | PA      | $4064878.72   | 0.04%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 5.961000 17-SEP-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    336356950 | OU      | $-17541.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                     | 522 Funding CLO 2018-3A Ltd                                                      | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       964315 | PA      | $964354.62    | 0.01%             | 2031-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      1314000 | PA      | $1325283.32   | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ZIGGO BOND CO BV                                        | Ziggo Bond Co BV                                                                 | CUSIP: 000000000<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      2492000 | PA      | $2640381.11   | 0.02%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2025-NQM1                                    | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      3656050 | PA      | $3671060.16   | 0.03%             | 2065-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | Oak Hill Credit Partners X-R Ltd                                                 | CUSIP: 67707CBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       950000 | PA      | $951599.04    | 0.01%             | 2038-04-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                 | NYMT 2024-RR1 Trust                                                              | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1737403 | PA      | $1726815.30   | 0.02%             | 2064-05-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2018-C5                                      | CUSIP: 17291DAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       425000 | PA      | $415342.09    | 0.00%             | 2051-06-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21329000 | PA      | $21216078.94  | 0.20%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2025-2                                                  | CUSIP: 35042NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       522000 | PA      | $519495.44    | 0.00%             | 2052-04-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                               | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5016617.50   | 0.05%             | 2029-08-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2021-2                                        | CUSIP: 75907UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1710000 | PA      | $1579664.83   | 0.01%             | 2033-08-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      3905000 | PA      | $3818180.14   | 0.04%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       100000 | PA      | $94571.11     | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | SWAP/CDSWAP/ICE: (ITRAXX.XO.43.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      2610407 | OU      | $-308855.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2021-230P                                         | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3338000 | PA      | $3038445.54   | 0.03%             | 2038-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                     | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7080000 | PA      | $7185550.06   | 0.07%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2001000 | PA      | $2001200.10   | 0.02%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| SUZANO AUSTRIA GMBH                                     | Suzano Austria GmbH                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      1082000 | PA      | $1108509.00   | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      3695000 | PA      | $3852636.09   | 0.04%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $5300500.64   | 0.05%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      3975000 | PA      | $5529218.94   | 0.05%             | 2031-01-31      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXVIII Ltd                                           | CUSIP: 08179KAN3<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1003503.40   | 0.01%             | 2037-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| LT Autorahoitus                                         | LT Rahoitus 2025-1 DAC                                                           | CUSIP: 000000000<br>LEI: 635400OFIJ3A8BN2BV40 | Long             | ABS-O            | CORP              | IE        |       200000 | PA      | $228013.71    | 0.00%             | 2036-07-18      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2800000 | PA      | $2805504.24   | 0.03%             | 2064-02-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |      2892000 | PA      | $2880729.01   | 0.03%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-51694.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                        | Vista Point Securitization Trust Series 2024-CES2                                | CUSIP: 92841YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6535926 | PA      | $6503295.63   | 0.06%             | 2054-10-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                   | ARI Fleet Lease Trust 2023-A                                                     | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       142158 | PA      | $142335.09    | 0.00%             | 2032-02-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXVII Ltd                                            | CUSIP: 08179PAQ5<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |      4000000 | PA      | $4012000.00   | 0.04%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                     | Henley Clo Xi DAC                                                                | CUSIP: 000000000<br>LEI: 6354004ZEQIYPXESRG76 | Long             | ABS-CBDO         | CORP              | IE        |      2280000 | PA      | $2598029.55   | 0.02%             | 2039-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 17 Ltd                                                             | CUSIP: 05876LAA1<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250350.00    | 0.00%             | 2034-10-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                  | SierraCol Energy Andina LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       635000 | PA      | $596265.00    | 0.01%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                              | Mahle GmbH                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $216017.82    | 0.00%             | 2028-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                          | Azorra Finance Ltd                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |      1928000 | PA      | $1967775.62   | 0.02%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-8                                                  | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-MBS          | CORP              | US        |      7712206 | PA      | $7706010.55   | 0.07%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Dowson                                                  | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       913404 | PA      | $1207655.00   | 0.01%             | 2031-08-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       479000 | PA      | $478832.11    | 0.00%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                   | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    265900000 | PA      | $4577528.73   | 0.04%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.030000 17-SEP-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    234951370 | OU      | $-11743.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      2083000 | PA      | $2016540.64   | 0.02%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                              | Verus Securitization Trust 2025-3                                                | CUSIP: 924928AA2<br>LEI: 213800DYYV3EM7TSTN14 | Long             | ABS-MBS          | CORP              | US        |      9063611 | PA      | $9100882.84   | 0.09%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                  | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      2040000 | PA      | $2171325.00   | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| INVERSION ESCROW ISSUER                                 | Inversion Escrow Issuer LLC                                                      | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |      1920000 | PA      | $1897271.58   | 0.02%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       687000 | PA      | $668374.95    | 0.01%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $74891.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Castell                                                 | Castell 2025-1 PLC                                                               | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |       764310 | PA      | $1013860.11   | 0.01%             | 2062-01-27      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XX Ltd                                                          | CUSIP: 83012QAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250414.68    | 0.00%             | 2038-07-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $-309537.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox CLO III Ltd                                                             | CUSIP: 96467HAU0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752821.28    | 0.01%             | 2035-10-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       297000 | PA      | $306839.61    | 0.00%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       286000 | PA      | $309416.25    | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                                | Regatta XXV Funding Ltd                                                          | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2006400.00   | 0.02%             | 2038-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $10677.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Consumo Santander                                       | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       157072 | PA      | $179732.07    | 0.00%             | 2038-07-20      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2504000 | PA      | $2577332.14   | 0.02%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                  | Bahrain Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |       288000 | PA      | $271552.32    | 0.00%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                | Braccan Mortgage Funding 2025-1 PLC                                              | CUSIP: 000000000<br>LEI: 6354003DBF3NI8QJRR63 | Long             | ABS-MBS          | CORP              | GB        |       888000 | PA      | $1178486.96   | 0.01%             | 2067-05-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division        | LONG GILT FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          -35 | NC      | $-60129.32    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Home Lending Mortgage Trust Series 2024-3                                  | CUSIP: 16159HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3572772 | PA      | $3596355.34   | 0.03%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.251000 19-MAR-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     52894779 | OU      | $-14715.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      3564000 | PA      | $3430350.00   | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| College Ave Student Loans                               | College Ave Student Loans 2021-C LLC                                             | CUSIP: 19424WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       152435 | PA      | $138151.41    | 0.00%             | 2055-07-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP2                                                            | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       265000 | PA      | $264917.19    | 0.00%             | 2036-11-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4124000 | PA      | $4170860.19   | 0.04%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED RON / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |            1 | NC      | $-112767.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXIII Ltd                                                  | CUSIP: 55819JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       475000 | PA      | $475126.40    | 0.00%             | 2032-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                          | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |        68759 | PA      | $90857.55     | 0.00%             | 2031-09-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      3325000 | PA      | $3424108.28   | 0.03%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2021-A                                            | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       480000 | PA      | $465181.34    | 0.00%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      2130000 | PA      | $2205004.67   | 0.02%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1769000 | PA      | $1780277.38   | 0.02%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       710000 | PA      | $737723.37    | 0.01%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                            | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |      1700000 | PA      | $1982702.46   | 0.02%             | 2028-11-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       878000 | PA      | $800098.75    | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.664700 01-JUN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    116342298 | OU      | $2481.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |            1 | NC      | $-537010.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                   | ARI Fleet Lease Trust 2024-A                                                     | CUSIP: 00218KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       469000 | PA      | $474159.89    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                      | Czechoslovak Group AS                                                            | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |      6517000 | PA      | $7641719.86   | 0.07%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2024-INV4 Trust                                                             | CUSIP: 367919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5759015 | PA      | $5694001.55   | 0.05%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                 | Ausgrid Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |       170000 | PA      | $111466.10    | 0.00%             | 2031-03-28      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    263057000 | PA      | $44572072.63  | 0.42%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                       | Kapla Holding SAS                                                                | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |      9500000 | PA      | $11012785.82  | 0.10%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2018-15 Ltd                                                              | CUSIP: 67112KAG4<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001442.10   | 0.01%             | 2038-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                           | Stratton Mortgage Funding 2024-3 PLC                                             | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |       179000 | PA      | $236481.42    | 0.00%             | 2049-06-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      2544000 | PA      | $2690201.64   | 0.03%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                  | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3616000 | PA      | $3511022.82   | 0.03%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SC GERMANY CONSUMER                                     | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |       100000 | PA      | $115157.98    | 0.00%             | 2038-12-14      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      5283000 | PA      | $6045967.67   | 0.06%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |       263000 | PA      | $201542.16    | 0.00%             | 2051-06-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                    | French Republic Government Bonds OAT                                             | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     41592367 | PA      | $46924791.71  | 0.44%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8617000 | PA      | $8660819.34   | 0.08%             | 2042-05-18      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       445000 | PA      | $298150.00    | 0.00%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO V-B Ltd                                              | CUSIP: 08181JAH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3340000 | PA      | $3354893.39   | 0.03%             | 2037-07-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                     | Muthoot Finance Ltd                                                              | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      1000000 | PA      | $1000000.00   | 0.01%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NAMIBIA                                     | Republic Of Namibia                                                              | CUSIP: 000000000<br>LEI: 549300T6Y4CWK77SML15 | Long             | DBT              | NUSS              | NA        |       952000 | PA      | $946164.24    | 0.01%             | 2025-10-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |        24000 | PA      | $24030.07     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| UZBEKISTAN INTL BOND                                    | Republic of Uzbekistan International Bond                                        | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   5000000000 | PA      | $410300.01    | 0.00%             | 2027-05-29      | Fixed         | 16.63%                | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11014337 | PA      | $11051294.21  | 0.10%             | 2039-08-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2790000 | PA      | $2868259.50   | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CIFC Funding Ltd                                        | CIFC Funding 2020-II Ltd                                                         | CUSIP: 12547LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2840000 | PA      | $2847136.92   | 0.03%             | 2034-10-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                | SoFi Personal Loan Trust 2024-1                                                  | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       577016 | PA      | $578928.37    | 0.01%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $18663.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2025-1                                        | CUSIP: 75908AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2797000 | PA      | $2820664.58   | 0.03%             | 2034-04-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 39 Ltd                                      | Elmwood CLO 39 Ltd                                                               | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5250000 | PA      | $5244826.65   | 0.05%             | 2038-04-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2020-A                                          | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       103689 | PA      | $99719.58     | 0.00%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| HIKMA FINANCE USA LLC                                   | Hikma Finance USA LLC                                                            | CUSIP: 000000000<br>LEI: 213800BU7YH2WTM1QL87 | Long             | DBT              | CORP              | US        |       398000 | PA      | $395015.00    | 0.00%             | 2030-07-08      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                     | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      3700000 | PA      | $3814490.73   | 0.04%             | 2028-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DE               |  | US        |      4356673 | OU      | $-22553.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    386573835 | PA      | $19812736.41  | 0.19%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $861970.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain Fuji US Clo II Ltd                                                  | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1033232 | PA      | $1034151.92   | 0.01%             | 2030-10-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $6075.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 8 Ltd                                                           | CUSIP: 827919AA9<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1009111.40   | 0.01%             | 2038-04-15      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                      | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $978376.80    | 0.01%             | 2036-01-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2021-NQM3 Trust                                                             | CUSIP: 36167HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1572318 | PA      | $1363982.06   | 0.01%             | 2066-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: CNY 1.448000 17-SEP-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     90611000 | OU      | $-74001.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2024-NQM4                                        | CUSIP: 10568NAA0<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |      1356256 | PA      | $1326934.70   | 0.01%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |      1534000 | PA      | $1491876.51   | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                            | Teleflex Inc                                                                     | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |       736000 | PA      | $723937.53    | 0.01%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                | NSW Electricity Networks Finance Pty Ltd                                         | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | SN               | CORP              | AU        |      2910000 | PA      | $1879256.29   | 0.02%             | 2055-03-11      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2948000 | PA      | $2924900.36   | 0.03%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10883000 | PA      | $10864715.47  | 0.10%             | 2062-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| SCHOEN KLINIK SE                                        | Schoen Klinik SE 2025 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: 5299005C8FSZLNO2KW98 | Long             | LON              | CORP              | DE        |      1000000 | PA      | $1135972.78   | 0.01%             | 2031-01-12      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 10 Ltd                                                                   | CUSIP: 48662LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3510000 | PA      | $3515253.07   | 0.03%             | 2034-04-23      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                             | Taurus 2025-4 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ARN6VSOEBJXY74 | Long             | ABS-MBS          | CORP              | IE        |       100000 | PA      | $132064.98    | 0.00%             | 2035-08-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3518000 | PA      | $4186553.81   | 0.04%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       345000 | PA      | $342519.45    | 0.00%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VARANASI AURA NH-2 TOLL                                 | Varanasi Aurangabad Nh-2 Tollway Pvt Ltd                                         | CUSIP: 000000000<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |       705000 | PA      | $723259.50    | 0.01%             | 2034-02-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| MARKET BIDCO FINCO PLC                                  | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      6802000 | PA      | $7741169.71   | 0.07%             | 2031-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      1901000 | PA      | $1860847.46   | 0.02%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $44142.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                              | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       977000 | PA      | $992570.94    | 0.01%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 10.810000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      1182017 | OU      | $-14282.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust               | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2500000 | PA      | $2475575.75   | 0.02%             | 2039-12-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1389000 | PA      | $1430489.43   | 0.01%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                     | Pachelbel Bidco SpA                                                              | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |      4116000 | PA      | $4736313.89   | 0.04%             | 2031-05-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002947.90   | 0.01%             | 2037-10-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 23 Ltd                                                                   | CUSIP: 00119EAN7<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | KY        |      4250000 | PA      | $4245852.43   | 0.04%             | 2038-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2022-1                                                 | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       821568 | PA      | $775760.70    | 0.01%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                        | Flatiron CLO 21 Ltd                                                              | CUSIP: 33883PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250756.83    | 0.00%             | 2037-10-19      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.084800 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     26445824 | OU      | $-5785.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-13                                                 | CUSIP: 03466PAA3<br>LEI: 254900WA697298AD1C53 | Long             | ABS-MBS          | CORP              | US        |      5322408 | PA      | $5318463.49   | 0.05%             | 2069-12-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      4890000 | PA      | $4989822.11   | 0.05%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |       147000 | PA      | $140690.19    | 0.00%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding                     | Palmer Square European Loan Funding 2024-2 DAC                                   | CUSIP: 000000000<br>LEI: 254900G4AVDGFB7U1712 | Long             | ABS-CBDO         | CORP              | IE        |       730000 | PA      | $834867.23    | 0.01%             | 2034-05-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                   | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      1049000 | PA      | $1197126.56   | 0.01%             | 2037-06-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                         | Fiber Midco Spa                                                                  | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |       900000 | PA      | $937466.16    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 6.150000 19-MAR-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    134583417 | OU      | $-2898.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1111000 | PA      | $1126831.75   | 0.01%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 4 Ltd                                                         | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $701667.68    | 0.01%             | 2038-01-22      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1795014.24   | 0.02%             | 2029-10-29      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 10 Ltd                                                        | CUSIP: 67707LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       950000 | PA      | $951913.21    | 0.01%             | 2036-01-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                  | Emirate of Dubai Government International Bonds                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |       426000 | PA      | $306038.40    | 0.00%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $133293.85    | 0.00%             | 2032-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      1741000 | PA      | $1766608.37   | 0.02%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELECTRANET PTY LTD                                      | ElectraNet Pty Ltd                                                               | CUSIP: 000000000<br>LEI: 254900N5QT0J6DLN1Z66 | Long             | DBT              | CORP              | AU        |       510000 | PA      | $307273.58    | 0.00%             | 2028-12-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                 | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                      | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5960000 | PA      | $6150338.56   | 0.06%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| VIASAT INC                                              | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      4155000 | PA      | $4134929.15   | 0.04%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      1782000 | PA      | $1775188.31   | 0.02%             | 2026-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAH4<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198208.16    | 0.00%             | 2033-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5015339.00   | 0.05%             | 2037-10-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      4310000 | PA      | $2793503.39   | 0.03%             | 2054-12-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278MBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1200500 | PA      | $1037177.98   | 0.01%             | 2052-10-15      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       248000 | PA      | $291649.50    | 0.00%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO                                      | Blueberry Park CLO Ltd                                                           | CUSIP: 09609VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1007332.10   | 0.01%             | 2037-10-20      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners 48 LP                                                     | CUSIP: 38177DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2504850.00   | 0.02%             | 2038-04-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |       814000 | PA      | $804842.50    | 0.01%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2020-A                                          | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1042415 | PA      | $1041453.41   | 0.01%             | 2037-09-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Cardiff Automobile Receivables Securitisation           | Cardiff Auto Receivables Securitisation 2024-1 PLC                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |       230000 | PA      | $303956.01    | 0.00%             | 2031-08-20      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2021-W10X                                                                    | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       130000 | PA      | $129650.98    | 0.00%             | 2034-12-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Trust 2016-NXSR                                                             | CUSIP: 12594PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       900000 | PA      | $870375.78    | 0.01%             | 2049-12-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| DORNA SPORTS SL                                         | DORNA SPORTS SL 2025 EUR TERM LOAN B                                             | CUSIP: 000000000<br>LEI: 95980020140005602218 | Long             | LON              | CORP              | ES        |      1750000 | PA      | $2000853.62   | 0.02%             | 2032-07-29      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | GoldenTree Loan Management US CLO 24 Ltd                                         | CUSIP: 38139VAC9<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1998342.40   | 0.02%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4907000 | PA      | $4870626.37   | 0.05%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| BAYER AG                                                | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      4300000 | PA      | $5342839.61   | 0.05%             | 2083-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       907000 | PA      | $937685.62    | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2015-1 Ltd                                  | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       601674 | PA      | $602275.97    | 0.01%             | 2031-07-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $14796.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                    | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3590000 | PA      | $3661681.53   | 0.03%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HILL FL                                                 | Hill FL 2024-2 BV                                                                | CUSIP: 000000000<br>LEI: 724500H2AN902EY7W191 | Long             | ABS-O            | CORP              | NL        |       100000 | PA      | $112595.99    | 0.00%             | 2032-10-18      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Autonoria                                               | AutoNoria Spain 2025 FT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       500000 | PA      | $572545.48    | 0.01%             | 2043-04-30      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2020-NQM1                                    | CUSIP: 64830VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       636215 | PA      | $599060.02    | 0.01%             | 2060-01-26      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-D                                                 | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2022175 | PA      | $1906152.15   | 0.02%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                               | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $992869.90    | 0.01%             | 2029-08-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: CZK 3.615000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     34748185 | OU      | $-19597.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                 | Regatta 31 Funding Ltd                                                           | CUSIP: 758962AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1075000 | PA      | $1076108.11   | 0.01%             | 2038-03-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: KRW 2.407000 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   1475244230 | OU      | $-321.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2024-1 Ltd                                            | CUSIP: 69703QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       945000 | PA      | $945045.08    | 0.01%             | 2032-10-15      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       393000 | PA      | $400863.72    | 0.00%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                            | Ford Credit Auto Owner Trust 2022-D                                              | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        52443 | PA      | $52585.59     | 0.00%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     71309995 | PA      | $3481214.11   | 0.03%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2019-2                                          | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       350000 | PA      | $340363.31    | 0.00%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Eagle Bidco Limited                                     | Eagle Bidco Limited 2021 EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 213800YANPDABTN5JJ43 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2286689.85   | 0.02%             | 2028-03-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-DM                                        | CUSIP: 36265AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3010000 | PA      | $2987425.00   | 0.03%             | 2036-11-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $5034.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pony                                                    | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $113910.42    | 0.00%             | 2033-01-14      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | EFMT 2023-1                                                                      | CUSIP: 26844QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        81508 | PA      | $81239.96     | 0.00%             | 2068-02-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                | FS Trust 2024-HULA                                                               | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6166000 | PA      | $6181376.77   | 0.06%             | 2039-08-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2021-VII Ltd                                                        | CUSIP: 12567HAC6<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |       327000 | PA      | $327649.39    | 0.00%             | 2035-01-23      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Areas Worldwide SA                                      | Areas Worldwide SA 2025 EUR Term Loan B                                          | CUSIP: 000000000<br>LEI: 5493003QHT6ZHQO67865 | Long             | LON              | CORP              | FR        |      3000000 | PA      | $3425549.86   | 0.03%             | 2029-12-31      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2025-A                                                 | CUSIP: 64033XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4550000 | PA      | $4553395.21   | 0.04%             | 2057-03-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      2200000 | PA      | $2562073.46   | 0.02%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CeramTec AcquiCo GmbH                                   | CeramTec AcquiCo GmbH 2022 EUR Term Loan B                                       | CUSIP: 000000000<br>LEI: 9845001D9F4A861EIB39 | Long             | LON              | CORP              | DE        |      2000000 | PA      | $2223558.69   | 0.02%             | 2029-03-16      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      1306000 | PA      | $1339877.64   | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                    | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  52005100000 | PA      | $10873045.92  | 0.10%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | Onemain Financial Issuance Trust 2025-1                                          | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1072000 | PA      | $1076947.07   | 0.01%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-3                                                  | CUSIP: 46592ABD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       406170 | PA      | $5091.62      | 0.00%             | 2050-08-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                           | Hermitage 2025 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MSBHAPT1EQBW93 | Long             | ABS-O            | CORP              | GB        |       106000 | PA      | $140059.72    | 0.00%             | 2033-04-21      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                          | Asimi Funding 2024-1 PLC                                                         | CUSIP: 000000000<br>LEI: 635400ED9TX8KJO28Q39 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $132344.69    | 0.00%             | 2031-09-16      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       466000 | PA      | $435826.50    | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                | Unipol Assicurazioni SpA                                                         | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      5200000 | PA      | $6261273.00   | 0.06%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | FSWP: OIS 8.740000 17-SEP-2030 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  38155286576 | OU      | $-43076.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2022-3                                                | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1865530 | PA      | $1776597.21   | 0.02%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXXV                                                                  | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |      1343588 | PA      | $1344931.59   | 0.01%             | 2034-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2021-2R Mortgage Loan Trust                                                 | CUSIP: 12656YAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       888355 | PA      | $810094.97    | 0.01%             | 2054-07-27      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo V Ltd                                                               | CUSIP: 96467PAE8<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $997588.74    | 0.01%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS            | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | CUSIP: 939355AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       244752 | PA      | $210779.24    | 0.00%             | 2047-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point Clo 4 Ltd                                                           | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2007869.20   | 0.02%             | 2037-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9114208 | PA      | $9229958.54   | 0.09%             | 2056-03-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      5062000 | PA      | $218267.77    | 0.00%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      4894000 | PA      | $4824587.03   | 0.05%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OPMOBILITY                                              | Opmobility                                                                       | CUSIP: 000000000<br>LEI: 9695001VLC2KYXX0DW73 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1386215.00   | 0.01%             | 2031-02-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                              | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       561000 | PA      | $484215.93    | 0.00%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      5189000 | PA      | $5345090.31   | 0.05%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                     | Sound Point CLO V-R LTD                                                          | CUSIP: 83607EAC6<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002622.50   | 0.01%             | 2031-07-18      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 54 Senior Loan Fund                                                       | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |      1074280 | PA      | $1074508.63   | 0.01%             | 2029-10-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos Clo Xxv                                                                   | CUSIP: 03762YBH9<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501013.95    | 0.00%             | 2037-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 13.340000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     25866000 | OU      | $-27452.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                 | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      4212000 | PA      | $4860425.23   | 0.05%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1601000 | PA      | $1636338.87   | 0.02%             | 2029-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $32879.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                               | Chesapeake Funding II LLC                                                        | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |        56336 | PA      | $56630.51     | 0.00%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                             | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      1956000 | PA      | $1656658.45   | 0.02%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.405000 26-JUN-2027 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     60949000 | OU      | $-3110.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      2900000 | PA      | $3905516.25   | 0.04%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      6212000 | PA      | $7175357.20   | 0.07%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                            | CUSIP: 000000000<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       592000 | PA      | $592000.00    | 0.01%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                         | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3947000 | PA      | $4009752.17   | 0.04%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| TERNA RETE ELETTRICA                                    | Terna - Rete Elettrica Nazionale                                                 | CUSIP: 000000000<br>LEI: 8156009E94ED54DE7C31 | Long             | DBT              | CORP              | IT        |      6505000 | PA      | $7721269.48   | 0.07%             | 2030-01-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEREOS FINANCE GROUPE I                                 | Tereos Finance Groupe I SA                                                       | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |       832000 | PA      | $935235.79    | 0.01%             | 2031-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       300000 | PA      | $294296.55    | 0.00%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                      | THAMES WATER UTILITIES FINANCE PLC                                               | CUSIP: 000000000<br>LEI: 6354006GQBBANLIO8R45 | Long             | ABS-O            | CORP              | GB        |       175000 | PA      | $232007.67    | 0.00%             | 2031-08-20      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      1085578 | PA      | $1006081.32   | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                     | PFS Financing Corp                                                               | CUSIP: 69335PEQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1172000 | PA      | $1171756.69   | 0.01%             | 2027-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $846184.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 12 Ltd                                                                   | CUSIP: 00120BAA8<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |      3106331 | PA      | $3111239.00   | 0.03%             | 2034-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2997000 | PA      | $2885784.93   | 0.03%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |            1 | NC      | $117944.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      2782000 | PA      | $2823716.09   | 0.03%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 34 Ltd                                        | CUSIP: 64132YAQ5<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |      3831290 | PA      | $3831289.59   | 0.04%             | 2035-01-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     42238000 | PA      | $11276465.69  | 0.11%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      4090000 | PA      | $4010553.80   | 0.04%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      2500000 | PA      | $2529900.00   | 0.02%             | 2030-04-02      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Wildwood Park CLO LTD                                   | Wildwood Park CLO Ltd                                                            | CUSIP: 96820DAA5<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1017410.40   | 0.01%             | 2037-10-20      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2019-NQM4                                    | CUSIP: 64828EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2863387 | PA      | $2723245.65   | 0.03%             | 2059-09-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                | Telenet Finance Luxembourg Notes Sarl                                            | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     10600000 | PA      | $10465800.93  | 0.10%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                   | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       370000 | PA      | $422248.29    | 0.00%             | 2037-06-22      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SK BATTERY AMERICA INC                                  | SK Battery America Inc                                                           | CUSIP: 000000000<br>LEI: 54930012FBFVNU7RWO57 | Long             | DBT              | CORP              | US        |       649000 | PA      | $636097.88    | 0.01%             | 2026-01-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                             | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       341000 | PA      | $310565.75    | 0.00%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APAVE SA                                                | Apave SA EUR Term Loan B                                                         | CUSIP: 000000000<br>LEI: 96950091VWAYXK8PF876 | Long             | LON              | CORP              | FR        |      1714286 | PA      | $1962054.80   | 0.02%             | 2031-12-09      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUND FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -268 | NC      | $254419.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                            | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      1513000 | PA      | $1466397.48   | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    705618000 | PA      | $715370932.04 | 6.75%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.368014 17-SEP-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40402107 | OU      | $-10313.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dowson                                                  | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       665000 | PA      | $879180.62    | 0.01%             | 2031-08-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd                                      | Kings Park CLO Ltd                                                               | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1621884 | PA      | $1625127.77   | 0.02%             | 2035-01-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Auto1 Car Funding                                       | Auto1 Car Funding Sarl                                                           | CUSIP: 000000000<br>LEI: 984500380CAE46K6F380 | Long             | ABS-O            | CORP              | LU        |       368874 | PA      | $421613.17    | 0.00%             | 2033-12-15      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding                     | Palmer Square European Loan Funding 2024-3 DAC                                   | CUSIP: 000000000<br>LEI: 254900IYUKLJNYNCCC63 | Long             | ABS-CBDO         | CORP              | IE        |       850000 | PA      | $969799.74    | 0.01%             | 2034-05-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                              | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     15219000 | PA      | $20409207.35  | 0.19%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TREVA Equipment Finance                                 | TREVA Equipment Finance SA - Compartment 2024-1                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       483546 | PA      | $552136.63    | 0.01%             | 2035-01-20      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                | Windsor Holdings III LLC 2025 EUR Term Loan B                                    | CUSIP: 97360BAJ4<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |       400000 | PA      | $451061.37    | 0.00%             | 2030-08-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                    | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       546000 | PA      | $566305.74    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: —       |
| CD&R Firefly Bidco Limited                              | CD&R Firefly Bidco Limited 2024 EUR Term Loan B4                                 | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2259574.95   | 0.02%             | 2028-06-21      | Floating      | 6.37%                 | No            |                  3 | On Loan: No      |
| The Huntington National Bank                            | Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       688692 | PA      | $691252.69    | 0.01%             | 2032-05-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                       | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       600000 | PA      | $686456.13    | 0.01%             | 2040-01-21      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                            | TICP CLO XI Ltd                                                                  | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       400000 | PA      | $401660.92    | 0.00%             | 2037-04-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       590000 | PA      | $598747.34    | 0.01%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                               | Wellington Management Clo 4 Ltd                                                  | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3496994.55   | 0.03%             | 2038-04-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1635000 | PA      | $1541900.16   | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2023-6                                                  | CUSIP: 03464UAB2<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |       202399 | PA      | $203072.67    | 0.00%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      2096000 | PA      | $1972860.00   | 0.02%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      4900000 | PA      | $5758675.72   | 0.05%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8385000 | PA      | $8390246.49   | 0.08%             | 2042-06-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       825000 | PA      | $791632.72    | 0.01%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                 | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3007500.00   | 0.03%             | 2038-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                    | Booking Holdings Inc                                                             | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2997790.79   | 0.03%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5180000 | PA      | $5396912.50   | 0.05%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                      | GRACIE POINT INTERNATIONAL FUNDING 2023-1                                        | CUSIP: 383931AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1700000 | PA      | $1700407.66   | 0.02%             | 2026-09-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd                                      | Elmwood CLO 24 Ltd                                                               | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4447000 | PA      | $4457005.75   | 0.04%             | 2038-01-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $-32504.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                    | Boots Group Finco LP                                                             | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      2638000 | PA      | $3081983.20   | 0.03%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2023-1                                                  | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4478240 | PA      | $4429298.31   | 0.04%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       819000 | PA      | $887959.80    | 0.01%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                          | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    138900000 | PA      | $6572425.06   | 0.06%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2024-H5 Mortgage Trust                                                     | CUSIP: 22757HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5541356 | PA      | $5565137.31   | 0.05%             | 2069-08-26      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                       | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4494819.53   | 0.04%             | 2029-07-31      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2250000 | PA      | $2255733.45   | 0.02%             | 2037-07-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                              | Sandstone Peak II Ltd                                                            | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004275.10   | 0.01%             | 2038-07-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                           | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |       824000 | PA      | $1091912.12   | 0.01%             | 2035-05-17      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                | Ziggo BV                                                                         | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      1695000 | PA      | $1565791.85   | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3900000 | PA      | $3546348.00   | 0.03%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2022-D                                          | CUSIP: 78454XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1501012 | PA      | $1538615.93   | 0.01%             | 2058-10-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1399422 | PA      | $1402920.82   | 0.01%             | 2041-04-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| EUTELSAT SA                                             | Eutelsat SA                                                                      | CUSIP: 000000000<br>LEI: 549300MCOOY1V7P2PG30 | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $5673281.39   | 0.05%             | 2028-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2024-NQM8                                        | CUSIP: 10571DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9982660 | PA      | $9723946.23   | 0.09%             | 2053-08-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |            1 | NC      | $-1417.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       895000 | PA      | $899420.14    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                  | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      6500000 | PA      | $7427432.27   | 0.07%             | 2026-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STENA INTERNATIONAL SA                                  | Stena International SA                                                           | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |     11897000 | PA      | $12089433.98  | 0.11%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                       | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      3935000 | PA      | $4019602.50   | 0.04%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: —       |
| VISTRA CORP                                             | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       318000 | PA      | $316296.22    | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      6391000 | PA      | $6587830.02   | 0.06%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2450000 | PA      | $2450000.00   | 0.02%             | 2039-01-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                | Grand City Properties SA                                                         | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      7000000 | PA      | $7723996.34   | 0.07%             | 2026-03-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     11237000 | PA      | $13047383.18  | 0.12%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 000000000<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      4020000 | PA      | $4685411.93   | 0.04%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      3451000 | PA      | $3532573.98   | 0.03%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |       701064 | PA      | $748950.43    | 0.01%             | 2027-09-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Care Bidco SAS                                          | Care Bidco SAS EUR Term Loan B                                                   | CUSIP: 000000000<br>LEI: 969500PBV3M3GSI8NZ84 | Long             | LON              | CORP              | FR        |      1000000 | PA      | $1144052.47   | 0.01%             | 2028-11-06      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      1000000 | PA      | $999000.00    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        13446 | PA      | $12908.54     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                              | INCREF LLC                                                                       | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8695000 | PA      | $8703109.83   | 0.08%             | 2042-10-19      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 77 B Ltd                                              | CUSIP: 38180QAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3001529.70   | 0.03%             | 2038-01-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                 | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1563862.22   | 0.01%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital CLO 9 Ltd                                                       | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6650000 | PA      | $6647687.13   | 0.06%             | 2038-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     23256000 | PA      | $6036519.25   | 0.06%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                            | ams-OSRAM AG                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      1100000 | PA      | $1208244.94   | 0.01%             | 2027-11-03      | Fixed         | 2.13%                 | No            |                  1 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |       635000 | PA      | $593725.00    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       952000 | PA      | $928200.00    | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       414000 | PA      | $414000.00    | 0.00%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| CENTRAL GARDEN & PET CO                                 | Central Garden & Pet Co                                                          | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       265000 | PA      | $249034.04    | 0.00%             | 2030-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS                                    | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    596404141 | NS      | $596642703.06 | 5.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DUOMO BIDCO SPA                                         | Duomo Bidco SpA                                                                  | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |      2317000 | PA      | $2660798.86   | 0.03%             | 2031-07-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 28 Ltd                                                             | CUSIP: 05876HAE2<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501539.35    | 0.00%             | 2038-01-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Ammeraal Beltech Holding BV                             | Ammeraal Beltech Holding BV 2023 EUR Term Loan B                                 | CUSIP: 000000000<br>LEI: 724500HW03Y0R2FX0U51 | Long             | LON              | CORP              | NL        |      2768626 | PA      | $2960502.54   | 0.03%             | 2028-12-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-A                                 | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       278748 | PA      | $253612.38    | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| PORT OF NEWCASTLE INVEST                                | Port of Newcastle Investments Financing Pty Ltd                                  | CUSIP: 000000000<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |      1600000 | PA      | $1048496.30   | 0.01%             | 2033-07-18      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EUROBANK ERG SVCS HLDGS                                 | Eurobank Ergasias Services and Holdings SA                                       | CUSIP: 000000000<br>LEI: JEUVK5RWVJEN8W0C9M24 | Long             | DBT              | CORP              | GR        |      3275000 | PA      | $3770080.90   | 0.04%             | 2035-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4497000 | PA      | $4630915.26   | 0.04%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      6028000 | PA      | $5910224.33   | 0.06%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TEVA PHARM FIN IV                                       | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      2148000 | PA      | $2175494.40   | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| ESSENDI SA                                              | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      4265000 | PA      | $5029915.56   | 0.05%             | 2030-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $23770.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vasco Finance                                           | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       100000 | PA      | $115755.06    | 0.00%             | 2042-10-27      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                          | Bancolombia SA                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |       510000 | PA      | $541365.00    | 0.01%             | 2034-12-24      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      2367000 | PA      | $2172079.92   | 0.02%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.730000 11-MAY-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    232698379 | OU      | $8153.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MATTERHORN TELECOM HOLDING SA                           | Matterhorn Telecom Holding SA EUR Term Loan B                                    | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | LON              | CORP              | LU        |      1361702 | PA      | $1553165.53   | 0.01%             | 2032-01-30      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        30000 | PA      | $28867.42     | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      1557000 | PA      | $1589941.45   | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       137000 | PA      | $139357.36    | 0.00%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2664000 | PA      | $2457319.42   | 0.02%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXXII                                                                 | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |      1725684 | PA      | $1725497.59   | 0.02%             | 2033-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      1479000 | PA      | $1515058.02   | 0.01%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXII                                                                  | CUSIP: 03765XAG1<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |       427358 | PA      | $427337.93    | 0.00%             | 2031-04-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |            1 | NC      | $-51364.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HD2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3712191 | PA      | $3725203.62   | 0.04%             | 2054-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO XXXIII Ltd                                                          | CUSIP: 87169JAL6<br>LEI: 254900K6DKU2R9SF7M98 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1001316.40   | 0.01%             | 2038-01-24      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 32 Ltd                                                                   | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752337.00    | 0.01%             | 2037-07-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                    | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1833579 | PA      | $1708975.11   | 0.02%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       200000 | PA      | $207250.00    | 0.00%             | 2028-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      4806000 | PA      | $4995524.61   | 0.05%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| RLJ LODGING TRUST LP                                    | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |      1626000 | PA      | $1601764.00   | 0.02%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 5 Ltd                                                         | CUSIP: 67113GAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1756612.20   | 0.02%             | 2037-10-18      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4250000 | PA      | $4318785.40   | 0.04%             | 2036-09-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |      2750000 | PA      | $2758549.75   | 0.03%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                          | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      3885000 | PA      | $3919076.66   | 0.04%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO                                    | Fort Greene Park CLO LLC                                                         | CUSIP: 18914KAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999942.50    | 0.01%             | 2034-04-22      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3736000 | PA      | $3755218.73   | 0.04%             | 2033-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      7331000 | PA      | $7087978.08   | 0.07%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| CITIBANK NA                                             | 2Y RTR 3.080000 26-SEP-2025                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |   -343155000 | OU      | $-128514.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      2233000 | PA      | $2211116.60   | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Tikehau                                                 | Tikehau CLO VI DAC                                                               | CUSIP: 000000000<br>LEI: 54930074V8PMLHROE464 | Long             | ABS-CBDO         | CORP              | IE        |      1000000 | PA      | $1147441.94   | 0.01%             | 2035-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust 2024-HE4                                                             | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6582923 | PA      | $6553706.83   | 0.06%             | 2054-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1225579.76   | 0.01%             | 2030-12-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-NQM3 Trust                                                             | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11753188 | PA      | $11746118.34  | 0.11%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                               | IQVIA Inc                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      5170000 | PA      | $5157315.72   | 0.05%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      2250000 | PA      | $2171531.25   | 0.02%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      3190000 | PA      | $3195021.06   | 0.03%             | 2027-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HHH53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5204503 | PA      | $5155759.84   | 0.05%             | 2054-09-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                 | VistaJet Malta Finance PLC / Vista Management Holding Inc                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       900000 | PA      | $903079.80    | 0.01%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2022-3                                                 | CUSIP: 89180NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2056546 | PA      | $1943508.33   | 0.02%             | 2062-08-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |            1 | NC      | $-20317.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AI Monet Luxembourg ParentCo Sarl                       | AI Monet Luxembourg ParentCo Sarl EUR Term Loan B                                | CUSIP: 000000000<br>LEI: 254900ZBR0EYN4SVLE93 | Long             | LON              | CORP              | LU        |      3150000 | PA      | $3614549.61   | 0.03%             | 2031-03-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                 | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |       359000 | PA      | $334600.33    | 0.00%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                    | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2874945 | PA      | $2874945.17   | 0.03%             | 2038-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                           | SCHAEFFLER AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      1200000 | PA      | $1414098.15   | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Noria                                                   | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |        96489 | PA      | $110638.54    | 0.00%             | 2043-02-25      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: THB 1.605000 17-SEP-2035 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     42696000 | OU      | $-174.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       178000 | PA      | $159012.72    | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $11863.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      5367048 | PA      | $5500402.61   | 0.05%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2022-1, Ltd.                                | Invesco CLO 2022-1 Ltd                                                           | CUSIP: 460988AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       500000 | PA      | $500250.10    | 0.00%             | 2035-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Dutch Property Finance                                  | Dutch Property Finance 2023-1 BV                                                 | CUSIP: 000000000<br>LEI: 72450018DWAQNJ1JEW75 | Long             | ABS-MBS          | CORP              | NL        |       936927 | PA      | $1074523.02   | 0.01%             | 2064-04-28      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-INV4 Mortgage Loan Trust                                               | CUSIP: 19688QAA9<br>LEI: 2138008UGM66WOAUY633 | Long             | ABS-MBS          | CORP              | US        |      7781196 | PA      | $7776110.31   | 0.07%             | 2069-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Europa University Education Group, S.L                  | Europa University Education Group SL 2024 EUR 1st Lien Term Loan B               | CUSIP: 000000000<br>LEI: 2549009PF73QPWLZWG67 | Long             | LON              | CORP              | ES        |      1483198 | PA      | $1695028.30   | 0.02%             | 2031-10-30      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $1555.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                    | FirstKey Homes 2022-SFR1 Trust                                                   | CUSIP: 33768NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $491006.85    | 0.00%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2021-3 Mortgage Loan Trust                                                  | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       697723 | PA      | $577959.70    | 0.01%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                           | Radian Mortgage Capital Trust LLC 2024-J1                                        | CUSIP: 75023DAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1835925 | PA      | $1838229.60   | 0.02%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Inspired FinCo Holdings Limited                         | Inspired FinCo Holdings Limited 2025 EUR Term Loan B6                            | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2280504.55   | 0.02%             | 2031-02-28      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      4755000 | PA      | $4561950.14   | 0.04%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                     | Republic of Armenia International Bond                                           | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |       268000 | PA      | $262305.00    | 0.00%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $182344.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      6027000 | PA      | $7180296.95   | 0.07%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                   | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      6290000 | PA      | $6091008.99   | 0.06%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 60 CLO Ltd                                                                | CUSIP: 26251NAB6<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |      1317866 | PA      | $1318148.31   | 0.01%             | 2031-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: CZK 3.394500 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     49417363 | OU      | $-51093.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $1156938.36   | 0.01%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CUMULUS STATIC CLO                                      | Cumulus Static CLO 2024-1 DAC                                                    | CUSIP: 000000000<br>LEI: 2549005ZFHRHIZ9ONM43 | Long             | ABS-CBDO         | CORP              | IE        |       333000 | PA      | $381575.38    | 0.00%             | 2033-11-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1124051 | PA      | $1017197.28   | 0.01%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                            | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4855000 | PA      | $4951386.32   | 0.05%             | 2029-11-10      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust             | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8181000 | PA      | $8223047.07   | 0.08%             | 2039-03-19      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5801000 | PA      | $5829788.04   | 0.06%             | 2059-10-27      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2020-NQM2 Trust                                                             | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1926956 | PA      | $1839882.37   | 0.02%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                   | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9050000 | PA      | $9042068.58   | 0.09%             | 2042-08-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      4281000 | PA      | $4208202.45   | 0.04%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2024-CES4                                              | CUSIP: 89182QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2974030.80   | 0.03%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  64385000000 | PA      | $4376488.89   | 0.04%             | 2036-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRATON FINANCE LUX SA                                   | Traton Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900BRKIE6LKIEXD84 | Long             | DBT              | CORP              | LU        |     10800000 | PA      | $12363346.25  | 0.12%             | 2026-01-21      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE                                   | Origin Energy Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |      5554000 | PA      | $5813905.13   | 0.05%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2019-2 Ltd                                                              | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3396124 | PA      | $3399309.63   | 0.03%             | 2032-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| PRYSMIAN SPA                                            | Prysmian SpA                                                                     | CUSIP: 000000000<br>LEI: 529900X0H1IO3RS1A464 | Long             | DBT              | CORP              | IT        |      6125000 | PA      | $7278219.87   | 0.07%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2100000 | PA      | $2165461.20   | 0.02%             | 2058-07-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2021-1                                                  | CUSIP: 46592EAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       747646 | PA      | $683929.15    | 0.01%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 20 Ltd                                                                        | CUSIP: 74989UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |      2000000 | PA      | $2001582.40   | 0.02%             | 2037-07-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                 | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      1253000 | PA      | $1408453.17   | 0.01%             | 2030-02-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      2570000 | PA      | $2565352.41   | 0.02%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Taurus CMBS                                             | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |       496082 | PA      | $650085.79    | 0.01%             | 2035-02-18      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Lernen Bidco Limited                                    | Lernen Bidco Limited EUR Term Loan B1                                            | CUSIP: 000000000<br>LEI: 894500YKKF2CXAP6DR25 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2290957.93   | 0.02%             | 2029-04-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       895000 | PA      | $844403.59    | 0.01%             | 2052-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                 | Darling Ingredients Inc                                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       400000 | PA      | $399439.50    | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TVF VARLIK KIRALAMA AS                                  | TVF Varlik Kiralama AS                                                           | CUSIP: 000000000<br>LEI: 7890008K3XQXPH1NO713 | Long             | DBT              | CORP              | TR        |      1066000 | PA      | $1080324.38   | 0.01%             | 2030-01-23      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                            | Barclays Mortgage Loan Trust 2025-NQM3                                           | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14900000 | PA      | $14918782.94  | 0.14%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                    | Grupo Aeromexico SAB de CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       952000 | PA      | $933340.80    | 0.01%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      3500000 | PA      | $3978120.22   | 0.04%             | 2031-05-26      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                        | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      1154000 | PA      | $1342744.68   | 0.01%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | FSWP: OIS 8.860000 17-SEP-2030 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   9572561897 | OU      | $-21713.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | Trestles CLO VIII Ltd                                                            | CUSIP: 89533DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1252449.13   | 0.01%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $58076.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5340000 | PA      | $5356687.50   | 0.05%             | 2041-11-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                      | Cellnex Telecom SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      4400000 | PA      | $4480177.46   | 0.04%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  1 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $25352.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                         | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      2283722 | PA      | $2303033.71   | 0.02%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-38 Ltd                                                              | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5014746.00   | 0.05%             | 2038-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      7900000 | PA      | $9651336.50   | 0.09%             | 2083-09-25      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       753000 | PA      | $754695.00    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2019-EXP1 Trust                                                              | CUSIP: 67448QBA8<br>LEI: 549300ELWOCL265HSB73 | Long             | ABS-MBS          | CORP              | US        |       987491 | PA      | $991814.25    | 0.01%             | 2059-01-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                    | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      1820000 | PA      | $1876522.68   | 0.02%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2020-PT-A                                       | CUSIP: 78449VAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       380000 | PA      | $334619.75    | 0.00%             | 2054-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2023-NQM1                                        | CUSIP: 10568MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2232003 | PA      | $2227711.84   | 0.02%             | 2063-01-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Credit Student Loan Trust 2004-B                                     | CUSIP: 78443CBP8<br>LEI: 549300HIOV1ESFZYQ040 | Long             | ABS-O            | CORP              | US        |       210138 | PA      | $207363.10    | 0.00%             | 2033-09-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      2388000 | PA      | $3453286.81   | 0.03%             | 2086-08-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      5436000 | PA      | $6669671.03   | 0.06%             | 2029-10-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       230000 | PA      | $223083.39    | 0.00%             | 2050-12-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2022-2 Ltd                                            | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4050000 | PA      | $4059829.35   | 0.04%             | 2030-10-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Jubilee Place                                           | Jubilee Place 7 BV                                                               | CUSIP: 000000000<br>LEI: 724500E73QDBSXZ44959 | Long             | ABS-MBS          | CORP              | NL        |       100000 | PA      | $113709.57    | 0.00%             | 2062-09-18      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 8.020000 26-MAR-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     31371030 | OU      | $-11891.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hermitage Plc                                           | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |       565869 | PA      | $748788.79    | 0.01%             | 2033-04-21      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                 | Regatta 31 Funding Ltd                                                           | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2590000 | PA      | $2587850.30   | 0.02%             | 2038-03-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 6 Ltd                                                            | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |      3200000 | PA      | $3209102.72   | 0.03%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                     | Metro Finance 2025-1 Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      5253021 | PA      | $3383888.09   | 0.03%             | 2031-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                | Liberty Costa Rica Senior Secured Finance                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |       247000 | PA      | $263116.75    | 0.00%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Riverbank Park CLO Ltd                                  | Riverbank Park Clo Ltd                                                           | CUSIP: 76857KAA7<br>LEI: 391200XRMVMR7GI9DR39 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1004650.50   | 0.01%             | 2038-01-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust 2024-HE6                                                             | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7018401 | PA      | $7063079.75   | 0.07%             | 2054-12-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFTWARE HOLDINGS INC                            | Helios Software Holdings Inc 2025 EUR Term Loan B                                | CUSIP: 42328DAM0<br>LEI: 213800L79ZXIG33VIU08 | Long             | LON              | CORP              | LU        |      1687861 | PA      | $1910545.76   | 0.02%             | 2028-03-13      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                       | 720 East CLO 2022-I Ltd                                                          | CUSIP: 81785AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2755000 | PA      | $2763122.02   | 0.03%             | 2038-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                | Medco Maple Tree Pte Ltd                                                         | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |       250000 | PA      | $261562.50    | 0.00%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                      | Alternative Loan Trust 2004-J13                                                  | CUSIP: 12667FD51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3623228 | PA      | $3461674.13   | 0.03%             | 2035-02-25      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      3390000 | PA      | $2996211.50   | 0.03%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NORTHERN OIL & GAS INC                                  | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      2118000 | PA      | $2175997.19   | 0.02%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2025-1 Ltd                                            | CUSIP: 69704CAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00   | 0.01%             | 2033-02-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1609000 | PA      | $1538012.46   | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction        | Asset-Backed European Securitisation Transaction Twenty-Five Srl                 | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |       100000 | PA      | $114616.71    | 0.00%             | 2039-11-15      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| FLINDERS PORT HOLDINGS                                  | Flinders Port Holdings Pty Ltd                                                   | CUSIP: 000000000<br>LEI: 54930004ONWGFT3AYX31 | Long             | DBT              | CORP              | AU        |      1500000 | PA      | $1006187.43   | 0.01%             | 2034-07-10      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WOOLWORTHS GROUP LTD                                    | Woolworths Group Ltd                                                             | CUSIP: 000000000<br>LEI: QNWEWQBS7HP85QHXQL92 | Long             | DBT              | CORP              | AU        |      3000000 | PA      | $1997645.33   | 0.02%             | 2034-11-29      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-B                                                 | CUSIP: 64034QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1202814 | PA      | $1196625.10   | 0.01%             | 2062-04-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                            | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      1728000 | PA      | $1673449.29   | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Spain Government Bonds                                  | Spain Government Bonds                                                           | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     35629000 | PA      | $40972400.18  | 0.39%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2025-NQM4                                        | CUSIP: 10570QAE1<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-MBS          | CORP              | US        |     14058925 | PA      | $14074105.81  | 0.13%             | 2065-02-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HFWY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12134793 | PA      | $12050072.30  | 0.11%             | 2054-10-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                             | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |       401210 | PA      | $528780.75    | 0.00%             | 2035-02-18      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                     | ASSURANT CLO II LTD                                                              | CUSIP: 04623TAA3<br>LEI: 6354003JXBM4LA5YCP98 | Long             | ABS-CBDO         | CORP              | KY        |        86178 | PA      | $86224.41     | 0.00%             | 2031-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2019-D                                 | CUSIP: 63941CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1584920 | PA      | $1577713.32   | 0.01%             | 2059-12-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       425567 | PA      | $425031.85    | 0.00%             | 2062-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2024-1 Mortgage Loan Trust                                                  | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |      1225919 | PA      | $1229286.44   | 0.01%             | 2069-02-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM3 Trust                                                              | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |      1122367 | PA      | $1129405.62   | 0.01%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| AERNNOVA AEROSPACE SAU                                  | Aernnova Aerospace SAU 2024 EUR Term Loan B                                      | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |      2000000 | PA      | $2281326.21   | 0.02%             | 2030-02-27      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 10.282500 19-JUN-2035 JI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     12397000 | OU      | $9597.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                      | Bertrand Franchise Finance SAS                                                   | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |      2188000 | PA      | $2501730.46   | 0.02%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                     | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       301000 | PA      | $299449.25    | 0.00%             | 2028-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    330850700 | PA      | $17358832.16  | 0.16%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |     12980069 | PA      | $12983386.62  | 0.12%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       533000 | PA      | $519868.85    | 0.00%             | 2027-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      3797000 | PA      | $3680432.86   | 0.03%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.700000 06-JAN-2035 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     34657000 | OU      | $-467646.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 9 Ltd                                          | CUSIP: 38138JAU7<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $251590.90    | 0.00%             | 2037-04-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                               | Golden Bar Securitisation Srl 2025-1                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       165000 | PA      | $188807.07    | 0.00%             | 2044-12-20      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2019-2 LTD                                                        | CUSIP: 14316EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3008991.00   | 0.03%             | 2037-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                             | Cedacri SpA                                                                      | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |      7927000 | PA      | $9099174.60   | 0.09%             | 2028-05-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                   | Directv Financing LLC                                                            | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3944000 | PA      | $3840233.36   | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| CALI Mortgage Trust                                     | Cali 2024-Sun                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4580000 | PA      | $4587156.25   | 0.04%             | 2041-07-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                                       | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      3414000 | PA      | $4578583.29   | 0.04%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                         | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      9658000 | PA      | $11197428.35  | 0.11%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | OneMain Financial Issuance Trust 2023-2                                          | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       595000 | PA      | $609934.62    | 0.01%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |            1 | NC      | $1931.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      3208000 | PA      | $3204312.08   | 0.03%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                          | ICG US CLO 2025-1 Ltd                                                            | CUSIP: 448982AJ7<br>LEI: 213800BCHLSBMDBGXD58 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2000000.00   | 0.02%             | 2038-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |            1 | NC      | $-406187.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                      | Baytex Energy Corp                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |       862000 | PA      | $877208.52    | 0.01%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| DEVELOPMENT BANK OF KAZA                                | Development Bank of Kazakhstan JSC                                               | CUSIP: 000000000<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |    115500000 | PA      | $191379.50    | 0.00%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                      | Arena Luxembourg Finance Sarl                                                    | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |      4122000 | PA      | $4727402.41   | 0.04%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4442000 | PA      | $4252809.45   | 0.04%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| SLM Student Loan Trust                                  | SLM Private Credit Student Loan Trust 2007-A                                     | CUSIP: 78443DAD4<br>LEI: 549300T563MF7L069881 | Long             | ABS-O            | CORP              | US        |       340908 | PA      | $333283.99    | 0.00%             | 2041-12-16      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      2956000 | PA      | $3125437.92   | 0.03%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                                        | Capital Four CLO VIII DAC                                                        | CUSIP: 000000000<br>LEI: 2549006Z0XBVN3OW8T93 | Long             | ABS-CBDO         | CORP              | IE        |      1360000 | PA      | $1562912.41   | 0.01%             | 2037-10-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                        | Vital Energy Inc                                                                 | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      1533000 | PA      | $1345531.58   | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| GLOBAL ATLANTIC FIN CO                                  | Global Atlantic Fin Co                                                           | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      1984000 | PA      | $2073289.92   | 0.02%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       952000 | PA      | $962412.50    | 0.01%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | EG        |            1 | NC      | $205911.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       532000 | PA      | $496154.53    | 0.00%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2022-NQM3                                    | CUSIP: 64831QAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       922066 | PA      | $836903.40    | 0.01%             | 2062-04-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction        | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $115143.95    | 0.00%             | 2034-03-21      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Octagon Investments Partners 36, Ltd.                   | Octagon Investment Partners 36 Ltd                                               | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |      1160028 | PA      | $1160820.39   | 0.01%             | 2031-04-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust 2024-SL1                                                             | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6206116 | PA      | $6238997.05   | 0.06%             | 2053-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                          | Asimi Funding 2025-1 PLC                                                         | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |       213188 | PA      | $282700.65    | 0.00%             | 2032-05-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      2400000 | PA      | $2677253.95   | 0.03%             | 2027-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES PACIFICO                                 | Promigas SA ESP / Gases del Pacifico SAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1298000 | PA      | $1213630.00   | 0.01%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 19 Ltd                                                     | CUSIP: 03328JAA5<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003350.60   | 0.02%             | 2034-10-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO XI DAC                                                               | CUSIP: 000000000<br>LEI: 6354008HTD4GEZHRKR02 | Long             | ABS-CBDO         | CORP              | IE        |       850000 | PA      | $974054.64    | 0.01%             | 2038-11-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran CAVU 2024-1 Ltd                                                         | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4014600.40   | 0.04%             | 2038-01-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 152095000000 | PA      | $9499120.72   | 0.09%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2424000 | PA      | $2470725.02   | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |       271000 | PA      | $299055.55    | 0.00%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       586000 | PA      | $542636.00    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                       | PARK BLUE CLO 2023-III LTD                                                       | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1615000 | PA      | $1622267.50   | 0.02%             | 2037-04-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| PCL Funding                                             | PCL Funding IX PLC                                                               | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $132138.67    | 0.00%             | 2029-07-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                 | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7315000 | PA      | $7340383.05   | 0.07%             | 2039-09-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                                   | SURA Asset Management SA                                                         | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |       390000 | PA      | $407706.00    | 0.00%             | 2032-05-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1                         | CUSIP: 61790VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11376171 | PA      | $11404079.81  | 0.11%             | 2070-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust             | Goldman Home Improvement Trust 2022-GRN2 Issuer Trust                            | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1192526 | PA      | $1222338.41   | 0.01%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     12200000 | PA      | $13399847.12  | 0.13%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CO        |            1 | NC      | $352.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |            1 | NC      | $-30745.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      4572000 | PA      | $4522165.20   | 0.04%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| TIAA CLO Ltd                                            | TIAA CLO IV Ltd                                                                  | CUSIP: 88631YAQ0<br>LEI: 5493000Q4E256SBMCY29 | Long             | ABS-CBDO         | CORP              | KY        |      1240000 | PA      | $1242465.37   | 0.01%             | 2032-01-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      3213000 | PA      | $3206764.21   | 0.03%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Household Capital                                       | Household Capital 2025-1 RMBS                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       540000 | PA      | $345847.61    | 0.00%             | 2087-07-21      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2024-WCL1 MORTGAGE TRUST                                                    | CUSIP: 20047DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6430000 | PA      | $6409906.25   | 0.06%             | 2041-06-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                         | Lyra Music Assets Delaware LP                                                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      1416000 | PA      | $1415988.25   | 0.01%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 13.330000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      8079225 | OU      | $-11168.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      9615000 | PA      | $9615586.52   | 0.09%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 18 Ltd                                                     | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |       350000 | PA      | $350571.20    | 0.00%             | 2034-04-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2022-NQM1 Trust                                                             | CUSIP: 36168VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4680473 | PA      | $4445192.89   | 0.04%             | 2067-02-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      1876000 | PA      | $1889815.52   | 0.02%             | 2026-07-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust                                                 | CUSIP: 78449XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1016000 | PA      | $906255.24    | 0.01%             | 2053-07-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      5314000 | PA      | $5210349.69   | 0.05%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2020-AFC1 Trust                                                             | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3983567 | PA      | $3784974.00   | 0.04%             | 2050-02-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                    | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |       255000 | PA      | $237978.80    | 0.00%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EDENRED SE                                              | Edenred SE                                                                       | CUSIP: 000000000<br>LEI: 9695006LOD5B2D7Y0N70 | Long             | DBT              | CORP              | FR        |      5100000 | PA      | $5912521.61   | 0.06%             | 2026-12-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXIV                                                                  | CUSIP: 03759CAV2<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |      4500000 | PA      | $4507829.55   | 0.04%             | 2030-10-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 3.430000 03-OCT-2026 SOF                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    160000000 | OU      | $2503279.49   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| European Loan Conduit                                   | Lagarino European Loan Conduit No 40 DAC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |       582000 | PA      | $664186.89    | 0.01%             | 2037-06-22      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                   | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      4912000 | PA      | $5133787.61   | 0.05%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| RR Ltd                                                  | RR 38 Ltd                                                                        | CUSIP: 74988FAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $750327.90    | 0.01%             | 2040-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       953504 | PA      | $954491.51    | 0.01%             | 2039-02-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2022-B                                          | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1263944 | PA      | $1275182.07   | 0.01%             | 2055-02-16      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2024-HOME1 Trust                                                           | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1241661 | PA      | $1251215.06   | 0.01%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      2000000 | PA      | $2185840.18   | 0.02%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                           | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 2              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       100000 | PA      | $115267.65    | 0.00%             | 2042-10-27      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 4.198500 23-OCT-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       930000 | OU      | $10863.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                          | Trust Fibra Uno                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |       638000 | PA      | $608569.06    | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       171000 | PA      | $173165.44    | 0.00%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Republic of Panama                                      | Panama Government International Bond                                             | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      1006000 | PA      | $1015431.25   | 0.01%             | 2026-01-29      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       931000 | PA      | $919061.23    | 0.01%             | 2030-08-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                     | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      1110463 | PA      | $1112250.56   | 0.01%             | 2028-05-12      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2024 EUR Term Loan B3                                     | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |      4000000 | PA      | $4536815.67   | 0.04%             | 2031-09-30      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8476000 | PA      | $8481297.50   | 0.08%             | 2029-07-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      1827000 | PA      | $1873316.28   | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NEXA RESOURCES SA                                       | Nexa Resources SA                                                                | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |       322000 | PA      | $337375.50    | 0.00%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2019-16 Ltd                                                              | CUSIP: 67570QAK7<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |      4511453 | PA      | $4515531.49   | 0.04%             | 2033-04-10      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $2132860.01   | 0.02%             | 2033-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                 | Currenta Group Holdings Sarl                                                     | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |      2304000 | PA      | $2700377.60   | 0.03%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      4820000 | PA      | $4778219.28   | 0.05%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2600000 | PA      | $3716968.90   | 0.04%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                       | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       157072 | PA      | $179729.38    | 0.00%             | 2038-07-20      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $2315908.21   | 0.02%             | 2031-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      3616000 | PA      | $3848849.67   | 0.04%             | 2032-07-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 6.550000 19-MAR-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    336356950 | OU      | $6322.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                         | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1496000 | PA      | $1514062.70   | 0.01%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| QANTAS AIRWAYS LTD                                      | Qantas Airways Ltd                                                               | CUSIP: 000000000<br>LEI: YLXNW6TI6QSK1H8H0N82 | Long             | DBT              | CORP              | AU        |      1500000 | PA      | $984652.23    | 0.01%             | 2034-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2023-PL1                                               | CUSIP: 64034UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       292002 | PA      | $296108.99    | 0.00%             | 2053-11-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       969000 | PA      | $1015507.16   | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wildwood Park CLO LTD                                   | Wildwood Park CLO Ltd                                                            | CUSIP: 968209AA4<br>LEI: 254900BZ1VFIEIOEK304 | Long             | ABS-CBDO         | CORP              | JE        |      3000000 | PA      | $3010590.30   | 0.03%             | 2037-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $10124.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XVII Funding Ltd                                | Regatta XVII Funding Ltd                                                         | CUSIP: 75888BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3900000 | PA      | $3913349.70   | 0.04%             | 2037-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      3900000 | PA      | $4172640.66   | 0.04%             | 2029-06-12      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                | AES Panama Generation Holdings SRL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |       703747 | PA      | $639705.90    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | GoldenTree Loan Management US CLO 23 Ltd                                         | CUSIP: 38139KAC3<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4007458.80   | 0.04%             | 2039-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | 2Y RTP 3.800000 08-OCT-2025                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -470980000 | OU      | $-580553.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       463000 | PA      | $399221.75    | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Elstree Funding                                         | Elstree Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      1116490 | PA      | $1476685.24   | 0.01%             | 2065-01-21      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |        88187 | PA      | $88106.34     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      2886000 | PA      | $2944764.73   | 0.03%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Voya Euro CLO                                           | Voya Euro CLO IV DAC                                                             | CUSIP: 000000000<br>LEI: 549300H0DM0Z0GCEKC77 | Long             | ABS-CBDO         | CORP              | IE        |       500000 | PA      | $571623.45    | 0.01%             | 2034-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                    | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |       424000 | PA      | $561139.83    | 0.01%             | 2056-09-12      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |       482000 | PA      | $486732.40    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 7.970000 06-JUN-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     40149154 | OU      | $-19944.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                        | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      2854000 | PA      | $3421639.20   | 0.03%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                     | DBWF 2024-LCRS Mortgage Trust                                                    | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1999375.00   | 0.02%             | 2037-04-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                       | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1405000 | PA      | $1363172.59   | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      2500000 | PA      | $2919715.36   | 0.03%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA PACIFIC AIRPOR                                | Australia Pacific Airports Melbourne Pty Ltd                                     | CUSIP: 000000000<br>LEI: 549300AO4NFQPL3JBB37 | Long             | DBT              | CORP              | AU        |       800000 | PA      | $521420.49    | 0.00%             | 2055-06-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | GoldenTree Loan Management US CLO 22 Ltd                                         | CUSIP: 38139EAJ2<br>LEI: 254900AWFHWNFOUM2K51 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005394.00   | 0.02%             | 2037-10-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2024-C                                          | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1703758 | PA      | $1703748.60   | 0.02%             | 2052-06-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| ARTEMIS BIDCO SAS                                       | ARTEMIS BIDCO SAS EUR TERM LOAN B                                                | CUSIP: 000000000<br>LEI: 636700R5GUXSGSLJT555 | Long             | LON              | CORP              | FR        |      1653543 | PA      | $1885248.59   | 0.02%             | 2032-05-28      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                          | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-O            | CORP              | GB        |       557143 | PA      | $738567.36    | 0.01%             | 2057-03-22      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| COOPER CONSUMER HEALTH                                  | COOPER CONSUMER HEALTH 2025 EUR TERM LOAN B                                      | CUSIP: 000000000<br>LEI: 969500PBV3M3GSI8NZ84 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2292030.66   | 0.02%             | 2028-11-06      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2021-R6                                                                | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6412359 | PA      | $5709758.71   | 0.05%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                        | THPT 2023-THL Mortgage Trust                                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6627467 | PA      | $6723961.57   | 0.06%             | 2034-12-10      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-RCF4 LLC                                                               | CUSIP: 74448JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1509084 | PA      | $1476771.03   | 0.01%             | 2054-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1999380.00   | 0.02%             | 2038-01-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-2 Ltd                                                              | CUSIP: 92917JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        92960 | PA      | $93073.14     | 0.00%             | 2031-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Brignole CO                                             | Brignole Co                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |        63549 | PA      | $73605.65     | 0.00%             | 2042-02-24      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       919000 | PA      | $914162.84    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                  | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      1845000 | PA      | $1750646.33   | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TONGYANGLIFEINSURANCECO                                 | Tongyang Life Insurance Co Ltd                                                   | CUSIP: 000000000<br>LEI: 9884007L6E9UAWKGCX42 | Long             | DBT              | CORP              | KR        |      2500000 | PA      | $2575200.00   | 0.02%             | 2035-05-07      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      2721000 | PA      | $2681868.21   | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Ltd                         | Octagon Investment Partners 18-R Ltd                                             | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       788761 | PA      | $789141.18    | 0.01%             | 2031-04-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 12.460000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |     83710195 | OU      | $-593107.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                         | Contego Clo V DAC                                                                | CUSIP: 000000000<br>LEI: 549300RF10WJ1D9VYK55 | Long             | ABS-CBDO         | CORP              | IE        |      1560000 | PA      | $1782039.52   | 0.02%             | 2037-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.270000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     35835280 | OU      | $-27223.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1398000 | PA      | $1437524.26   | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                | Last Mile Logistics Pan Euro Finance DAC                                         | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |      1871418 | PA      | $2129988.93   | 0.02%             | 2033-08-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                     | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2572000 | PA      | $2488636.62   | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anticimex International AB                              | Anticimex International AB 2021 EUR Term Loan B2                                 | CUSIP: 000000000<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |            0 | PA      | $0.00         | 0.00%             | 2028-11-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      1528000 | PA      | $1512407.52   | 0.01%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2024-A                                            | CUSIP: 567928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1592000 | PA      | $1635242.22   | 0.02%             | 2036-09-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| TELE COLUMBUS AG                                        | Tele Columbus AG 2024 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | LON              | CORP              | DE        |      2000000 | PA      | $1526354.29   | 0.01%             | 2029-01-01      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2025-H2 Mortgage Trust                                                     | CUSIP: 22758PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2090511 | PA      | $2086352.14   | 0.02%             | 2070-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: KRW 2.399500 17-SEP-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  14758083000 | OU      | $-5539.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXXVII                                                                | CUSIP: 03769HAA5<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |      1815000 | PA      | $1818365.37   | 0.02%             | 2034-10-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2020-PTB                                        | CUSIP: 78449DAC0<br>LEI: 549300164ZV2301BC703 | Long             | ABS-O            | CORP              | US        |      3234165 | PA      | $3210599.40   | 0.03%             | 2054-09-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                | Braccan Mortgage Funding 2024-1 PLC                                              | CUSIP: 000000000<br>LEI: 635400RGKRFPCFMYJF13 | Long             | ABS-MBS          | CORP              | GB        |       557670 | PA      | $740447.11    | 0.01%             | 2067-02-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1227427 | PA      | $1234741.16   | 0.01%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                    | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      9143000 | PA      | $10855363.92  | 0.10%             | 2031-04-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      2411000 | PA      | $2322152.96   | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                 | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2117000 | PA      | $2207374.73   | 0.02%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Loan Trust 2018-B                                      | CUSIP: 63940QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       826409 | PA      | $826552.79    | 0.01%             | 2059-12-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2025-H1 Mortgage Trust                                                     | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11171490 | PA      | $11201901.31  | 0.11%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR Clo 25 Ltd                                                                   | CUSIP: 48252UAW7<br>LEI: 549300MJB0YZ0QTQNZ45 | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1301299.87   | 0.01%             | 2034-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                       | Jordan Government International Bond                                             | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       277000 | PA      | $285778.13    | 0.00%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO 18 Ltd                                                                 | CUSIP: 00889EAW5<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1002343.70   | 0.01%             | 2037-07-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                          | PMT Loan Trust 2025-INV4                                                         | CUSIP: 73015DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3829594 | PA      | $3783872.75   | 0.04%             | 2056-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                            | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       580000 | PA      | $582516.04    | 0.01%             | 2026-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       553000 | PA      | $505111.74    | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                   | Jordan Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      1526000 | PA      | $1574358.94   | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXX Ltd                                                             | CUSIP: 89643EAA3<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1532453.40   | 0.01%             | 2037-10-23      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 9.305000 09-JAN-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    168220084 | OU      | $-65665.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2020-3 Mortgage Loan Trust                                                  | CUSIP: 12597QAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        56610 | PA      | $55638.82     | 0.00%             | 2065-04-27      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                    | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 263572000000 | PA      | $16193548.13  | 0.15%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5297000 | PA      | $4352423.86   | 0.04%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |      4426000 | PA      | $4512789.43   | 0.04%             | 2030-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       288000 | PA      | $262769.88    | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       261000 | PA      | $246117.26    | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-1 Ltd                                        | TSTAT 2022-1 Ltd                                                                 | CUSIP: 872899AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       493810 | PA      | $494111.43    | 0.00%             | 2037-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLDING BV                                        | Odido Holding BV 2025 EUR Term Loan B2                                           | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | LON              | CORP              | NL        |      2000000 | PA      | $2279545.94   | 0.02%             | 2029-03-30      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                     | Malaysia Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     29323000 | PA      | $7081590.44   | 0.07%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BSPDF Issuer Ltd                                        | BSPDF 2025-FL2 Issuer LLC                                                        | CUSIP: 05615KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8217000 | PA      | $8220385.40   | 0.08%             | 2042-12-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                   | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      1176000 | PA      | $1229067.00   | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       933000 | PA      | $875872.23    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                        | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      4800000 | PA      | $3912464.62   | 0.04%             | 2025-11-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      2148000 | PA      | $1956501.83   | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2014-5 Ltd                                  | CUSIP: 14311AAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1004151 | PA      | $1005155.06   | 0.01%             | 2031-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Long Point Park CLO Ltd                                 | Long Point Park CLO Ltd                                                          | CUSIP: 542798AJ2<br>LEI: 549300639DPKTBUSCC77 | Long             | ABS-CBDO         | CORP              | KY        |      2650000 | PA      | $2656837.00   | 0.03%             | 2030-01-17      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc                                                                 | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       934000 | PA      | $907181.22    | 0.01%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES          | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |       100000 | NS      | $100000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANC                                        | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       987000 | PA      | $1043835.41   | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | Ineos Finance PLC 2024 EUR Term Loan B1                                          | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2160130.83   | 0.02%             | 2031-02-07      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2017-A                                          | CUSIP: 78448WAC9<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |         6125 | PA      | $6125.19      | 0.00%             | 2034-09-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International Inc                     | Restaurant Brands International Inc 2021 EUR Term Loan                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1143789.99   | 0.01%             | 2028-10-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                     | Affirm Master Trust                                                              | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3418000 | PA      | $3423332.08   | 0.03%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       739000 | PA      | $704636.50    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2018-C46                                   | CUSIP: 95001QAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       660000 | PA      | $645694.76    | 0.01%             | 2051-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: ZAR 6.933705 17-SEP-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13274320 | OU      | $-877.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      4500000 | PA      | $4496682.53   | 0.04%             | 2031-11-05      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-5                                                  | CUSIP: 03466EAA8<br>LEI: 254900QA46POYH7UR768 | Long             | ABS-MBS          | CORP              | US        |     11477270 | PA      | $11466005.86  | 0.11%             | 2070-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |       940000 | PA      | $930730.02    | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                               | Hops Hill NO 5 PLC                                                               | CUSIP: 000000000<br>LEI: 635400LDVC1LDKJUB342 | Long             | ABS-MBS          | CORP              | GB        |       249000 | PA      | $329053.58    | 0.00%             | 2056-06-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       964000 | PA      | $1021043.74   | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley & Co. International PLC                  | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NG        |            1 | NC      | $33260.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                | Hess Midstream Operations LP                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $154515.15    | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2017-I Ltd                                                          | CUSIP: 17181PAC3<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |       320000 | PA      | $321356.61    | 0.00%             | 2037-04-21      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                  | Velocity Commercial Capital Loan Trust 2025-3                                    | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12918991 | PA      | $12972595.97  | 0.12%             | 2055-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       200000 | PA      | $203200.00    | 0.00%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital CLO 4 Ltd                                                       | CUSIP: 25255NAQ1<br>LEI: 25490087B17FBD0ODC27 | Long             | ABS-CBDO         | CORP              | KY        |      1855000 | PA      | $1862420.00   | 0.02%             | 2037-01-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      1620000 | PA      | $1425024.25   | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BEAUPARC                                                | Beauparc 2025 EUR Term Loan B                                                    | CUSIP: 000000000<br>LEI: 9845005DD58BDDC8D847 | Long             | LON              | CORP              | IE        |      3000000 | PA      | $3419318.91   | 0.03%             | 2028-08-24      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      5225000 | PA      | $7027707.56   | 0.07%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                           | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |      4400000 | PA      | $5025420.01   | 0.05%             | 2028-10-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2007537.00   | 0.02%             | 2037-10-19      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC Series 2019-NQM1                                                            | CUSIP: 12655VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2546062 | PA      | $2507467.52   | 0.02%             | 2059-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                 | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      2000000 | PA      | $2680126.73   | 0.03%             | 2029-05-07      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2021-IV Ltd                                                         | CUSIP: 12547DAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1730000 | PA      | $1734675.67   | 0.02%             | 2037-07-23      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | CMS USISSO01 5Y-30 OPTION @0.6875B                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -819130000 | NC      | $-36099.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                          | Whirlpool Corp                                                                   | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       245000 | PA      | $239309.14    | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CORP FINANCIERA DE DESAR                                | Corp Financiera de Desarrollo SA                                                 | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      2542000 | PA      | $2422526.00   | 0.02%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                          | NRG Energy Inc                                                                   | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2240000 | PA      | $2215122.56   | 0.02%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.770000 27-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     22279190 | OU      | $2142.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2024-CES2                                        | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-MBS          | CORP              | US        |      4359141 | PA      | $4353648.69   | 0.04%             | 2054-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HT TROPLAST AG                                          | HT Troplast GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900Y2N2GAY3FXGP86 | Long             | DBT              | CORP              | DE        |      3937000 | PA      | $4720978.83   | 0.04%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                | Jefferson Capital Holdings LLC                                                   | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1655000 | PA      | $1726732.67   | 0.02%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |       317000 | PA      | $307074.73    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                         | GS Finance Corp                                                                  | CUSIP: 40058GUK5<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     17990000 | PA      | $18307883.30  | 0.17%             | 2030-02-14      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2070000 | PA      | $1996195.60   | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.770000 21-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      5607608 | OU      | $632.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       600000 | PA      | $600936.00    | 0.01%             | 2030-04-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                        | TUI Cruises GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1196092.83   | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                          | Dyno Nobel Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |      1230000 | PA      | $800300.70    | 0.01%             | 2035-08-08      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                | Suburban Propane Partners LP/Suburban Energy Finance Corp                        | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       977000 | PA      | $917569.77    | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 000000000<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      7310000 | PA      | $8391053.22   | 0.08%             | 2034-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | SN               | CORP              | AU        |       550000 | PA      | $357797.95    | 0.00%             | 2055-02-12      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | EFMT 2024-INV1                                                                   | CUSIP: 268434AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2163314 | PA      | $2187223.33   | 0.02%             | 2069-03-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                       | GEO Group Inc/The                                                                | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      3014000 | PA      | $3200038.55   | 0.03%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3486706.23   | 0.03%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2017-3                                                  | CUSIP: 46647SBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       944376 | PA      | $843289.23    | 0.01%             | 2047-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FIN LUXEMBOURG SA                             | GATEGROUP FIN LUXEMBOURG SA EUR TERM LOAN B                                      | CUSIP: 000000000<br>LEI: 5299006HGCSTED8GE975 | Long             | LON              | CORP              | LU        |      2477876 | PA      | $2841182.59   | 0.03%             | 2032-05-28      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2024-NPL1 Trust                                                              | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1726503 | PA      | $1728461.08   | 0.02%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                    | Telecom Argentina SA                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       285000 | PA      | $292837.50    | 0.00%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LIX Ltd                                                     | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008508.20   | 0.02%             | 2037-04-18      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                             | RCKT Mortgage Trust 2024-CES3                                                    | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1450168 | PA      | $1466936.93   | 0.01%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      3700000 | PA      | $4206792.76   | 0.04%             | 2026-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Pierpont BTL                                            | Pierpont BTL 2024-1 PLC                                                          | CUSIP: 000000000<br>LEI: 6354004XBFL8EVVJME24 | Long             | ABS-MBS          | CORP              | GB        |      1396126 | PA      | $1851697.34   | 0.02%             | 2061-09-21      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-III Ltd                                                        | CUSIP: 12551YAA1<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |      2147378 | PA      | $2149096.10   | 0.02%             | 2031-07-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                    | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6448662 | PA      | $6437582.37   | 0.06%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2731000 | PA      | $2741211.76   | 0.03%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      3923000 | PA      | $4112802.59   | 0.04%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Polaris                                                 | Polaris 2025-2 PLC                                                               | CUSIP: 000000000<br>LEI: 6354008SKUHLCPHT7N63 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132172.09    | 0.00%             | 2068-08-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                   | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      7575000 | PA      | $7953719.70   | 0.08%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       128000 | PA      | $128451.94    | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      2095000 | PA      | $2262481.74   | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | 2Y RTP 3.800000 28-NOV-2025                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |   -248275000 | OU      | $-407846.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |      3000000 | PA      | $3549816.45   | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2015-1                                       | CUSIP: 64829CAD0<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-MBS          | CORP              | US        |       448862 | PA      | $428422.86    | 0.00%             | 2052-05-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                          | Pikes Peak CLO 14 2023 Ltd                                                       | CUSIP: 72134CAL5<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |      1620000 | PA      | $1626302.93   | 0.02%             | 2038-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| SONA FIOS CLO                                           | Sona Fios CLO V DAC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      1200000 | PA      | $1369439.36   | 0.01%             | 2038-08-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                     | Sounds Point CLO IV-R LTD                                                        | CUSIP: 83609YAC0<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |      4663758 | PA      | $4669130.56   | 0.04%             | 2031-04-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       726097 | PA      | $607198.62    | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                      | A&D Mortgage Trust 2025-NQM2                                                     | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-MBS          | CORP              | US        |      4640379 | PA      | $4650075.19   | 0.04%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |       531000 | PA      | $500323.39    | 0.00%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEPLAT ENERGY PLC                                       | SEPLAT Energy PLC                                                                | CUSIP: 000000000<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |       712000 | PA      | $731580.00    | 0.01%             | 2030-03-21      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      6032000 | PA      | $6005019.47   | 0.06%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      3075000 | PA      | $4119232.89   | 0.04%             | 2030-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      3180000 | PA      | $3174785.75   | 0.03%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                    | Signal Peak CLO 7 Ltd                                                            | CUSIP: 82671EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003813.30   | 0.01%             | 2037-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust               | GoodLeap Home Improvement Solutions Trust 2025-2                                 | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5359978 | PA      | $5383695.01   | 0.05%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-AFC1 Trust                                                             | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2350407 | PA      | $1910208.85   | 0.02%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      2245000 | PA      | $2229125.83   | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MIRA Trust                                              | MIRA Trust 2023-MILE                                                             | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       103000 | PA      | $106491.01    | 0.00%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 64B-R Ltd                                             | CUSIP: 38180LAG0<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1006802.20   | 0.01%             | 2037-10-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Rainbow Finco Sa rl                                     | Rainbow Finco Sa rl EUR Term Loan B                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2281120.79   | 0.02%             | 2029-02-23      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 445545AX4<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       295000 | PA      | $298743.55    | 0.00%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Merit                                                   | MHP 2021-STOR                                                                    | CUSIP: 55293BAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       215000 | PA      | $215000.00    | 0.00%             | 2038-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      1988000 | PA      | $2048166.88   | 0.02%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       456000 | PA      | $462072.10    | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |            1 | NC      | $-209873.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE                                 | KSL COMMERCIAL MORTGAGE                                                          | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8585000 | PA      | $8584704.16   | 0.08%             | 2042-06-05      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 77 B Ltd                                              | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001433.50   | 0.01%             | 2038-01-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                 | Virgin Media Vendor Financing Notes III DAC                                      | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |      6587000 | PA      | $8416398.90   | 0.08%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                      | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |       390000 | PA      | $396945.90    | 0.00%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                        | 5Y RTP 2.500000 25-SEP-2025                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |    -69569450 | OU      | $-140894.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                  | Velocity Commercial Capital Loan Trust 2024-6                                    | CUSIP: 92261BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6492028 | PA      | $6499064.36   | 0.06%             | 2054-12-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                              | Quarzo Srl                                                                       | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |       931600 | PA      | $1065199.42   | 0.01%             | 2041-06-15      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                            | Point Au Roche Park CLO Ltd                                                      | CUSIP: 73052VAA3<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $701124.69    | 0.01%             | 2034-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       287000 | PA      | $271648.17    | 0.00%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                       | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       400000 | PA      | $458459.54    | 0.00%             | 2040-01-21      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                 | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      4481000 | PA      | $5392758.99   | 0.05%             | 2028-09-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       800000 | PA      | $806003.20    | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      1836000 | PA      | $1891898.86   | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5303976 | PA      | $5312263.77   | 0.05%             | 2039-02-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3316000 | PA      | $3460322.27   | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $279295.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4776000 | PA      | $4932774.25   | 0.05%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Dowson                                                  | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       500000 | PA      | $658161.02    | 0.01%             | 2031-08-20      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 4.169300 23-OCT-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      1786400 | OU      | $5131.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                      | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       519000 | PA      | $504657.95    | 0.00%             | 2036-01-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                 | IMCD NV                                                                          | CUSIP: 000000000<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |      9382000 | PA      | $10591996.43  | 0.10%             | 2027-03-31      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2023-1 Mortgage Loan Trust                                                  | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       276756 | PA      | $276954.40    | 0.00%             | 2068-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042681<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46634000 | PA      | $44232057.54  | 0.42%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                | Volkswagen Financial Services AG                                                 | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |     15802000 | PA      | $18284057.00  | 0.17%             | 2026-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       640000 | PA      | $754287.20    | 0.01%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                        | Flatiron CLO 28 Ltd                                                              | CUSIP: 33884EAC5<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501035.55    | 0.00%             | 2036-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      1248000 | PA      | $1282720.61   | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACEN FINANCE LTD                                        | ACEN Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 54930080P6CVPPSROL50 | Long             | DBT              | CORP              | KY        |      1198000 | PA      | $776004.50    | 0.01%             | 2025-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                     | Panorama Auto Trust 2025-1                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      3006568 | PA      | $1930567.26   | 0.02%             | 2033-03-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                 | Honeywell International Inc                                                      | CUSIP: 438516BY1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4900367.30   | 0.05%             | 2032-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                                 | Saudi Electricity Sukuk Programme Co                                             | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |      1101000 | PA      | $1119441.75   | 0.01%             | 2030-02-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       279000 | PA      | $289994.00    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                | Global Auto Holdings Ltd/AAG FH UK Ltd                                           | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2150000 | PA      | $2000564.90   | 0.02%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                             | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5899854 | PA      | $5898228.92   | 0.06%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2015-I Ltd                                                          | CUSIP: 12548NAQ6<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1599810.72   | 0.02%             | 2031-01-22      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2022-1                                        | CUSIP: 75907DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1080000 | PA      | $1065845.84   | 0.01%             | 2032-03-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                  | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1174147.85   | 0.01%             | 2030-11-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Dilosk RMBS                                             | Dilosk Rmbs NO 9 Dac                                                             | CUSIP: 000000000<br>LEI: 635400EER3OFDNYI7P30 | Long             | ABS-MBS          | CORP              | IE        |       533301 | PA      | $608962.84    | 0.01%             | 2063-01-25      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | FSWP: OIS 8.400000 17-SEP-2026 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    956306318 | OU      | $215.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1922000 | PA      | $1852894.20   | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                | Kronos International Inc                                                         | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |      7463000 | PA      | $9119002.52   | 0.09%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4600000 | PA      | $4613790.34   | 0.04%             | 2040-06-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXIII Ltd                                                  | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2980637 | PA      | $2984213.77   | 0.03%             | 2032-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust               | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | CUSIP: 06427DAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       420000 | PA      | $410526.35    | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD MYR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $4795.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1705 | NC      | $-438997.69   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                  | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       737000 | PA      | $778742.21    | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                               | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |      2300000 | PA      | $2629092.26   | 0.02%             | 2034-10-18      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| AB CarVal Euro CLO                                      | AB Carval Euro CLO II-C DAC                                                      | CUSIP: 000000000<br>LEI: 6354004BYSUDKD9P4215 | Long             | ABS-CBDO         | CORP              | IE        |       730000 | PA      | $843424.33    | 0.01%             | 2037-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                     | Verisure Holding AB 2021 EUR Term Loan                                           | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |      2000000 | PA      | $2284224.86   | 0.02%             | 2028-03-27      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.182703 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       715195 | OU      | $-4921.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                            | WinWater Mortgage Loan Trust 2015-2                                              | CUSIP: 97652UAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       149626 | PA      | $137227.18    | 0.00%             | 2045-02-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |            1 | NC      | $-23545.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7609000 | PA      | $7678934.32   | 0.07%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                    | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     12964000 | PA      | $14634117.90  | 0.14%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LENZING AG                                              | Lenzing AG                                                                       | CUSIP: 000000000<br>LEI: 529900BKFJBI0QRDJH63 | Long             | DBT              | CORP              | AT        |      4800000 | PA      | $5532535.03   | 0.05%             | 2028-04-09      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-1                                                | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |      5482164 | PA      | $5482475.82   | 0.05%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                            | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       200000 | PA      | $205188.00    | 0.00%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     10165000 | PA      | $10403379.42  | 0.10%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                       | FTA Consumo Santander                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       200000 | PA      | $228658.26    | 0.00%             | 2040-01-21      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                      | FSWP: OIS 8.343000 17-SEP-2030 IBR                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  18894962755 | OU      | $49887.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman CLO XX Ltd                                                      | CUSIP: 64130TBJ3<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1748327.70   | 0.02%             | 2039-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bonds                                 | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      2589000 | PA      | $2563110.00   | 0.02%             | 2028-02-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2024-38 Ltd                                                              | CUSIP: 67120KAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3005829.30   | 0.03%             | 2038-01-21      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $74936.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2057544 | PA      | $2055458.49   | 0.02%             | 2058-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 55B LTD                                               | CUSIP: 38178LAA7<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |      3250000 | PA      | $3259868.30   | 0.03%             | 2034-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 3 LTD                                                         | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752250.00    | 0.01%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2023-NQM3 Trust                                                              | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2572050 | PA      | $2585696.97   | 0.02%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                  | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3506000 | PA      | $3621974.97   | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    140250000 | PA      | $2423740.66   | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                      | Mongolia Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       249000 | PA      | $248635.71    | 0.00%             | 2030-02-25      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                   | SS&C Technologies Inc                                                            | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      2809000 | PA      | $2888320.54   | 0.03%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.116000 18-DEC-2029 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    560722205 | OU      | $115009.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.208070 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1073933 | OU      | $-3733.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2019-INV1 Trust                                                              | CUSIP: 67098AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       246066 | PA      | $236273.14    | 0.00%             | 2048-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                       | Trimaran CAVU 2022-1 Ltd                                                         | CUSIP: 89623VAL5<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4014430.00   | 0.04%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-2                                                  | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |      4235579 | PA      | $4231333.27   | 0.04%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 29 Ltd                                      | Elmwood CLO 29 Ltd                                                               | CUSIP: 29004HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1518708.15   | 0.01%             | 2037-04-20      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       109000 | PA      | $104272.65    | 0.00%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                | Ziggo BV                                                                         | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      4953000 | PA      | $5327350.21   | 0.05%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1595000 | PA      | $1973292.42   | 0.02%             | 2027-12-07      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                        | Lamar Media Corp                                                                 | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2637000 | PA      | $2589689.06   | 0.02%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        35765 | PA      | $33267.55     | 0.00%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                             | HOMES 2025-AFC1 Trust                                                            | CUSIP: 403969AF5<br>LEI: 2549006ZK3R8WZLA9S73 | Long             | ABS-MBS          | CORP              | US        |      2285714 | PA      | $2294132.74   | 0.02%             | 2060-01-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       335000 | PA      | $342597.80    | 0.00%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      5043000 | PA      | $5113677.65   | 0.05%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Winwater Mortgage Loan Trust                            | WinWater Mortgage Loan Trust 2014-2                                              | CUSIP: 97652QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        97536 | PA      | $93665.31     | 0.00%             | 2044-09-20      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2022-1 LTD                                                              | CUSIP: 73742YAC9<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |      1805000 | PA      | $1808830.57   | 0.02%             | 2035-04-20      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |       144000 | PA      | $144224.28    | 0.00%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                     | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      1229000 | PA      | $1454315.71   | 0.01%             | 2029-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5108000 | PA      | $5148272.49   | 0.05%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $505124.70    | 0.00%             | 2037-04-15      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2024-RPL2                                    | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       890008 | PA      | $863948.27    | 0.01%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Miltonia Mortgage Finance                               | Miltonia Mortgage Finance Srl                                                    | CUSIP: 000000000<br>LEI: 815600BC278905BA4594 | Long             | ABS-MBS          | CORP              | IT        |       200000 | PA      | $225237.63    | 0.00%             | 2062-04-28      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2024-NQM2                                    | CUSIP: 64832BAC9<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |      6532704 | PA      | $6468922.81   | 0.06%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3100000 | PA      | $3101937.50   | 0.03%             | 2037-05-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Liberty Funding Pty Limited                             | Liberty Series 2024-1Auto                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |       261163 | PA      | $168282.75    | 0.00%             | 2032-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SWP: EUR 2.415794 31-JAN-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1418429 | OU      | $25110.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLATEA BC BIDCO AB                                      | Platea BC Bidco AB EUR Term Loan                                                 | CUSIP: 000000000<br>LEI: 254900AWWXX5NUVV4A03 | Long             | LON              | CORP              | SE        |      1666667 | PA      | $1908237.68   | 0.02%             | 2031-04-03      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Collateralized Loan Obligation Ltd                                  | CUSIP: 03881UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7424000 | PA      | $7437758.90   | 0.07%             | 2041-01-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: HUF 6.100000 17-SEP-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    526966214 | OU      | $-4835.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                      | Intrum Investments And Financing AB                                              | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |       770259 | PA      | $897619.57    | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      2500000 | PA      | $2533800.00   | 0.02%             | 2030-04-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                 | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1180000 | PA      | $1152451.60   | 0.01%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXIII Ltd                                            | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250437.53    | 0.00%             | 2034-04-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |        38000 | PA      | $40104.52     | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                      | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     52350000 | PA      | $904690.36    | 0.01%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2017-2 Ltd                                                    | CUSIP: 77340GAJ0<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |        26890 | PA      | $26908.01     | 0.00%             | 2029-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4520475.63   | 0.04%             | 2030-03-27      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-C LLC                                             | CUSIP: 19424WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1056454 | PA      | $1045956.34   | 0.01%             | 2055-07-26      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DE TELE                                | Empresa Nacional de Telecomunicaciones SA                                        | CUSIP: 000000000<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |      1226000 | PA      | $1221892.90   | 0.01%             | 2026-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     43860417 | PA      | $1173165.66   | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | 2Y RTP 3.800000 24-SEP-2025                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -506275806 | OU      | $-548782.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2023-DELC                                                               | CUSIP: 05610DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5859000 | PA      | $5891956.88   | 0.06%             | 2038-05-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 35 Ltd                                                                   | CUSIP: 00852KAA2<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003450.10   | 0.01%             | 2038-01-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2021-4 Ltd                                                     | CUSIP: 69702EAL9<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005844.60   | 0.02%             | 2038-07-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      3300000 | PA      | $3565169.06   | 0.03%             | 2031-02-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3662000 | PA      | $3578464.29   | 0.03%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares LXVI CLO Ltd                                                                | CUSIP: 04019RAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       300000 | PA      | $300749.22    | 0.00%             | 2036-07-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2017-2                                       | CUSIP: 64829KBW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       123974 | PA      | $119111.60    | 0.00%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                    | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |      2370000 | PA      | $2451698.64   | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED NOK / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NO        |            1 | NC      | $-36.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV                                                              | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      6051000 | PA      | $7199982.27   | 0.07%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C37                                   | CUSIP: 95000PAG9<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |       440000 | PA      | $431486.00    | 0.00%             | 2049-12-15      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust 2022-3                                        | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5175446 | PA      | $5155688.68   | 0.05%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2025-4 Mortgage Loan Trust                                                  | CUSIP: 12674HAA0<br>LEI: 2138002WIT3BHLQD3E93 | Long             | ABS-MBS          | CORP              | US        |     12441662 | PA      | $12516086.30  | 0.12%             | 2070-04-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | Rad CLO 6 Ltd                                                                    | CUSIP: 75010KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3010494.00   | 0.03%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4201000 | PA      | $4286704.18   | 0.04%             | 2059-10-27      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                                 | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |       276000 | PA      | $293025.75    | 0.00%             | 2029-05-02      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                    | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |      1000000 | PA      | $1119070.00   | 0.01%             | 2026-10-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR 2023-STON Mortgage Trust                                                     | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5250000 | PA      | $5445046.95   | 0.05%             | 2039-12-05      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                   | Freedom Mortgage Corp                                                            | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      3947000 | PA      | $4221383.60   | 0.04%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: —       |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2002248.60   | 0.02%             | 2032-08-08      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                               | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      3400000 | PA      | $3914552.69   | 0.04%             | 2035-03-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                          | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |       781032 | PA      | $1036370.29   | 0.01%             | 2056-10-21      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                                      | Elmwood CLO XI Ltd                                                               | CUSIP: 29002LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1115000 | PA      | $1116503.69   | 0.01%             | 2038-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                    | Booking Holdings Inc                                                             | CUSIP: 09857LAD0<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      4449000 | PA      | $5038259.92   | 0.05%             | 2027-03-03      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2020-18 Ltd                                                              | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501500.00    | 0.00%             | 2037-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                           | Aroundtown SA                                                                    | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $1074131.18   | 0.01%             | 2026-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust 2023-IND                                           | CUSIP: 055531AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1160000 | PA      | $1160362.50   | 0.01%             | 2040-03-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                            | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       300000 | PA      | $293907.00    | 0.00%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Silk Finance                                            | TAGUS - Sociedade de Titularizacao de Creditos SA/Silk Finance No 6              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       100000 | PA      | $114524.05    | 0.00%             | 2039-12-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       383000 | PA      | $380081.65    | 0.00%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       594000 | PA      | $589627.17    | 0.01%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                 | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      4254000 | PA      | $3874883.95   | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| LOXAM SAS                                               | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      4508000 | PA      | $5357655.96   | 0.05%             | 2029-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      4885000 | PA      | $4831753.50   | 0.05%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XXI CLO Ltd                                                               | CUSIP: 36320WAL0<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |       218740 | PA      | $218736.10    | 0.00%             | 2031-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                | Univision Communications Inc                                                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      1009000 | PA      | $1046939.30   | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate CLO 4 Ltd                                                               | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |      1125000 | PA      | $1128824.89   | 0.01%             | 2037-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2024-NQM2 Trust                                                              | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |      6588120 | PA      | $6557913.00   | 0.06%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH 2025 EUR Term Loan B1                                     | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |      2400000 | PA      | $2736769.79   | 0.03%             | 2030-04-30      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo I Ltd                                                               | CUSIP: 96467FAU4<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      4435000 | PA      | $4441652.50   | 0.04%             | 2036-07-24      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                               | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7577000 | PA      | $7619620.63   | 0.07%             | 2040-06-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |       400000 | PA      | $426800.00    | 0.00%             | 2029-05-08      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Hermitage Plc                                           | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |        62874 | PA      | $83726.53     | 0.00%             | 2033-04-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       880000 | PA      | $838866.34    | 0.01%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                    | OHA Loan Funding 2015-1 Ltd                                                      | CUSIP: 67109BDC5<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |      3715000 | PA      | $3722442.26   | 0.04%             | 2037-01-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2020-D                                 | CUSIP: 63941HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $87248.01     | 0.00%             | 2069-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                    | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132318.02    | 0.00%             | 2056-09-12      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | Newday Funding Master Issuer PLC - Series 2025-1                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       194000 | PA      | $257477.10    | 0.00%             | 2033-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                                   | MAF Global Securities Ltd                                                        | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $199250.00    | 0.00%             | 2026-03-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                   | TRK 2022-INV2 Trust                                                              | CUSIP: 87265XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1422708 | PA      | $1349327.56   | 0.01%             | 2057-06-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                             | ProGroup AG                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      6717000 | PA      | $7550455.28   | 0.07%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $942306.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2024-INV1                                                 | CUSIP: 816939AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5830670 | PA      | $5772136.01   | 0.05%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                         | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       390000 | PA      | $518260.15    | 0.00%             | 2037-05-17      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2025-I1                                                                | CUSIP: 12571DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3560870 | PA      | $3587781.28   | 0.03%             | 2069-10-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                      | GRACIE POINT INTERNATIONAL FUNDING 2023-1                                        | CUSIP: 383931AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1745921 | PA      | $1747345.87   | 0.02%             | 2026-09-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      5400000 | PA      | $6409777.34   | 0.06%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                  | Brightstar Lottery PLC                                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |       202000 | PA      | $200458.98    | 0.00%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                           | Hermitage 2025 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MSBHAPT1EQBW93 | Long             | ABS-O            | CORP              | GB        |       300000 | PA      | $396336.78    | 0.00%             | 2033-04-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital Clo 2 Ltd                                                       | CUSIP: 25255LAS1<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3012528.30   | 0.03%             | 2037-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                    | New Mountain CLO 2 Ltd                                                           | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3011259.00   | 0.03%             | 2038-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                             | HOMES 2023-NQM1 Trust                                                            | CUSIP: 43761JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6900078 | PA      | $6890641.18   | 0.07%             | 2068-01-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2017-14 Ltd                                                              | CUSIP: 67097QAS4<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |       680000 | PA      | $680679.86    | 0.01%             | 2037-07-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                    | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       416000 | PA      | $415457.50    | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                   | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       364000 | PA      | $355264.00    | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      1729000 | PA      | $1816383.66   | 0.02%             | 2029-01-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2020-2 Ltd                                                              | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003000.00   | 0.01%             | 2038-01-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                                     | Crown Point CLO 8 Ltd                                                            | CUSIP: 22846BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250616.90    | 0.00%             | 2034-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                    | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |      1549184 | PA      | $2047101.66   | 0.02%             | 2057-01-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 14.030000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      8079225 | OU      | $29764.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       629000 | PA      | $591065.01    | 0.01%             | 2032-05-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $199255.52    | 0.00%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                           | Parkland Corp                                                                    | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |      1537000 | PA      | $1571018.42   | 0.01%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | GoldenTree Loan Management US CLO 20 Ltd                                         | CUSIP: 38139MAC9<br>LEI: 984500CF2B1A04F63R63 | Long             | ABS-CBDO         | CORP              | JE        |       722000 | PA      | $724816.31    | 0.01%             | 2037-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      6853000 | PA      | $6349388.79   | 0.06%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FEDRIGONI SPA                                           | Fedrigoni SpA                                                                    | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |     10844000 | PA      | $12003912.03  | 0.11%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 28 LTD                                                                   | CUSIP: 00120WAC8<br>LEI: 2549006PN3V33YGKK115 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1002944.40   | 0.01%             | 2037-01-21      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Bletchley Park Funding                                  | Bletchley Park Funding 2025-1 PLC                                                | CUSIP: 000000000<br>LEI: 635400OJVL3HJJTKNB05 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132715.93    | 0.00%             | 2070-01-27      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Italy                                  | Red & Black Auto Italy Srl                                                       | CUSIP: 000000000<br>LEI: 8156003B1C9DCDE30892 | Long             | ABS-O            | CORP              | IT        |       843331 | PA      | $965041.61    | 0.01%             | 2036-07-28      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                        | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      2182000 | PA      | $2246901.84   | 0.02%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| A2A SPA                                                 | A2A SpA                                                                          | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | DBT              | CORP              | IT        |      3805000 | PA      | $4558442.42   | 0.04%             | 2029-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2019-A                                 | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |        31205 | PA      | $30999.53     | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO HOLDINGS UK LTD                           | INEOS Quattro Holdings UK Ltd 2023 EUR 1st Lien Term Loan B                      | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | GB        |      3000000 | PA      | $3203392.56   | 0.03%             | 2029-04-02      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                     | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      6800000 | PA      | $6951696.15   | 0.07%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                          | Edge Finco PLC 2025 EUR Term Loan B                                              | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | LON              | CORP              | GB        |      2000000 | PA      | $2285959.48   | 0.02%             | 2031-08-22      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                      | Murphy Oil USA Inc                                                               | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      1160000 | PA      | $1134199.98   | 0.01%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                | OZLM XVIII Ltd                                                                   | CUSIP: 67112GAA6<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |      1309832 | PA      | $1311555.65   | 0.01%             | 2031-04-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                              | CENT 2025-CITY                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7335000 | PA      | $7360021.89   | 0.07%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | CARLYLE US CLO 2023-1 LTD                                                        | CUSIP: 14318RAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1756216.53   | 0.02%             | 2037-07-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                | Puma International Financing SA                                                  | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      1760000 | PA      | $1821450.40   | 0.02%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AREAS WORLDWIDE SA                                      | AREAS WORLDWIDE SA 2025 EUR Add-On TERM LOAN B                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |      1133334 | PA      | $1292558.27   | 0.01%             | 2029-12-31      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2023-1 Ltd                                                    | CUSIP: 138927AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       250000 | PA      | $250000.13    | 0.00%             | 2036-10-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                              | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13575000 | PA      | $13595871.56  | 0.13%             | 2030-06-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      5937000 | PA      | $5891367.21   | 0.06%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                     | Bally's Corporation 2021 Term Loan B                                             | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |            0 | PA      | $0.00         | 0.00%             | 2028-10-02      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVI Ltd                                                   | CUSIP: 55819PBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250422.53    | 0.00%             | 2035-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                          | Winchester 1 PLC                                                                 | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132388.94    | 0.00%             | 2056-10-21      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      4450000 | PA      | $4549795.70   | 0.04%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| ORSTED A/S                                              | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       375000 | PA      | $436976.15    | 0.00%             | 2099-12-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                        | Trinitas CLO XXXII Ltd                                                           | CUSIP: 89642QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $750000.00    | 0.01%             | 2038-07-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                 | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      7493000 | PA      | $6798682.14   | 0.06%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Emera Inc                                               | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |       435000 | PA      | $438147.23    | 0.00%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      4682000 | PA      | $5517954.07   | 0.05%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CO        |            1 | NC      | $-283242.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOMEVI SAS                                              | HomeVi SaS 2024 EUR Term Loan B                                                  | CUSIP: 000000000<br>LEI: 9695001URJB6VUATPK20 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2281691.39   | 0.02%             | 2029-10-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corportation Trust 2021-IP                                | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6370000 | PA      | $6367027.76   | 0.06%             | 2036-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2738125 | PA      | $2745825.87   | 0.03%             | 2039-12-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust                               | SAIF Securitization Trust 2024-CES1                                              | CUSIP: 78436VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2854047 | PA      | $2864263.62   | 0.03%             | 2054-07-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2024-2                                                    | CUSIP: 52590AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2153000 | PA      | $2148243.16   | 0.02%             | 2034-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2024-2                                                  | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |      1520830 | PA      | $1524810.42   | 0.01%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                 | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      4725000 | PA      | $5525354.03   | 0.05%             | 2031-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                                   | Clean Renewable Power Mauritius Pte Ltd                                          | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |      3622500 | PA      | $3518353.13   | 0.03%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       198000 | PA      | $198537.17    | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1219000 | PA      | $1236704.76   | 0.01%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                 | Garfunkelux Holdco 3 SA                                                          | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |      1753000 | PA      | $2050535.74   | 0.02%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2022-LTV1                                               | CUSIP: 465976AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       204716 | PA      | $178580.29    | 0.00%             | 2052-07-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Jubilee Place                                           | Jubilee Place 7 BV                                                               | CUSIP: 000000000<br>LEI: 724500E73QDBSXZ44959 | Long             | ABS-MBS          | CORP              | NL        |      1195918 | PA      | $1366002.54   | 0.01%             | 2062-09-18      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $6341074.85   | 0.06%             | 2028-06-21      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD                     | Octagon Investment Partners XVI Ltd                                              | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       743009 | PA      | $744123.41    | 0.01%             | 2030-07-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fulvia SPV SRL                                          | Fulvia Spv Srl                                                                   | CUSIP: 000000000<br>LEI: 815600283046823DB425 | Long             | ABS-O            | CORP              | IT        |       717000 | PA      | $819449.38    | 0.01%             | 2041-12-23      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       257000 | PA      | $272056.60    | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                | Cooperatieve Rabobank UA                                                         | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      4200000 | PA      | $4679188.74   | 0.04%             | 2026-10-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LTD                                  | Bank of Queensland Ltd                                                           | CUSIP: 000000000<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |       590000 | PA      | $379535.07    | 0.00%             | 2035-01-29      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2021-1                                        | CUSIP: 75907VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        91681 | PA      | $91568.50     | 0.00%             | 2031-03-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1801000 | PA      | $1836894.29   | 0.02%             | 2032-08-20      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      4321000 | PA      | $3604292.97   | 0.03%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| Trestles CLO LTD                                        | TRESTLES CLO III LTD                                                             | CUSIP: 89532RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1014492.40   | 0.01%             | 2037-10-20      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      1024000 | PA      | $1039247.44   | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| GATEGROUP FINANCE LUX SA                                | gategroup Finance Luxembourg SA                                                  | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |      6170000 | PA      | $7499402.22   | 0.07%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                 | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      3390000 | PA      | $3533346.15   | 0.03%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       484181 | PA      | $484489.39    | 0.00%             | 2031-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       547000 | PA      | $548323.03    | 0.01%             | 2060-06-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      2321000 | PA      | $2423602.13   | 0.02%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XX Ltd                                               | CUSIP: 08182FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250519.55    | 0.00%             | 2034-07-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP                                   | Betclic Everest Group EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |      2590909 | PA      | $2966737.77   | 0.03%             | 2031-12-10      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                            | WinWater Mortgage Loan Trust 2015-2                                              | CUSIP: 97652UAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       374064 | PA      | $343067.94    | 0.00%             | 2045-02-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2478000 | PA      | $2596302.20   | 0.02%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      3481000 | PA      | $3570198.12   | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Together Asset Backed Securitisation                    | Together Asset Backed Securitisation 2025-Cre-1 PLC                              | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |       182000 | PA      | $240549.11    | 0.00%             | 2057-01-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE                                 | KSL COMMERCIAL MORTGAGE                                                          | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6105000 | PA      | $6105647.92   | 0.06%             | 2042-06-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      3787000 | PA      | $4008397.52   | 0.04%             | 2030-04-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                           | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |        62874 | PA      | $83270.25     | 0.00%             | 2033-04-21      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2025-R1                                               | CUSIP: 92541AAE0<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |       583500 | PA      | $571547.56    | 0.01%             | 2065-05-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2019-3 Ltd                                                              | CUSIP: 92918FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250851.08    | 0.00%             | 2032-10-17      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| SCF Rahoituspalvelut DAC                                | SCF Rahoituspalvelut XIII DAC                                                    | CUSIP: 000000000<br>LEI: 875500BJTX1DZ2QIPK23 | Long             | ABS-O            | CORP              | IE        |       100000 | PA      | $114754.00    | 0.00%             | 2034-06-25      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 14.580000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      2841089 | OU      | $2240.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                                  | FIS Fabbrica Italiana Sintetici SpA                                              | CUSIP: 000000000<br>LEI: 8156004D7056C63EC525 | Long             | DBT              | CORP              | IT        |      3175000 | PA      | $3655579.42   | 0.03%             | 2027-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding V CLO Ltd                                                          | CUSIP: 15032AAN7<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |       298637 | PA      | $298935.22    | 0.00%             | 2031-07-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                     | PFS Financing Corp                                                               | CUSIP: 69335PFV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8050000 | PA      | $8074155.64   | 0.08%             | 2030-02-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2023-NQM4 Trust                                                              | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2150550 | PA      | $2156897.95   | 0.02%             | 2068-12-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | PETROLEOS MEXICANOS                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10281000 | PA      | $10242446.25  | 0.10%             | 2026-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust               | TCO Commercial Mortgage Trust 2024-DPM                                           | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7309000 | PA      | $7315852.19   | 0.07%             | 2039-12-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Thayer Park CLO, Ltd.                                   | Thayer Park CLO Ltd                                                              | CUSIP: 883310AL8<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000808.60   | 0.01%             | 2034-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction        | Asset-Backed European Securitisation Transaction Twenty-Five Srl                 | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |       100000 | PA      | $114970.25    | 0.00%             | 2039-11-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2021-2                                                  | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3817981 | PA      | $3249126.92   | 0.03%             | 2066-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                | Blue Racer Midstream LLC / Blue Racer Finance Corp                               | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $155550.00    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                                    | Fressnapf Holding SE                                                             | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |      3685000 | PA      | $4305910.55   | 0.04%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                         | Hillenbrand Inc                                                                  | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      1176000 | PA      | $1191053.98   | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Lebanese Republic                                       | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1674000 | PA      | $309690.00    | 0.00%             | 2026-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 6 Ltd                                                      | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |      3795000 | PA      | $3789758.92   | 0.04%             | 2038-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $3389.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                        | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8133067 | PA      | $8141816.12   | 0.08%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5402932 | PA      | $4945480.75   | 0.05%             | 2053-01-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       397363 | PA      | $358421.43    | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                  | Velocity Commercial Capital Loan Trust 2022-3                                    | CUSIP: 92257BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2005823 | PA      | $1923313.96   | 0.02%             | 2052-06-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust                | GM Financial Revolving Receivables Trust 2024-2                                  | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2400000 | PA      | $2408220.96   | 0.02%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 11 Ltd                                         | CUSIP: 38138RAJ4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |      1200000 | PA      | $1196930.16   | 0.01%             | 2034-10-20      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2017-14 Ltd                                                              | CUSIP: 67097QAY1<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |      1260000 | PA      | $1267543.49   | 0.01%             | 2037-07-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                            | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2440000 | PA      | $2451899.15   | 0.02%             | 2040-04-13      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                      | Vodafone Group PLC                                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      1421000 | PA      | $1484935.05   | 0.01%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       392000 | PA      | $314235.04    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                   | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      2769000 | PA      | $2886092.12   | 0.03%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 9.040000 14-NOV-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    129270327 | OU      | $322017.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maricopa County Industrial Development Authority        | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1330000 | PA      | $1372309.93   | 0.01%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |       227000 | PA      | $228450.98    | 0.00%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                          | TeamSystem SpA                                                                   | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      5773000 | PA      | $6588460.83   | 0.06%             | 2032-07-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                         | Oaktree CLO 2024-27 Ltd                                                          | CUSIP: 67402UAJ5<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | KY        |       270000 | PA      | $271449.17    | 0.00%             | 2037-10-22      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2019-1 Ltd                                                              | CUSIP: 92917NAW8<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5016595.50   | 0.05%             | 2037-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |            1 | NC      | $-8493.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2025-NQM3                                    | CUSIP: 64832CAC7<br>LEI: 2138002D8CMDYG7QOU84 | Long             | ABS-MBS          | CORP              | US        |     19374227 | PA      | $19437377.74  | 0.18%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |       508000 | PA      | $519587.48    | 0.00%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                | Auto ABS Italian Stella Loans 2025-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       100000 | PA      | $115132.88    | 0.00%             | 2040-12-28      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      1544000 | PA      | $1642652.68   | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      7211000 | PA      | $7159850.21   | 0.07%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Galaxy CLO Ltd                                          | Galaxy 32 CLO Ltd                                                                | CUSIP: 362943AG7<br>LEI: 391200J1K1EF617W8568 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1510868.85   | 0.01%             | 2036-10-20      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2014-1 Ltd                                                              | CUSIP: 92915PAH8<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |      1113871 | PA      | $1114527.35   | 0.01%             | 2031-04-18      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      1595000 | PA      | $1494356.62   | 0.01%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                                 | Dana Financing Luxembourg Sarl                                                   | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |      2411000 | PA      | $2974241.47   | 0.03%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1408000 | PA      | $1427506.43   | 0.01%             | 2033-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                          | ELFI Graduate Loan Program 2023-A LLC                                            | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       318321 | PA      | $329098.44    | 0.00%             | 2048-02-04      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                    | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1853945.56   | 0.02%             | 2030-02-03      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2385000 | PA      | $1819179.74   | 0.02%             | 2058-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                    | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      3193000 | PA      | $3905807.27   | 0.04%             | 2029-09-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      1184000 | PA      | $1224834.98   | 0.01%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Ellington Financial Mortgage Trust                      | EFMT 2025-INV3                                                                   | CUSIP: 26847NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11323684 | PA      | $11314054.34  | 0.11%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                   | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      2771000 | PA      | $2664151.35   | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Holdings IV Limited              | BCP V MODULAR SRV HLDNG IV LTD 2025 EUR TERM LOAN                                | CUSIP: 000000000<br>LEI: 549300C6IE8LNURFZG55 | Long             | LON              | CORP              | GB        |      2500000 | PA      | $2816166.46   | 0.03%             | 2031-07-10      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        47541 | PA      | $42881.98     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                      | GRACIE POINT INTERNATIONAL FUNDING 2023-2                                        | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       244254 | PA      | $244592.01    | 0.00%             | 2027-03-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| DIGI ROMANIA SA                                         | Digi Romania SA                                                                  | CUSIP: 000000000<br>LEI: 3157008PTGOXBWZDVF10 | Long             | DBT              | CORP              | RO        |      2500000 | PA      | $2806637.44   | 0.03%             | 2028-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                          | CUSIP: 617942AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3215034 | PA      | $3235832.93   | 0.03%             | 2070-03-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                     | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2460069 | PA      | $2588706.01   | 0.02%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| ELFI Graduate Loan Program LLC                          | ELFI Graduate Loan Program 2024-A LLC                                            | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5102645 | PA      | $5146029.07   | 0.05%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point Clo 8 Ltd                                                           | CUSIP: 827918AA1<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2999998.50   | 0.03%             | 2038-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       870000 | PA      | $827772.11    | 0.01%             | 2052-05-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | Oak Hill Credit Partners X-R Ltd                                                 | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $2997054.00   | 0.03%             | 2038-04-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2025-RPL2 Trust                                                             | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1222358 | PA      | $1173222.10   | 0.01%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-V Ltd                                                          | CUSIP: 12554XAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2005050.60   | 0.02%             | 2035-01-15      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2015-C31                                   | CUSIP: 94989WAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       450000 | PA      | $446935.68    | 0.00%             | 2048-11-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4794000 | PA      | $4850995.96   | 0.05%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| UK Logisitics                                           | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      1403903 | PA      | $1864510.16   | 0.02%             | 2035-02-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| GLENCORE CAP FIN DAC                                    | Glencore Capital Finance DAC                                                     | CUSIP: 000000000<br>LEI: 213800HCUCI1HC7X6Q34 | Long             | DBT              | CORP              | IE        |      8400000 | PA      | $9688838.27   | 0.09%             | 2032-02-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |            1 | NC      | $-14572.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                      | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1812807 | PA      | $1812807.40   | 0.02%             | 2037-02-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                    | Together Asset Backed Securitisation 2025-2nd1 PLC                               | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |       863163 | PA      | $1143743.54   | 0.01%             | 2056-09-12      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                | Turk Telekomunikasyon AS                                                         | CUSIP: 000000000<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |       400000 | PA      | $410468.12    | 0.00%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |            1 | NC      | $-18747.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Auto ABS                                                | Auto ABS Spanish Loans 2024-1 FT                                                 | CUSIP: 000000000<br>LEI: 9598007LTXPL84RD7W58 | Long             | ABS-O            | CORP              | ES        |       354139 | PA      | $405539.95    | 0.00%             | 2038-09-28      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |            1 | NC      | $-2602.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2021-3 Ltd                                                     | CUSIP: 69688FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500492.90    | 0.00%             | 2035-01-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6649000 | PA      | $6890636.63   | 0.07%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                   | ARI Fleet Lease Trust 2023-A                                                     | CUSIP: 00218GAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2492000 | PA      | $2523844.52   | 0.02%             | 2032-02-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     11359000 | PA      | $13106835.53  | 0.12%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APCOA HOLDINGS GMBH                                     | APCOA Group GmbH/Germany                                                         | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |     13000000 | PA      | $15088391.60  | 0.14%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.144700 17-SEP-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      8298683 | OU      | $-4151.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      2180000 | PA      | $1955413.78   | 0.02%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction        | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |       100000 | PA      | $115150.68    | 0.00%             | 2034-03-21      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2024-H6 Mortgage Trust                                                     | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7774761 | PA      | $7725702.39   | 0.07%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2024-A                                 | CUSIP: 63943CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5023204 | PA      | $5121401.37   | 0.05%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 32 LTD /old                                                                   | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250751.18    | 0.00%             | 2039-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ INT FINCE                                 | Mercedes-Benz International Finance BV                                           | CUSIP: 000000000<br>LEI: 529900RUGCXMPEENHQ31 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4554877.43   | 0.04%             | 2028-09-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 5.140000 19-MAR-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     22390553 | OU      | $-58168.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2021-I Ltd                                                          | CUSIP: 12563EAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250784.48    | 0.00%             | 2037-07-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                  | Velocity Commercial Capital Loan Trust 2024-5                                    | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2869295 | PA      | $2851624.14   | 0.03%             | 2054-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 6.123000 18-DEC-2029 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    560722205 | OU      | $116760.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                   | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      2562000 | PA      | $2670721.03   | 0.03%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE SEP25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -404 | NC      | $251587.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       341000 | PA      | $335544.00    | 0.00%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     10425000 | PA      | $10311600.39  | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TACKLE SARL                                             | Tackle SARL 2025 EUR Repriced Term Loan B2                                       | CUSIP: 000000000<br>LEI: 222100DLH8KKOD63ZQ23 | Long             | LON              | CORP              | LU        |      3000000 | PA      | $3419318.91   | 0.03%             | 2028-05-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NSW PORTS FINANCE CO PTY                                | NSW Ports Finance Co Pty Ltd                                                     | CUSIP: 000000000<br>LEI: 8945007UJK9KDKZE6M43 | Long             | DBT              | CORP              | AU        |       650000 | PA      | $414940.46    | 0.00%             | 2034-09-19      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $46697.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |            1 | NC      | $-128319.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Trust 2015-5                                                           | CUSIP: 46644XAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       931442 | PA      | $927293.55    | 0.01%             | 2045-05-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 74 B Ltd                                              | CUSIP: 38190BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       950000 | PA      | $954004.82    | 0.01%             | 2037-07-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                       | Corp. Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      1952000 | PA      | $1819693.44   | 0.02%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                               | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      3006000 | PA      | $2923811.57   | 0.03%             | 2081-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                     | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       891000 | PA      | $911236.39    | 0.01%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KP Germany Erste GmbH                                   | KP Germany Erste GmbH 2021 EUR Term Loan B                                       | CUSIP: 49865NAU4<br>LEI: 529900XJNR9VFZXAOS85 | Long             | LON              | CORP              | DE        |      3583833 | PA      | $3772903.52   | 0.04%             | 2026-02-12      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       303000 | PA      | $56055.00     | 0.00%             | 2024-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TH        |            1 | NC      | $-423821.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOMES Trust                                             | HOMES 2025-NQM1 Trust                                                            | CUSIP: 43761DAF7<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2013174.00   | 0.02%             | 2070-01-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2019-1                                                  | CUSIP: 46650HAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        21383 | PA      | $20402.97     | 0.00%             | 2049-05-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-MDHS                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6330456 | PA      | $6346282.42   | 0.06%             | 2041-05-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                      | Baytex Energy Corp                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |      2822000 | PA      | $2729052.91   | 0.03%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                          | Enterprise Fleet Financing 2023-1 LLC                                            | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       817446 | PA      | $819620.78    | 0.01%             | 2029-01-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2021-STAR                                      | CUSIP: 36264LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1414000 | PA      | $1403395.00   | 0.01%             | 2036-12-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      2320000 | PA      | $2716829.63   | 0.03%             | 2030-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point CLO 7 LTD                                                           | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |      3170000 | PA      | $3181882.11   | 0.03%             | 2038-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                 | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       514000 | PA      | $530959.43    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       746000 | PA      | $726827.09    | 0.01%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          238 | NC      | $516962.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of El Salvador                                 | El Salvador Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      1206000 | PA      | $1250982.84   | 0.01%             | 2029-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                | Ziggo BV 2019 EUR Term Loan H                                                    | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |      3000000 | PA      | $3317261.44   | 0.03%             | 2029-01-31      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                     | Boels Topholding BV 2025 EUR Term Loan B                                         | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | LON              | CORP              | NL        |      2017241 | PA      | $2303271.88   | 0.02%             | 2031-05-23      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-LBA                                                                | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4300000 | PA      | $4297341.74   | 0.04%             | 2036-02-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       561000 | PA      | $529940.30    | 0.01%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                            | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3250000 | PA      | $3229882.50   | 0.03%             | 2040-04-13      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Bayswater Park CLO Ltd                                  | Bayswater Park CLO Ltd                                                           | CUSIP: 072929AA0<br>LEI: 254900BXH0PMWI87VS84 | Long             | ABS-CBDO         | CORP              | JE        |      1250000 | PA      | $1253909.75   | 0.01%             | 2037-01-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC EUR Term Loan B                                                | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      1989664 | PA      | $2170038.56   | 0.02%             | 2028-06-02      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-B LLC                                             | CUSIP: 19425AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       806921 | PA      | $795017.37    | 0.01%             | 2052-06-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| HOLDING SOCOTEC                                         | Holding Socotec 2025 EUR Term Loan B                                             | CUSIP: 000000000<br>LEI: 969500TSHWNDZONA3M83 | Long             | LON              | CORP              | FR        |      2937500 | PA      | $3353212.08   | 0.03%             | 2028-06-02      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                   | Endo Finance Holdings Inc                                                        | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4723000 | PA      | $5024478.54   | 0.05%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                      | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       865000 | PA      | $829845.97    | 0.01%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2541000 | PA      | $2629952.79   | 0.02%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                        | Boyd Gaming Corp                                                                 | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      1551000 | PA      | $1477322.01   | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Valeo F1 Company Limited (Ireland)                      | Valeo F1 Company Limited (Ireland) 2024 EUR Term Loan B3                         | CUSIP: 000000000<br>LEI: 259400O9OX5WFOBC8C47 | Long             | LON              | CORP              | GB        |            0 | PA      | $0.00         | 0.00%             | 2028-09-29      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2018-III Ltd                                                        | CUSIP: 12551YAC7<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |       640000 | PA      | $642160.00    | 0.01%             | 2031-07-18      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                 | National Bank of Greece SA                                                       | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      3700000 | PA      | $4585156.36   | 0.04%             | 2035-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OBOL FRANCE 3 SAS                                       | Obol France 3 SAS 2024 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2242183.07   | 0.02%             | 2028-12-31      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2024-NQM3                                        | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1097450 | PA      | $1104955.76   | 0.01%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       994000 | PA      | $1007625.75   | 0.01%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Asset-Backed European Securitisation Transaction        | Asset-Backed European Securitisation Transaction Twenty-Three Sarl               | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |       600000 | PA      | $690320.00    | 0.01%             | 2034-03-21      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                           | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      1973000 | PA      | $1964587.88   | 0.02%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       656000 | PA      | $665840.00    | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HJ6X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5486868 | PA      | $5518664.20   | 0.05%             | 2055-02-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                        | Onemain Financial Issuance Trust 2024-1                                          | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3710000 | PA      | $3857325.96   | 0.04%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                     | Sandstone Peak Ltd                                                               | CUSIP: 800130AS5<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003825.60   | 0.02%             | 2034-10-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |            1 | NC      | $-146951.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EC FINANCE PLC                                          | EC Finance PLC                                                                   | CUSIP: 000000000<br>LEI: 213800NKPB53RHYDQE45 | Long             | DBT              | CORP              | GB        |      3400000 | PA      | $3821211.82   | 0.04%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AZELIS FINANCE NV                                       | Azelis Finance NV                                                                | CUSIP: 000000000<br>LEI: 699400J0P7A5VXKGK641 | Long             | DBT              | CORP              | BE        |      1000000 | PA      | $1184539.63   | 0.01%             | 2029-09-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                  | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       441000 | PA      | $440889.75    | 0.00%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXII Ltd                                                        | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       448562 | PA      | $448907.65    | 0.00%             | 2031-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Bank5                                                   | BANK5 Trust 2024-5YR6                                                            | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2188704 | PA      | $2292849.98   | 0.02%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2025-I1                                                                | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3500873 | PA      | $3512077.55   | 0.03%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                  | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      2285000 | PA      | $2259176.99   | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       541935 | PA      | $395645.07    | 0.00%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LTD                                  | OCS Group Holdings Ltd EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |      2075471 | PA      | $2381861.21   | 0.02%             | 2031-11-28      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                             | HOMES 2025-NQM2 Trust                                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15107862 | PA      | $15101119.02  | 0.14%             | 2070-02-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| NOBIAN FINANCE BV                                       | Nobian Finance BV 2024 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | LON              | CORP              | NL        |      1750000 | PA      | $1981901.15   | 0.02%             | 2029-07-02      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust Series 2024-NQM1                                        | CUSIP: 465983AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10182957 | PA      | $10185354.92  | 0.10%             | 2064-02-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 14.180000 02-JAN-2026 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     19178495 | OU      | $-2087.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CART                                                    | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6278000 | PA      | $6274082.53   | 0.06%             | 2041-08-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2024-2 Ltd                                            | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $750034.05    | 0.01%             | 2033-01-15      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1801000 | PA      | $1784827.38   | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2022-NQM7 Trust                                                              | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       420361 | PA      | $417732.42    | 0.00%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                  | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      1145000 | PA      | $1146008.75   | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2023-19 Ltd                                                  | CUSIP: 11765AAQ2<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $999629.00    | 0.01%             | 2038-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | NEW Residential Mortgage Loan Trust 2025-Nqm2                                    | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |      2282491 | PA      | $2290303.32   | 0.02%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       522000 | PA      | $96570.00     | 0.00%             | 2032-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXIX                                                 | CUSIP: 08186EAN8<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |      1000000 | PA      | $1000808.40   | 0.01%             | 2038-01-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XXV CLO Ltd                                                               | CUSIP: 36319XAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250810.18    | 0.00%             | 2036-04-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                                 | Atlantica Sustainable Infrastructure Ltd                                         | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |      1046000 | PA      | $1010107.24   | 0.01%             | 2028-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      3472000 | PA      | $3565775.25   | 0.03%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bonds        | Trinidad & Tobago Government International Bonds                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |       952000 | PA      | $939243.20    | 0.01%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                         | Sage AR Funding                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       988000 | PA      | $1314488.86   | 0.01%             | 2037-05-17      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      2657000 | PA      | $2673877.26   | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                          | PMT Loan Trust 2025-INV2                                                         | CUSIP: 73015JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7498363 | PA      | $7542482.99   | 0.07%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | SUNOCO LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1936000 | PA      | $1960782.74   | 0.02%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                          | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $25384.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Electricite de France SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      4600000 | PA      | $6014239.25   | 0.06%             | 2029-01-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANKINTER SA                                            | Bankinter SA                                                                     | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | DBT              | CORP              | ES        |      7800000 | PA      | $9651855.88   | 0.09%             | 2028-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| QSRP FINCO BV                                           | QSRP Finco BV 2025 EUR Term Loan B                                               | CUSIP: 000000000<br>LEI: 894500AXJRZ3TICBD793 | Long             | LON              | CORP              | BE        |      2000000 | PA      | $2288515.77   | 0.02%             | 2031-06-19      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5655000 | PA      | $4946852.63   | 0.05%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government International Bond                           | CUSIP: 836205AR5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       635000 | PA      | $635215.90    | 0.01%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OVH GROUPE SAS                                          | OVH Groupe SA                                                                    | CUSIP: 000000000<br>LEI: 9695001J8OSOVX4TP939 | Long             | DBT              | CORP              | FR        |      6000000 | PA      | $6996401.68   | 0.07%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.822500 07-JUN-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     49435000 | OU      | $296.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 12.568000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |     19279260 | OU      | $-99660.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       774000 | PA      | $729117.75    | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       707000 | PA      | $524539.08    | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $437446.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                          | SWP: OIS 9.713000 04-JAN-2027 BZD                                                | CUSIP: 000000000<br>LEI: QHSFEYI7HUOXXZ413E03 | N/A              | DIR              |  | US        |      1353300 | OU      | $-24689.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      1600000 | PA      | $1610240.00   | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2024-2 Ltd                                            | CUSIP: 69703RAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2698410 | PA      | $2705928.04   | 0.03%             | 2033-01-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                      | Pinewood Finco PLC                                                               | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |      7558000 | PA      | $10031118.13  | 0.09%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bean Creek CLO LTD                                      | Bean Creek CLO Ltd                                                               | CUSIP: 07378WAS7<br>LEI: 635400STD6UUTEW5KM07 | Long             | ABS-CBDO         | CORP              | KY        |       915852 | PA      | $916767.40    | 0.01%             | 2031-04-20      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      1592000 | PA      | $1542710.88   | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| FERTITTA ENTERTAINMENT                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc               | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7431000 | PA      | $6991295.10   | 0.07%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| AUSNET SERVICES HOLDINGS                                | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |      1740000 | PA      | $1150873.91   | 0.01%             | 2055-02-12      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                            | Luna 2 5SARL                                                                     | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      1815000 | PA      | $2141182.64   | 0.02%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust               | GoodLeap Home Improvement Solutions Trust 2025-1                                 | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8042775 | PA      | $8093478.59   | 0.08%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      1269000 | PA      | $1518696.23   | 0.01%             | 2054-10-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |       782000 | PA      | $787154.94    | 0.01%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | Oak Hill Credit Partners X-R Ltd                                                 | CUSIP: 67707CBN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1509378.45   | 0.01%             | 2038-04-20      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                          | OPAL BIDCO SAS                                                                   | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      4165000 | PA      | $4896021.38   | 0.05%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      3755000 | PA      | $3754584.58   | 0.04%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-2                                    | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       540000 | PA      | $543934.87    | 0.01%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate Clo 13 Ltd                                                              | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |      5000000 | PA      | $5019103.00   | 0.05%             | 2037-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                     | CBAM 2020-13 Ltd                                                                 | CUSIP: 12511AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2003035.80   | 0.02%             | 2034-01-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      3872000 | PA      | $4194750.56   | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                              | Arbour CLO XI DAC                                                                | CUSIP: 000000000<br>LEI: 635400SLKORJ1CUGHX15 | Long             | ABS-CBDO         | CORP              | IE        |       800000 | PA      | $919389.00    | 0.01%             | 2038-05-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $-6097.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                 | VZ Secured Financing BV                                                          | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      2980000 | PA      | $3162091.54   | 0.03%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2016-3 Ltd                                                              | CUSIP: 92915HAW3<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |      1055039 | PA      | $1054493.04   | 0.01%             | 2031-10-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 19 Ltd                                                                        | CUSIP: 74983AAL7<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $751125.30    | 0.01%             | 2040-04-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2025-1                                                  | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |      3632051 | PA      | $3632478.80   | 0.03%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXIX                                                 | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |      7750000 | PA      | $7746169.18   | 0.07%             | 2038-01-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 2Y RTR 3.050000 22-SEP-2025                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |   -372480000 | OU      | $-105531.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                   | ARI Fleet Lease Trust 2024-A                                                     | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1409191 | PA      | $1414685.09   | 0.01%             | 2032-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $25601.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                    | New Mountain CLO 7 Ltd                                                           | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1999136.00   | 0.02%             | 2038-03-31      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                 | NYMT Loan Trust 2025-CP1                                                         | CUSIP: 67121VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9900000 | PA      | $9423252.63   | 0.09%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2023-3 Mortgage Loan Trust                                                  | CUSIP: 19688RAD1<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2028407.00   | 0.02%             | 2068-09-25      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $19481.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: CZK 3.637000 17-SEP-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     98954656 | OU      | $-51168.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |            1 | NC      | $-63617.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                                    | Halseypoint CLO 7 LTD                                                            | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2009850.40   | 0.02%             | 2038-07-20      | Floating      | 5.78%                 | No            |                  3 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1500000 | PA      | $1474662.90   | 0.01%             | 2070-07-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2025-1                                                    | CUSIP: 52604QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4395000 | PA      | $4428358.49   | 0.04%             | 2034-09-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 34 LTD                                                                   | CUSIP: 00121JAA0<br>LEI: 254900KKYZC78Z944L27 | Long             | ABS-CBDO         | CORP              | KY        |      1500000 | PA      | $1505182.20   | 0.01%             | 2038-01-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Bethpage Park CLO LTD                                   | Bethpage Park CLO Ltd                                                            | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001830.80   | 0.01%             | 2035-01-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      4510000 | PA      | $5240133.26   | 0.05%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                        | Fugue Finance BV 2025 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: 254900LPOM3DXTS8SI47 | Long             | LON              | CORP              | NL        |      2000000 | PA      | $2283836.85   | 0.02%             | 2032-01-09      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 9.255000 18-NOV-2026 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     62232445 | OU      | $69359.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-A LLC                                             | CUSIP: 19424KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       336634 | PA      | $304952.11    | 0.00%             | 2051-07-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                                    | Volkswagen Bank GmbH                                                             | CUSIP: 000000000<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |     32500000 | PA      | $37106186.10  | 0.35%             | 2026-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                       | MC Brazil Downstream Trading SARL                                                | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |       307414 | PA      | $249005.65    | 0.00%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LUX 2023-LION                                           | LUX 2023-LION                                                                    | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       882000 | PA      | $885654.48    | 0.01%             | 2040-08-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    211636900 | PA      | $11176593.49  | 0.11%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6552000 | PA      | $6056421.13   | 0.06%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Freddiemac Strip                                        | Freddie Mac Strips                                                               | CUSIP: 3133Q3LJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3661610 | PA      | $3673356.41   | 0.03%             | 2054-05-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                    | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |       896000 | PA      | $1026917.95   | 0.01%             | 2032-06-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2024-H1 Mortgage Trust                                                     | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       865214 | PA      | $868968.41    | 0.01%             | 2068-12-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $520080.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |       437000 | PA      | $448060.47    | 0.00%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                        | Whitebox Clo II Ltd                                                              | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      1750000 | PA      | $1755495.18   | 0.02%             | 2037-10-24      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFRA 2024-NQM3 Trust                                                             | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6940020 | PA      | $6959311.28   | 0.07%             | 2069-12-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2023-3                                                | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3940981 | PA      | $3943389.53   | 0.04%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| BRACKEN MIDCO ONE                                       | Bracken MidCo1 PLC                                                               | CUSIP: 000000000<br>LEI: 213800AFGHKES7J58805 | Long             | DBT              | CORP              | GB        |      3326000 | PA      | $4377452.44   | 0.04%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | SWP: ZAR 8.178000 02-APR-2026 JIB                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     10177126 | OU      | $-4558.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                                | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2899000 | PA      | $3001865.22   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                         | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1830084 | PA      | $1847372.07   | 0.02%             | 2069-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FAR EAST HORIZON LTD                                    | Far East Horizon Ltd                                                             | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |      3715000 | PA      | $3708052.95   | 0.03%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2025-INV2 Trust                                                             | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11412631 | PA      | $11493763.86  | 0.11%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      2194000 | PA      | $2253502.36   | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |       909000 | PA      | $1039203.31   | 0.01%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       143000 | PA      | $145442.15    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QPH FINANCE CO PTY LTD                                  | QPH Finance Co Pty Ltd                                                           | CUSIP: 000000000<br>LEI: 549300DAS54SITV58008 | Long             | DBT              | CORP              | AU        |      1350000 | PA      | $782407.39    | 0.01%             | 2031-01-29      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.844800 17-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      2225600 | OU      | $12383.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                               | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |       300000 | PA      | $348618.52    | 0.00%             | 2034-10-18      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2009854.26   | 0.02%             | 2029-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2021-A                                           | CUSIP: 76042UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2485558 | PA      | $2473049.13   | 0.02%             | 2031-12-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       215000 | PA      | $210487.92    | 0.00%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                     | SC Germany SA Compartment Consumer 2024-2                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       600000 | PA      | $687701.64    | 0.01%             | 2038-05-14      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2022-2 Ltd                                                    | CUSIP: 13877LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2835000 | PA      | $2834015.97   | 0.03%             | 2038-04-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2018-3 Ltd                                                      | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1650000 | PA      | $1654124.84   | 0.02%             | 2030-10-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      3604000 | PA      | $3502443.60   | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                  | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      2416000 | PA      | $2161811.19   | 0.02%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       100000 | PA      | $89829.03     | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                                          | Bardot CLO Ltd                                                                   | CUSIP: 06744NBQ9<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |      1159358 | PA      | $1158198.77   | 0.01%             | 2032-10-22      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                      | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       462000 | PA      | $461750.52    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2022-3 Ltd                                                     | CUSIP: 69690AAW7<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |      6940000 | PA      | $6948457.08   | 0.07%             | 2037-07-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                    | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |       550000 | PA      | $601940.64    | 0.01%             | 2027-02-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction        | Asset-Backed European Securitisation Transaction Twenty-Five Srl                 | CUSIP: 000000000<br>LEI: 8156006F7517955B5E95 | Long             | ABS-O            | CORP              | IT        |       129000 | PA      | $147887.80    | 0.00%             | 2039-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                    | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7370000 | PA      | $7388256.96   | 0.07%             | 2042-08-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2023-1                                                | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       425609 | PA      | $424710.44    | 0.00%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6042835 | PA      | $6054165.23   | 0.06%             | 2041-10-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                           | Hermitage 2025 PLC                                                               | CUSIP: 000000000<br>LEI: 635400MSBHAPT1EQBW93 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $132129.56    | 0.00%             | 2033-04-21      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |      1745000 | PA      | $1871669.15   | 0.02%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                     | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      1882000 | PA      | $1734909.66   | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2549000 | PA      | $2577678.80   | 0.02%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BUBBLES BIDCO SPA                                       | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      1804000 | PA      | $2120985.16   | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      1808000 | PA      | $1814427.44   | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ORL TRUST                                               | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4400000 | PA      | $4403900.60   | 0.04%             | 2039-12-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2023-NQM3 Trust                                                             | CUSIP: 69380TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3652643 | PA      | $3665357.08   | 0.03%             | 2068-11-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       738195 | PA      | $670430.84    | 0.01%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Bear Mountain Park CLO, Ltd                             | Bear Mountain Park CLO Ltd                                                       | CUSIP: 07403CAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2005247.20   | 0.02%             | 2037-07-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HFLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10217289 | PA      | $10181639.80  | 0.10%             | 2054-09-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                              | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |       689000 | PA      | $739986.00    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO VIII Ltd                                             | CUSIP: 08180XAN2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |        66996 | PA      | $67042.90     | 0.00%             | 2031-01-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 9 LTD                                                                    | CUSIP: 001207AU3<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | KY        |       450000 | PA      | $452471.58    | 0.00%             | 2037-04-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED EGP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $59698.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $14083.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERTH AIRPORT PTY LTD                                   | Perth Airport Pty Ltd                                                            | CUSIP: 000000000<br>LEI: 254900HDCDZOD6A9E060 | Long             | DBT              | CORP              | AU        |       530000 | PA      | $349518.11    | 0.00%             | 2031-03-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2021-2                                                   | CUSIP: 61946RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       284915 | PA      | $233253.14    | 0.00%             | 2047-04-22      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                                         | Recette Clo Ltd                                                                  | CUSIP: 75620TAW8<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |      2280000 | PA      | $2283459.67   | 0.02%             | 2034-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 3.970000 17-SEP-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     35824884 | OU      | $26310.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 29 Ltd                                      | Elmwood CLO 29 Ltd                                                               | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003985.40   | 0.01%             | 2037-04-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                        | Altice France SA                                                                 | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $1730000.00   | 0.02%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113LAY2<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501000.10    | 0.00%             | 2037-07-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                        | GVC Holdings (Gibraltar) Limited 2024 EUR Term Loan B                            | CUSIP: 36270BAD4<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |      2611426 | PA      | $2985760.66   | 0.03%             | 2028-06-30      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| PREMIER FOODS FINANCE                                   | Premier Foods Finance PLC                                                        | CUSIP: 000000000<br>LEI: 2138003G41QDLK9DB177 | Long             | DBT              | CORP              | GB        |      1028000 | PA      | $1346992.63   | 0.01%             | 2026-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Octagon 75 Ltd                                          | Octagon 75 Ltd                                                                   | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2001972.20   | 0.02%             | 2038-01-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      5100000 | PA      | $7255579.40   | 0.07%             | 2083-12-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      2841000 | PA      | $3003820.55   | 0.03%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      6700000 | PA      | $7814160.01   | 0.07%             | 2027-06-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                     | Starwood Mortgage Residential Trust 2021-2                                       | CUSIP: 85573HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1180771 | PA      | $1102242.11   | 0.01%             | 2065-05-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                    | Stillwater Mining Co                                                             | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       400000 | PA      | $392252.00    | 0.00%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LA FINAC ATALIAN                                        | La Financiere Atalian                                                            | CUSIP: 000000000<br>LEI: 969500ICOLJMB33J0L87 | Long             | DBT              | CORP              | FR        |      1003905 | PA      | $413321.03    | 0.00%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                                   | Axis Bank Ltd/Gandhinagar                                                        | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |      4500000 | PA      | $4381875.00   | 0.04%             | 2026-09-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2025-HOME1                                                                 | CUSIP: 69382FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3371344 | PA      | $3369777.04   | 0.03%             | 2060-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND SEP25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -76 | NC      | $293278.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermitage Plc                                           | Hermitage 2024 PLC                                                               | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |       188623 | PA      | $249662.03    | 0.00%             | 2033-04-21      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      4310000 | PA      | $5086468.24   | 0.05%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     13544000 | PA      | $9130602.41   | 0.09%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      2766000 | PA      | $2532023.92   | 0.02%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                             | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      3224000 | PA      | $3280371.67   | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXXIX Ltd                                            | CUSIP: 081930AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1550000 | PA      | $1556150.87   | 0.01%             | 2038-04-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4178659 | PA      | $3959279.40   | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 38 Ltd                                                                        | CUSIP: 74988FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1125000 | PA      | $1123918.76   | 0.01%             | 2040-04-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                            | Providus Clo VI DAC                                                              | CUSIP: 000000000<br>LEI: 635400OVFLV2AMKOP534 | Long             | ABS-CBDO         | CORP              | IE        |      1000000 | PA      | $1148617.95   | 0.01%             | 2034-05-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      2637000 | PA      | $3114026.19   | 0.03%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                 | Hungary Government International Bond                                            | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       536000 | PA      | $540667.43    | 0.01%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2024-1                                                    | CUSIP: 52603DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1957000 | PA      | $2002540.37   | 0.02%             | 2032-06-21      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      3237000 | PA      | $3760647.53   | 0.04%             | 2030-06-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                 | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      9072000 | PA      | $11653219.51  | 0.11%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                      | A&D Mortgage Trust 2024-NQM6                                                     | CUSIP: 00249YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9294669 | PA      | $9300692.80   | 0.09%             | 2070-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                | Ireland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     97017723 | PA      | $107978553.11 | 1.02%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |      2600000 | PA      | $3147484.21   | 0.03%             | 2029-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Loan Note Trust          | Latitude Australia Credit Card Master Trust Series 2025-1                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      2663000 | PA      | $1709169.22   | 0.02%             | 2037-11-23      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                          | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-MBS          | CORP              | GB        |        99231 | PA      | $132139.35    | 0.00%             | 2057-03-22      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HFD77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15204468 | PA      | $15210310.59  | 0.14%             | 2054-08-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        11519 | NC      | $2141903.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Bridge Funding                                    | Tower Bridge Funding 2024-3 PLC                                                  | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-MBS          | CORP              | GB        |       332913 | PA      | $440696.14    | 0.00%             | 2066-12-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Cegid Group SAS                                         | Cegid Group SAS 2025 EUR Term Loan B4                                            | CUSIP: 000000000<br>LEI: 2221001BVBGKKRMMGO11 | Long             | LON              | CORP              | LU        |      2000000 | PA      | $2278130.85   | 0.02%             | 2028-07-10      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Noria                                                   | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |       192978 | PA      | $220550.54    | 0.00%             | 2043-02-25      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | Colt 2024-7 Mortgage Loan Trust                                                  | CUSIP: 19688YAA2<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-MBS          | CORP              | US        |      7380653 | PA      | $7379095.93   | 0.07%             | 2069-12-26      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                              | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5848101 | PA      | $5851111.68   | 0.06%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Autonoria                                               | AutoNoria Spain 2025 FT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |       100000 | PA      | $114478.51    | 0.00%             | 2043-04-30      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2020-7                                                  | CUSIP: 46591XBT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       124867 | PA      | $107260.60    | 0.00%             | 2051-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon Capital CLO 2021-2 Ltd                                                    | CUSIP: 13876XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250816.08    | 0.00%             | 2034-04-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      3975000 | PA      | $3913553.18   | 0.04%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.725000 06-MAY-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     41508685 | OU      | $7815.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust Series 2024-VIS1                                        | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2061347 | PA      | $2070103.16   | 0.02%             | 2064-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                          | ARES1 2024-IND2                                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11970000 | PA      | $11996184.38  | 0.11%             | 2034-10-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       687000 | PA      | $664459.53    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2395000 | PA      | $2385411.62   | 0.02%             | 2040-08-10      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $11863.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO 2018-2 Ltd                                                      | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250548.15    | 0.00%             | 2031-08-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                        | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11193000 | PA      | $11199995.63  | 0.11%             | 2037-05-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 12 Ltd                                                           | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $1998560.00   | 0.02%             | 2038-04-22      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2094000 | PA      | $2949580.21   | 0.03%             | 2029-11-06      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       971000 | PA      | $179635.00    | 0.00%             | 2025-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      7123000 | PA      | $5541764.59   | 0.05%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| WEATHERFORD INTERNATIONA                                | Weatherford International Ltd                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      4088000 | PA      | $4199651.46   | 0.04%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $311052.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | SWP: OIS 8.540000 09-SEP-2025 IBR                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   4924892373 | OU      | $10615.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $103603.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2019-NQM2 Trust                                                             | CUSIP: 36167FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       701431 | PA      | $682064.80    | 0.01%             | 2060-01-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       901000 | PA      | $918884.85    | 0.01%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LG ELECTRONICS INC                                      | LG Electronics Inc                                                               | CUSIP: 000000000<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |       635000 | PA      | $645267.95    | 0.01%             | 2027-04-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2020-NQM1                                    | CUSIP: 64830VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1855361 | PA      | $1743934.42   | 0.02%             | 2060-01-26      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      6027000 | PA      | $7040674.12   | 0.07%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                   | Belron UK Finance PLC 2024 EUR Incremental Term Loan B                           | CUSIP: 08078UAL7<br>LEI: 9845006BC9D1A77B8178 | Long             | LON              | CORP              | GB        |      3377200 | PA      | $3861111.78   | 0.04%             | 2031-10-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2015-I Ltd                                                          | CUSIP: 12548MBF1<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | KY        |      2509888 | PA      | $2511709.70   | 0.02%             | 2031-01-22      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                         | Contego CLO VII DAC                                                              | CUSIP: 000000000<br>LEI: 549300HTBV5M1YNUW859 | Long             | ABS-CBDO         | CORP              | IE        |      1980000 | PA      | $2264729.71   | 0.02%             | 2038-01-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $16441.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $163075.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5245298 | PA      | $5256110.29   | 0.05%             | 2041-03-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                     | Henley CLO XII DAC                                                               | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-CBDO         | CORP              | IE        |       850000 | PA      | $977214.77    | 0.01%             | 2038-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5620000 | PA      | $6391758.52   | 0.06%             | 2027-05-04      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | NewDay Funding                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      1490000 | PA      | $1970493.58   | 0.02%             | 2033-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                             | Visio 2020-1R Trust                                                              | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        67820 | PA      | $64830.32     | 0.00%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 41B-R Ltd                                             | CUSIP: 38178AAL7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |      4250000 | PA      | $4251782.32   | 0.04%             | 2038-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      2458000 | PA      | $2606138.74   | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                             | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      7697000 | PA      | $8667514.02   | 0.08%             | 2028-04-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 15 Ltd                                                     | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |      2000000 | PA      | $2008313.00   | 0.02%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                               | Chesapeake Funding II LLC                                                        | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |       241719 | PA      | $244456.35    | 0.00%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                               | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      3285000 | PA      | $3196637.11   | 0.03%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| SREIT Trust                                             | STWD Trust 2021-FLWR                                                             | CUSIP: 78485GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4779596 | PA      | $4778102.79   | 0.05%             | 2036-07-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                                  | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -19139 | NC      | $-564600.50   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                | Service Properties Trust                                                         | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      3115000 | PA      | $2904086.00   | 0.03%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                               | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |       200000 | PA      | $205277.74    | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      2322000 | PA      | $2541048.40   | 0.02%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                      | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $968616.00    | 0.01%             | 2036-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LXI Ltd                                                     | CUSIP: 55822NAA7<br>LEI: 2138008EAUXBYEZRP521 | Long             | ABS-CBDO         | CORP              | JE        |       255000 | PA      | $255796.34    | 0.00%             | 2037-01-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                             | HOMES 2024-AFC1 Trust                                                            | CUSIP: 403945AC2<br>LEI: 2549009KYOPIDSS2IL61 | Long             | ABS-MBS          | CORP              | US        |      6147979 | PA      | $6117321.85   | 0.06%             | 2059-08-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2015-CCRE27 Mortgage Trust                                                  | CUSIP: 12635QBK5<br>LEI: 549300164ZV2301BC703 | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1950920.20   | 0.02%             | 2048-10-10      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      2813000 | PA      | $2846930.41   | 0.03%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Taurus CMBS                                             | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |      2037498 | PA      | $2701955.38   | 0.03%             | 2035-02-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                   | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |     10700000 | PA      | $12404129.02  | 0.12%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |      2759000 | PA      | $2850187.71   | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| PRP Advisors, LLC                                       | PRPM 2025-NQM3 Trust                                                             | CUSIP: 69382NAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1217822 | PA      | $1208280.88   | 0.01%             | 2070-05-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                             | 2Y RTP 3.900000 23-JAN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |   -800570600 | OU      | $-1221758.80  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    506974174 | PA      | $452209936.52 | 4.27%             | 2054-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                  | Booking Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      3730000 | PA      | $4397767.53   | 0.04%             | 2028-11-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      2136000 | PA      | $2481801.47   | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                | Sappi Papier Holding GmbH                                                        | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |      6376000 | PA      | $7184315.54   | 0.07%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C32                                   | CUSIP: 94989YBE2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |       205000 | PA      | $203156.03    | 0.00%             | 2059-01-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                 | CUSIP: 46652RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2860000 | PA      | $2845700.00   | 0.03%             | 2033-10-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                              | BFLD 2021-FPM Mortgage Trust                                                     | CUSIP: 05554BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3017000 | PA      | $3018880.19   | 0.03%             | 2038-06-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                    | Saudi Government International Bonds                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       657000 | PA      | $567076.41    | 0.01%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      2797000 | PA      | $2613408.00   | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Chicago Mercantile Exchange                             | FSWP: OIS 3.952300 03-NOV-2027 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       478575 | OU      | $3469.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2247000 | PA      | $2202021.58   | 0.02%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                              | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      9918000 | PA      | $9833379.05   | 0.09%             | 2099-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       582000 | PA      | $593640.00    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-R1                                               | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |      6891336 | PA      | $6851196.07   | 0.06%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                        | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132955.63    | 0.00%             | 2067-09-22      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                    | Westpac Banking Corp                                                             | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |       800000 | PA      | $519883.27    | 0.00%             | 2040-06-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                   | Lottomatica Group Spa                                                            | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      1192000 | PA      | $1367857.63   | 0.01%             | 2031-06-01      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2022-NQM3                                        | CUSIP: 10569JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1557448 | PA      | $1548443.35   | 0.01%             | 2062-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                        | TUI Cruises GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      3941000 | PA      | $4597124.63   | 0.04%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARKETT PARTICIPATION                                   | Tarkett Participation 2021 EUR Term Loan B                                       | CUSIP: 000000000<br>LEI: 9695009BVDNB65W81L34 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2276692.94   | 0.02%             | 2028-04-21      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                  | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $149714.99    | 0.00%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                  | Lendmark Funding Trust 2021-2                                                    | CUSIP: 52604DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       945000 | PA      | $877897.44    | 0.01%             | 2032-04-20      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                     | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |        39700 | PA      | $53913.13     | 0.00%             | 2025-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                             | Point Broadband Funding LLC                                                      | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4410000 | PA      | $4410891.26   | 0.04%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                          | PMT Loan Trust 2024-INV1                                                         | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7386031 | PA      | $7302280.96   | 0.07%             | 2059-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      1776000 | PA      | $1780209.12   | 0.02%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                                 | Saudi Electricity Sukuk Programme Co                                             | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |       952000 | PA      | $913329.76    | 0.01%             | 2053-04-11      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                             | Point Broadband Funding LLC                                                      | CUSIP: 73052AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2510000 | PA      | $2511819.25   | 0.02%             | 2055-07-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2013-II Ltd                                                         | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |       567247 | PA      | $567960.47    | 0.01%             | 2030-10-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      8283000 | PA      | $8567587.31   | 0.08%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                            | Fibercop SpA                                                                     | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      1615000 | PA      | $1868529.88   | 0.02%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2022-NQM3 Trust                                                              | CUSIP: 55286EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1496383 | PA      | $1490409.31   | 0.01%             | 2067-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      5595000 | PA      | $6609585.85   | 0.06%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 77 CLO Ltd                                                                | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250527.10    | 0.00%             | 2034-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | FSWP: OIS 8.690000 17-SEP-2026 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    480012126 | OU      | $-197.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                  | Velocity Commercial Capital Loan Trust 2024-2                                    | CUSIP: 92259PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       749646 | PA      | $757303.38    | 0.01%             | 2054-04-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                   | Williams Scotsman Inc                                                            | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       253000 | PA      | $248883.59    | 0.00%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      3559000 | PA      | $3407404.40   | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XIX Ltd                                                         | CUSIP: 83012KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500000.00    | 0.00%             | 2034-07-20      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                          | Newday Funding Master Issuer PLC - Series 2024-2                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |       142000 | PA      | $190112.15    | 0.00%             | 2032-07-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                 | Nationwide Building Society                                                      | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      2306000 | PA      | $3030983.18   | 0.03%             | 2027-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2023-3 Mortgage Loan Trust                                                  | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |        80179 | PA      | $81126.66     | 0.00%             | 2068-09-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $186800.00    | 0.00%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $1165.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                       | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      2034000 | PA      | $2019005.15   | 0.02%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4004545.20   | 0.04%             | 2038-01-19      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                  | Odido Group Holding BV                                                           | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |      9275000 | PA      | $10701354.23  | 0.10%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2025-8 Mortgage Loan Trust                                                  | CUSIP: 19689DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2670932 | PA      | $2671688.22   | 0.03%             | 2070-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                  | PURCHASED USD / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |            1 | NC      | $37.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                            | Dufry One BV                                                                     | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |      7310000 | PA      | $8448524.09   | 0.08%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Galileo Global Education Operations                     | Galileo Global Education Operations 2025 EUR Term Loan B4A                       | CUSIP: 000000000<br>LEI: 254900Z5KFYRM7Z7QL63 | Long             | LON              | CORP              | FR        |      2000000 | PA      | $2277400.48   | 0.02%             | 2031-07-31      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2024-INV1                                             | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |      2014348 | PA      | $2024165.23   | 0.02%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6020000 | PA      | $6046400.11   | 0.06%             | 2039-11-09      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MCAFEE LLC                                              | McAfee LLC 2024 EUR Term Loan B                                                  | CUSIP: 57906HAC1<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      2613390 | PA      | $2957436.85   | 0.03%             | 2029-03-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 72 CLO Ltd                                                                | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1988932 | PA      | $1989927.72   | 0.02%             | 2032-05-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                  | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1587000 | PA      | $1653185.84   | 0.02%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| TCW Ltd                                                 | TCW CLO 2019-2 Ltd                                                               | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $751393.13    | 0.01%             | 2038-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                 | Sasol Financing USA LLC                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       200000 | PA      | $197400.00    | 0.00%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                               | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      4281000 | PA      | $4891581.77   | 0.05%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                           | Veon Midco BV                                                                    | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |       319000 | PA      | $295075.00    | 0.00%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |       952000 | PA      | $975800.00    | 0.01%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                    | SCG Commercial Mortgage Trust 2025-DLFN                                          | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7410000 | PA      | $7365285.84   | 0.07%             | 2035-03-15      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | Ares XXXIV CLO Ltd                                                               | CUSIP: 04015GAX7<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |       792434 | PA      | $792955.64    | 0.01%             | 2033-04-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                               | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |       300000 | PA      | $343775.84    | 0.00%             | 2034-10-18      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1541463.00   | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| London Wall Mortgage Capital                            | London Wall Mortgage Capital PLC                                                 | CUSIP: 000000000<br>LEI: 213800QSO8J75OTK5919 | Long             | ABS-MBS          | CORP              | GB        |       378492 | PA      | $501665.71    | 0.00%             | 2057-05-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Tikehau                                                 | Tikehau CLO XII DAC                                                              | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |      1300000 | PA      | $1497135.06   | 0.01%             | 2038-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Noria                                                   | FCT Noria 2025                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | FR        |       100000 | PA      | $114211.62    | 0.00%             | 2043-07-25      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| ION TRADING FINANCE LIMITED                             | ION Trading Finance Limited 2025 EUR Term Loan B                                 | CUSIP: 000000000<br>LEI: 2138006ZTGCXJPF5GD07 | Long             | LON              | CORP              | IE        |      2000000 | PA      | $2257361.02   | 0.02%             | 2028-04-01      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                | Olympus Water US Holding Corp                                                    | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      3409000 | PA      | $3246014.01   | 0.03%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       761000 | PA      | $760923.90    | 0.01%             | 2029-05-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                                            | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       398000 | PA      | $427229.12    | 0.00%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                     | Starwood Mortgage Residential Trust 2021-2                                       | CUSIP: 85573HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       500000 | PA      | $443471.10    | 0.00%             | 2065-05-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                               | Hops Hill NO 5 PLC                                                               | CUSIP: 000000000<br>LEI: 635400LDVC1LDKJUB342 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132148.58    | 0.00%             | 2056-06-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.772500 14-NOV-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     11014576 | OU      | $175.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dowson                                                  | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |       100000 | PA      | $131345.23    | 0.00%             | 2031-08-20      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                             | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       116000 | PA      | $107045.10    | 0.00%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2750000 | PA      | $2734181.62   | 0.03%             | 2039-11-09      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       139000 | PA      | $143393.45    | 0.00%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| ATOS SE                                                 | Atos SE EUR Term Loan B                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | LON              | CORP              | FR        |      3000000 | PA      | $3620455.32   | 0.03%             | 2029-12-17      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                                     | CBAM 2019-10 Ltd                                                                 | CUSIP: 12482NAN1<br>LEI: 254900IPFC9SXD6VQ444 | Long             | ABS-CBDO         | CORP              | KY        |      1719027 | PA      | $1720530.93   | 0.02%             | 2032-04-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | 3 MONTH SOFR FUT DEC25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -712 | NC      | $185212.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETRON CORP                                             | Petron Corp                                                                      | CUSIP: 000000000<br>LEI: 549300R3PFXOFQSZ7G25 | Long             | DBT              | CORP              | PH        |      5594000 | PA      | $5558366.22   | 0.05%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pony                                                    | Pony SA                                                                          | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |      1026397 | PA      | $1172447.86   | 0.01%             | 2033-01-14      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                     | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      4075000 | PA      | $4798483.57   | 0.05%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                     | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      4991000 | PA      | $5955735.55   | 0.06%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                     | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      5645000 | PA      | $6566385.71   | 0.06%             | 2032-07-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |        31665 | PA      | $35900.98     | 0.00%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                  | Goldentree Loan Management US Clo 10 Ltd                                         | CUSIP: 38138TAY7<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $751782.53    | 0.01%             | 2037-10-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | SWP: OIS 13.000000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     68188117 | OU      | $-199250.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      5148000 | PA      | $5198887.98   | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Navient Student Loan Trust                              | Navient Private Education Loan Trust 2018-B                                      | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       240281 | PA      | $239188.70    | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2021-A                                            | CUSIP: 56848DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       350000 | PA      | $334274.33    | 0.00%             | 2036-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |       321000 | PA      | $312369.39    | 0.00%             | 2051-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Casper BidCo SAS                                        | Casper BidCo SAS 2025 EUR Term Loan B                                            | CUSIP: 000000000<br>LEI: 969500OUD0VB2606MD53 | Long             | LON              | CORP              | FR        |      3000000 | PA      | $3433116.01   | 0.03%             | 2031-03-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $242427.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      4752000 | PA      | $5351940.00   | 0.05%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     10860000 | PA      | $12419350.19  | 0.12%             | 2028-05-21      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2021-VI Ltd                                                         | CUSIP: 12553SAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1370000 | PA      | $1373188.68   | 0.01%             | 2034-10-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                | Braccan Mortgage Funding 2025-1 PLC                                              | CUSIP: 000000000<br>LEI: 6354003DBF3NI8QJRR63 | Long             | ABS-MBS          | CORP              | GB        |       104000 | PA      | $138365.60    | 0.00%             | 2067-05-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                       | Clarios Global LP 2024 EUR Term Loan B                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      2000000 | PA      | $2283174.95   | 0.02%             | 2031-07-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                                | Abu Dhabi Commercial Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |       250000 | PA      | $264143.75    | 0.00%             | 2028-11-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TTAN                                                    | TTAN 2021-MHC                                                                    | CUSIP: 87303TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1308903 | PA      | $1310129.88   | 0.01%             | 2038-03-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BS5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14101674 | PA      | $14016271.40  | 0.13%             | 2054-10-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXIV Ltd                                             | CUSIP: 08182NAJ1<br>LEI: 254900F6RDYGOMBGPF86 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001189.70   | 0.01%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                    | SoFi Professional Loan Program 2020-B Trust                                      | CUSIP: 83405FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1350000 | PA      | $1115400.24   | 0.01%             | 2046-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XV                                                                    | CUSIP: 03764QBC5<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |       144722 | PA      | $144749.96    | 0.00%             | 2031-04-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                                     | Fondo MIVIVIENDA SA                                                              | CUSIP: 000000000<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |      1246000 | PA      | $1242885.00   | 0.01%             | 2027-04-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      4766000 | PA      | $4593232.50   | 0.04%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT SEP25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -597 | NC      | $-411367.86   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MOBICO GROUP PLC                                        | Mobico Group PLC                                                                 | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      1854000 | PA      | $2112822.24   | 0.02%             | 2028-11-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District                    | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |       870000 | PA      | $874348.28    | 0.01%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 5.127000 19-MAR-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     13434331 | OU      | $-34012.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate CLO 20 Ltd                                                              | CUSIP: 370912AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1615000 | PA      | $1618252.77   | 0.02%             | 2038-01-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1856000 | PA      | $1845792.00   | 0.02%             | 2025-10-22      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                | Jefferies Finance LLC / JFIN Co-Issuer Corp                                      | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2642000 | PA      | $2628571.77   | 0.02%             | 2031-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED TRY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |            1 | NC      | $19823.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                         | Global Atlantic Fin Co                                                           | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      1053000 | PA      | $1030751.49   | 0.01%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HO IX LTD                                    | Alpha Star Holding IX Ltd                                                        | CUSIP: 000000000<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |       347000 | PA      | $354158.61    | 0.00%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |            1 | NC      | $-43745.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2102000 | PA      | $2133408.29   | 0.02%             | 2038-11-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                       | Thunder Logistics 2024-1 DAC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |        71578 | PA      | $81885.62     | 0.00%             | 2036-11-17      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust               | GoodLeap Home Improvement Solutions Trust 2024-1                                 | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4559048 | PA      | $4594140.83   | 0.04%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital Credit CLO 2024-6 Ltd                                               | CUSIP: 05685XAA6<br>LEI: 254900HQYGN91X5XN386 | Long             | ABS-CBDO         | CORP              | KY        |       750000 | PA      | $752213.70    | 0.01%             | 2038-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SEN                                  | Thames Water Super Senior Issuer PLC                                             | CUSIP: 000000000<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |        11669 | PA      | $16950.42     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2024-RVR                                       | CUSIP: 36272JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2870000 | PA      | $2856642.85   | 0.03%             | 2041-08-10      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                               | Regatta XXIV Funding Ltd                                                         | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3008983.50   | 0.03%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                         | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      1637000 | PA      | $1910125.52   | 0.02%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                                 | Currenta Group Holdings Sarl                                                     | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |      2354000 | PA      | $2707192.39   | 0.03%             | 2032-05-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-5196.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 7.795000 07-FEB-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     16608488 | OU      | $-305.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOMES Trust                                             | HOMES 2025-NQM3 Trust                                                            | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6178524 | PA      | $6189898.34   | 0.06%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2310000 | PA      | $2370330.96   | 0.02%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2014-2R Ltd                                 | CUSIP: 14314LAC9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |       873324 | PA      | $873253.37    | 0.01%             | 2031-05-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       711000 | PA      | $728988.21    | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ENCORE CAPITAL GROUP INC                                | Encore Capital Group Inc                                                         | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      3530000 | PA      | $3717940.59   | 0.04%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                          | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |       200000 | PA      | $237539.76    | 0.00%             | 2032-10-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                 | Romanian Government International Bond                                           | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       500000 | PA      | $502250.00    | 0.00%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                  | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |        72000 | PA      | $74839.25     | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      1045000 | PA      | $994435.69    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                | Braccan Mortgage Funding 2025-1 PLC                                              | CUSIP: 000000000<br>LEI: 6354003DBF3NI8QJRR63 | Long             | ABS-MBS          | CORP              | GB        |       182000 | PA      | $242169.13    | 0.00%             | 2067-05-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | SWP: OIS 12.945000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     38084481 | OU      | $-123192.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 6 Ltd                                                         | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3008567.70   | 0.03%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust                                    | STAR 2025-SFR5 Trust                                                             | CUSIP: 85520CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1666667 | PA      | $1666667.00   | 0.02%             | 2042-02-17      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2018-1 Ltd                                                              | CUSIP: 92917AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       331678 | PA      | $331935.06    | 0.00%             | 2031-04-19      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                  | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      2852000 | PA      | $2885811.03   | 0.03%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                                        | Pegasus BidCo BV 2024 EUR Term Loan B2                                           | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |      1879880 | PA      | $2154864.59   | 0.02%             | 2029-07-12      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 35 LTD                      | OCTAGON INVESTMENT PARTNERS 35 LTD                                               | CUSIP: 67591TAA8<br>LEI: 549300EBYXJ9QVMC7X31 | Long             | ABS-CBDO         | CORP              | KY        |       593193 | PA      | $593244.90    | 0.01%             | 2031-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       110000 | PA      | $110091.08    | 0.00%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      4715000 | PA      | $4873120.45   | 0.05%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       921000 | PA      | $979582.97    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| Bayview Commercial Asset Trust                          | Bayview Commercial Mortgage Pass-Through Trust 2006-SP1                          | CUSIP: 07324MAH8<br>LEI: 549300LFP60SWPOYB540 | Long             | ABS-MBS          | CORP              | US        |       981272 | PA      | $962607.69    | 0.01%             | 2036-04-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                            | WinWater Mortgage Loan Trust 2015-1                                              | CUSIP: 97652TAK9<br>LEI: 5493006H0W2XGUBIBK91 | Long             | ABS-MBS          | CORP              | US        |       131095 | PA      | $121943.69    | 0.00%             | 2045-01-20      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                | Auto ABS Italian Stella Loans 2025-1 SRL                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |       653000 | PA      | $746924.67    | 0.01%             | 2040-12-28      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2019-A                                          | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |        92168 | PA      | $90765.73     | 0.00%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |       265000 | PA      | $262590.28    | 0.00%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                    | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      3964000 | PA      | $5451641.67   | 0.05%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2024-NQM1 Trust                                                              | CUSIP: 55286VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1316644 | PA      | $1328793.71   | 0.01%             | 2069-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                    | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |      9275000 | PA      | $10663693.39  | 0.10%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                          | Edenbrook Mortgage Funding PLC                                                   | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-MBS          | CORP              | GB        |       143885 | PA      | $190907.33    | 0.00%             | 2057-03-22      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3594001 | PA      | $3602985.59   | 0.03%             | 2041-03-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: OIS 5.537700 17-SEP-2028 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2709566138 | OU      | $-24252.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                     | Buckeye Partners LP                                                              | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      2170000 | PA      | $2246499.01   | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XX Ltd                                               | CUSIP: 08182FAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250625.00    | 0.00%             | 2034-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                   | Onemain Direct Auto Receivables Trust 2022-1                                     | CUSIP: 68269DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       200975 | PA      | $201774.18    | 0.00%             | 2029-03-14      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                  | CD&R Firefly Bidco PLC                                                           | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |     13581000 | PA      | $18617878.44  | 0.18%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2020-420K                                    | CUSIP: 17328QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       833000 | PA      | $733647.51    | 0.01%             | 2042-11-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      2381000 | PA      | $2479632.52   | 0.02%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                               | Pike Corp                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |       662000 | PA      | $711876.40    | 0.01%             | 2031-01-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate CLO 7 Ltd                                                               | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $501921.55    | 0.00%             | 2037-04-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     19550000 | PA      | $22352995.65  | 0.21%             | 2028-07-22      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HFWR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21457068 | PA      | $21263945.94  | 0.20%             | 2054-10-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                  | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2471000 | PA      | $2449365.36   | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| E-CARAT                                                 | ECARAT DE SA Compartment Lease 2025-1                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       500000 | PA      | $571791.72    | 0.01%             | 2034-05-25      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $92543.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                   | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       560000 | PA      | $584079.44    | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                | Braccan Mortgage Funding 2024-1 PLC                                              | CUSIP: 000000000<br>LEI: 635400RGKRFPCFMYJF13 | Long             | ABS-MBS          | CORP              | GB        |       404999 | PA      | $540963.56    | 0.01%             | 2067-02-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital Euro CLO DAC                         | Texas Debt Capital Euro CLO 2024-1 DAC                                           | CUSIP: 000000000<br>LEI: 6354005CUY8PX5XJT459 | Long             | ABS-CBDO         | CORP              | IE        |       828000 | PA      | $946666.35    | 0.01%             | 2038-07-16      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2015-I                                                           | CUSIP: 056162AN0<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |       668522 | PA      | $668933.48    | 0.01%             | 2031-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      7820000 | PA      | $9135504.87   | 0.09%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | FSWP: OIS 8.970000 14-DEC-2029 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     33632814 | OU      | $-81189.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate CLO 9 LTD                                                               | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4014000.00   | 0.04%             | 2038-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                        | COLT 2021-1RMortgage Pass-Through Certificates                                   | CUSIP: 19688BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3223696 | PA      | $2889462.45   | 0.03%             | 2065-05-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO                                   | Unique Pub Finance Co PLC/The                                                    | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |      4016975 | PA      | $5490061.24   | 0.05%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                   | OneMain Direct Auto Receivables Trust 2023-1                                     | CUSIP: 682685AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1910000 | PA      | $1949276.48   | 0.02%             | 2031-02-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AF9<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       265000 | PA      | $273688.21    | 0.00%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| BPR Trust                                               | BPR Trust 2021-TY                                                                | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5822500 | PA      | $5824319.53   | 0.05%             | 2038-09-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Noria                                                   | Noria DE 2024                                                                    | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |       385956 | PA      | $441408.51    | 0.00%             | 2043-02-25      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                                | Nexi SpA                                                                         | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     10600000 | PA      | $11034096.28  | 0.10%             | 2028-02-24      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       843943 | PA      | $846316.19    | 0.01%             | 2039-12-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                       | Spa Holdings 3 Oy EUR Term Loan B                                                | CUSIP: 000000000<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |      3000000 | PA      | $3426816.59   | 0.03%             | 2028-02-04      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2025-VIS1                                               | CUSIP: 46659BAF9<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-MBS          | CORP              | US        |      2344143 | PA      | $2355736.90   | 0.02%             | 2055-08-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                      | CDX.NA.IG.44.V1 5YR RTP @ 55.00000                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | KY        |    243400000 | OU      | $265668.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Loan Trust 2015-B                                      | CUSIP: 63939KAC3<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |      1346687 | PA      | $1352862.63   | 0.01%             | 2040-07-16      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      1180000 | PA      | $1269826.32   | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                        | Mortimer 2024-Mix PLC                                                            | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |       100000 | PA      | $132918.91    | 0.00%             | 2067-09-22      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2025-A                                            | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2834000 | PA      | $2866482.74   | 0.03%             | 2038-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Tower Bridge Funding                                    | Tower Bridge Funding 2024-3 PLC                                                  | CUSIP: 000000000<br>LEI: 635400XMA28GDAPK1E69 | Long             | ABS-MBS          | CORP              | GB        |       496509 | PA      | $656692.14    | 0.01%             | 2066-12-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                               | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      1046000 | PA      | $1122706.04   | 0.01%             | 2029-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                       | FSWP: OIS 8.230000 17-SEP-2030 IBR                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  38144218352 | OU      | $141633.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                          | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      4382000 | PA      | $4305256.72   | 0.04%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                | FSWP: PLN 5.237500 19-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     25717710 | OU      | $-37541.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                           | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     20000000 | PA      | $23840228.88  | 0.22%             | 2034-10-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XXVI CLO Ltd                                                              | CUSIP: 36321LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1480000 | PA      | $1480800.53   | 0.01%             | 2031-11-22      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      2431000 | PA      | $2376175.12   | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| SYDNEY AIRPORT FINANCE                                  | Sydney Airport Finance Co Pty Ltd                                                | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      2500000 | PA      | $1663852.93   | 0.02%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                 | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3699000 | PA      | $3137900.28   | 0.03%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 66B Ltd                                               | CUSIP: 38181AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2000000 | PA      | $2010117.40   | 0.02%             | 2038-07-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                  | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       332000 | PA      | $333612.19    | 0.00%             | 2028-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                | FSWP: PLN 4.425000 17-SEP-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      6454042 | OU      | $-2090.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                          | Apidos CLO XXIV                                                                  | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |       108811 | PA      | $108903.23    | 0.00%             | 2030-10-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| FOOD SERVICE PROJECT SL                                 | Food Service Project SA                                                          | CUSIP: 000000000<br>LEI: 95980020140005812514 | Long             | DBT              | CORP              | ES        |      8521000 | PA      | $9790419.85   | 0.09%             | 2027-01-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                           | 1988 CLO 2 Ltd                                                                   | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3545000 | PA      | $3543815.97   | 0.03%             | 2038-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                        | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      4594000 | PA      | $5540716.17   | 0.05%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                     | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       400000 | PA      | $412152.00    | 0.00%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       711000 | PA      | $815721.61    | 0.01%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       358000 | PA      | $348833.88    | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AFFLELOU SAS                                            | Afflelou SAS                                                                     | CUSIP: 000000000<br>LEI: 969500I7CS80FNB7CZ43 | Long             | DBT              | CORP              | FR        |      1379000 | PA      | $1648256.51   | 0.02%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                | ELO SACA                                                                         | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |      2000000 | PA      | $2249516.19   | 0.02%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                             | SWP: OIS 13.565000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      3359000 | OU      | $-1386.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2125000 | PA      | $1994513.31   | 0.02%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK Hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |       635000 | PA      | $639095.75    | 0.01%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       635000 | PA      | $518271.13    | 0.00%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                  | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1154946.00   | 0.01%             | 2029-04-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                        | Vista Point Securitization Trust 2024-CES3                                       | CUSIP: 92841WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1004626.20   | 0.01%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      2160000 | PA      | $2262666.96   | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                 | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |       273000 | PA      | $273000.00    | 0.00%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                                     | Nomura Holdings Inc                                                              | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      3225000 | PA      | $3265486.65   | 0.03%             | 2030-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                  | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      7583940 | PA      | $1807096.44   | 0.02%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2753000 | PA      | $2775971.03   | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRST 1                                    | Scentre Group Trust 1                                                            | CUSIP: 000000000<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              |  | AU        |       800000 | PA      | $526464.00    | 0.00%             | 2054-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                           | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      3379990 | PA      | $3202540.53   | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust                                                 | CUSIP: 78449XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       173124 | PA      | $173337.94    | 0.00%             | 2053-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                    | Cross 2025-H3 Mortgage Trust                                                     | CUSIP: 22757EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11518463 | PA      | $11596437.55  | 0.11%             | 2070-04-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TVL FINANCE PLC                                         | TVL Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |      3418000 | PA      | $4465792.78   | 0.04%             | 2028-04-28      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                | HLTN Commercial Mortgage Trust 2024-DPLO                                         | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7641113 | PA      | $7648276.54   | 0.07%             | 2041-06-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| UNITED ENERGY DISTRIBUTI                                | United Energy Distribution Pty Ltd                                               | CUSIP: 000000000<br>LEI: 54930028EZKBY3VF2528 | Long             | DBT              | CORP              | AU        |       500000 | PA      | $329930.07    | 0.00%             | 2032-02-03      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Bean Creek CLO LTD                                      | Bean Creek CLO Ltd                                                               | CUSIP: 07378XAG1<br>LEI: 635400STD6UUTEW5KM07 | Long             | ABS-CBDO         | CORP              | KY        |       500000 | PA      | $500628.25    | 0.00%             | 2031-04-20      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                     | BHMS 2018-ATLS                                                                   | CUSIP: 05549GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       235000 | PA      | $234660.38    | 0.00%             | 2035-07-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                           | UK Logistics 2024-2 DAC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       196986 | PA      | $263356.92    | 0.00%             | 2035-02-17      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                 | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4000000 | PA      | $3934425.20   | 0.04%             | 2037-10-25      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |            1 | NC      | $-33385.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                      | Sunrise FinCo I BV                                                               | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     10351000 | PA      | $9756852.60   | 0.09%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                                   | Cayuga Park CLO Ltd                                                              | CUSIP: 149791AP0<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |      2110000 | PA      | $2114566.04   | 0.02%             | 2034-07-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                    | WR Grace Holdings LLC                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      2673000 | PA      | $2657932.46   | 0.03%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                    | Signal Peak CLO 11 Ltd                                                           | CUSIP: 82666XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003580.10   | 0.01%             | 2037-07-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2024-NQM4                                        | CUSIP: 10568NAB8<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |       904171 | PA      | $882649.15    | 0.01%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      1991000 | PA      | $1943359.35   | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                     | SC Germany SA Compartment Consumer 2025-1                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |       100000 | PA      | $114986.23    | 0.00%             | 2038-12-14      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                    | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      7030000 | PA      | $9287916.85   | 0.09%             | 2031-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-29

**Name of Applicant:** BlackRock ETF Trust II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer