# EDGAR Filing Document

**Accession Number:** 0001221845
**File Stem:** 0002071691-26-012509
**Filing Date:** 2026-5
**Character Count:** 511028
**Document Hash:** 31945387026eee2cb43bb0ec35a78efc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-012509.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0002071691-26-012509

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK ALLOCATION TARGET SHARES
- **CENTRAL INDEX KEY:** 0001221845

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21457
- **FILM NUMBER:** 261029755

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK BOND ALLOCATION TARGET SHARES
- **DATE OF NAME CHANGE:** 20030306

## Series and Classes Contracts Data

### BATS: High Income Taxable Series (Series ID: S000084041)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000248219 | BATS: High Income Taxable Series |  |

## 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 Allocation Target Shares

- **b. Investment Company Act file number:** 811-21457

- **c. CIK number of Registrant:** 0001221845

- **d. LEI of Registrant:** 549300R5YFYF3PL2MC94

- **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:** BATS: High Income Taxable Series

- **b. EDGAR series identifier (if any):** S000084041

- **c. LEI of Series:** 529900DDJ5HBW49XWV44

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $118220358.93

**Total Liabilities:** $23932810.60

**Net Assets:** $94287548.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3919.55000000 | **1-Year:** 491.61000000 | **5-Year:** 7556.13000000 | **10-Year:** 5912.19000000 | **30-Year:** 1491.17000000

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

- **3-Month:** 2001.90000000 | **1-Year:** 541.49000000 | **5-Year:** 10536.25000000 | **10-Year:** 723.47000000 | **30-Year:** 1031.29000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248219 | 0.68%                | 0.82%                | -2.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $141924.66               | $370857.22                                 |
| Month 2  | $151678.74               | $-69839.70                                 |
| Month 3  | $-67432.58               | $-2534950.67                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-32, Class FA     | CUSIP: 3136BVWT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130515 | PA      | $131255.77    | 0.14%             | 2055-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Mexican Peso                                                              | Mexican Peso                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | MX        |    5010584 | OU      | $279561.67    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Atos SE                                                                   | Atos SE                                                                                 | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |     114181 | PA      | $148789.29    | 0.16%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2021-5, Class A2                                       | CUSIP: 03465HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37821 | PA      | $32979.53     | 0.03%             | 2066-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                   | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $98208.40     | 0.10%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   13400111 | PA      | $600.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kronos International, Inc.                                                | Kronos International, Inc.                                                              | CUSIP: N/A<br>LEI: 529900NTVDLUSYY9F493       | Long             | DBT              | CORP              | US        |     100000 | PA      | $99298.13     | 0.11%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-PALM, Class A                                 | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86538 | PA      | $86484.37     | 0.09%             | 2037-06-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-188.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                     | Clydesdale Acquisition Holdings, Inc.                                                   | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93307.39     | 0.10%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    1109779 | PA      | $-20313.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class A2B                              | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      66401 | PA      | $61469.98     | 0.07%             | 2053-01-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class A1                         | CUSIP: 64828DAA5<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |      53951 | PA      | $54305.22     | 0.06%             | 2064-03-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5547204 | PA      | $-144.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $44.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-881.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -66000 | PA      | $-10.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     456865 | PA      | $105.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                          | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      80000 | PA      | $85828.88     | 0.09%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99179.04     | 0.11%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. LLC                            | EDvestinU Private Education Loan Issue No. LLC, Series 2021-A, Class A                  | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      45209 | PA      | $42327.95     | 0.04%             | 2045-11-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                                       | Bausch + Lomb Corp.                                                                     | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $103250.00    | 0.11%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     200641 | PA      | $-119.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    4000000 | PA      | $-14889.03    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Norwegian Krone                                                           | Norwegian Krone                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NO        |       4032 | OU      | $416.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31663480 | PA      | $140.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                         | Clarios Global LP                                                                       | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100973.10    | 0.11%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5482, Class FB             | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37896 | PA      | $38303.08     | 0.04%             | 2054-12-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                               | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       2557 | PA      | $1936.93      | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                              | Performance Food Group, Inc.                                                            | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96056.44     | 0.10%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd.                                     | Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR                        | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $249439.23    | 0.26%             | 2038-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                              | Virgin Media O2 Vendor Financing Notes V DAC                                            | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $117246.58    | 0.12%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     238000 | PA      | $603.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     719267 | PA      | $-378.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-242.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENT                                                                      | CENT, Series 2025-CITY, Class A                                                         | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100717.14    | 0.11%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7384366 | PA      | $405.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      83790 | PA      | $-547.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      61288 | PA      | $-214.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2023-FUN, Class A                            | CUSIP: 36267CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100281.25    | 0.11%             | 2028-03-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust                                             | Galton Funding Mortgage Trust, Series 2020-H1, Class A2                                 | CUSIP: 36418HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43055 | PA      | $41076.37     | 0.04%             | 2060-01-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | Permian Resources Operating LLC                                                         | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101863.60    | 0.11%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-118.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2024-NPL1, Class A1                                                   | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82782 | PA      | $82884.00     | 0.09%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                | BFLD Trust, Series 2025-FPM, Class C                                                    | CUSIP: 05556HAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99869.23     | 0.11%             | 2040-10-10      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   18004115 | PA      | $455.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                               | Match Group Holdings II LLC                                                             | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99582.51     | 0.11%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     132529 | PA      | $-445.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                       | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      82000 | PA      | $19311.00     | 0.02%             | 2025-02-26      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1              | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142728 | PA      | $143973.75    | 0.15%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -176475 | PA      | $-2458.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                            | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $99781.73     | 0.11%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     108984 | PA      | $144.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2026-INV1, Class A1                        | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98064 | PA      | $97269.64     | 0.10%             | 2070-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-861.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEDR Commercial Mortgage Trust                                            | CEDR Commercial Mortgage Trust, Series 2022-SNAI, Class A                               | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98820.32     | 0.10%             | 2039-02-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     677000 | PA      | $-531.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      25000 | PA      | $18081.83     | 0.02%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                            | Opal Bidco SAS                                                                          | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112814.50    | 0.12%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                          | College Avenue Student Loans LLC, Series 2021-C, Class A2                               | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100577 | PA      | $93731.00     | 0.10%             | 2055-07-26      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                                      | Whitebox CLO II Ltd., Series 2020-2A, Class A1R2                                        | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250155.38    | 0.27%             | 2037-10-24      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA                                                                          | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112969.39    | 0.12%             | 2034-04-20      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd.                                            | Madison Park Funding XXXV Ltd., Series 2019-35A, Class A1R2                             | CUSIP: 55819MBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249823.68    | 0.26%             | 2039-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                             | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $14814.71     | 0.02%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                           | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |     109000 | PA      | $124984.83    | 0.13%             | 2032-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                         | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42197.97     | 0.04%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2161000 | PA      | $-1720.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                          | WPP Finance 2013                                                                        | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $110272.48    | 0.12%             | 2031-06-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                            | Enterprise Fleet Financing LLC, Series 2022-3, Class A3                                 | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     120439 | PA      | $120458.94    | 0.13%             | 2029-07-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA                                                                           | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     117000 | PA      | $132343.98    | 0.14%             | 2035-06-10      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2025-C35, Class AS                                         | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15000 | PA      | $15458.13     | 0.02%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     132544 | PA      | $62.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2026-1, Class A1                                     | CUSIP: 92541JAF8<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |      98790 | PA      | $98284.44     | 0.10%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1402.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1668.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                              | Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR                                  | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249482.95    | 0.26%             | 2034-04-18      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                       | Suzano Austria GmbH                                                                     | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $204240.00    | 0.22%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                         | Venture Global Calcasieu Pass LLC                                                       | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88609.63     | 0.09%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                                             | ION Platform Finance US, Inc.                                                           | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92995.53     | 0.10%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1032000 | PA      | $349.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1571.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rand                                                                      | Rand                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ZA        |    3409154 | OU      | $201471.74    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Luna 2.5 SARL                                                             | Luna 2.5 SARL                                                                           | CUSIP: N/A<br>LEI: 894500N8J2QVEYP0UI86       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $113690.16    | 0.12%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VCC Trust                                                                 | VCC Trust, Series 2025-MC1, Class A1                                                    | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70042 | PA      | $69760.18     | 0.07%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| GSAT Trust                                                                | GSAT Trust, Series 2025-BMF, Class A                                                    | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99902.29     | 0.11%             | 2040-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC, Series 2026-2A, Class A2                                         | CUSIP: 74690FAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25000 | PA      | $24480.46     | 0.03%             | 2056-01-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2019-INV2, Class A25                                                  | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72420 | PA      | $67520.09     | 0.07%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                            | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46000 | PA      | $46739.42     | 0.05%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   -2087000 | PA      | $-7481.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                         | GGAM Finance Ltd.                                                                       | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     100000 | PA      | $102224.50    | 0.11%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1077.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     343000 | PA      | $-2861.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |       6000 | PA      | $6123.60      | 0.01%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     246000 | PA      | $63055.81     | 0.07%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Immo Holding SA                                                       | New Immo Holding SA                                                                     | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $115798.73    | 0.12%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                          | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20218.73     | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                                 | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     320883 | PA      | $321183.76    | 0.34%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-75, Class FC     | CUSIP: 3136BS5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132229 | PA      | $132436.46    | 0.14%             | 2054-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                 | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |     251000 | PA      | $267463.19    | 0.28%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7004115 | PA      | $-89.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2021-LBA, Class AV                                                     | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79081 | PA      | $79031.55     | 0.08%             | 2036-02-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class A                                                    | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190000 | PA      | $193874.73    | 0.21%             | 2041-12-10      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                         | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5858.26      | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Essendi SA                                                                | Essendi SA                                                                              | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $116172.51    | 0.12%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F032641<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -127000 | PA      | $-116413.79   | -0.12%            | 2056-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     393646 | PA      | $115.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     456865 | PA      | $-16.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31351062 | PA      | $-123.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRK Trust                                                                 | TRK Trust, Series 2022-INV1, Class A2                                                   | CUSIP: 872635AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $87614.16     | 0.09%             | 2057-02-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     354531 | PA      | $-70.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-340.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                             | CUSIP: N/A<br>LEI: 98450038B4549046D794       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $128088.91    | 0.14%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2023-B, Class A1B                              | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76217 | PA      | $77719.85     | 0.08%             | 2056-10-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                             | SG Residential Mortgage Trust, Series 2026-1, Class A1                                  | CUSIP: 818916AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99432 | PA      | $98492.09     | 0.10%             | 2066-01-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                       | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     123522 | PA      | $117500.30    | 0.12%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 Ltd.                                                         | AIMCO CLO 11 Ltd., Series 2020-11A, Class A1R2                                          | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250032.70    | 0.27%             | 2037-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                              | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      78000 | PA      | $76094.48     | 0.08%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5574, Class FB             | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25861 | PA      | $26061.76     | 0.03%             | 2055-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-414.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-VAMF, Class A                                                     | CUSIP: 05609TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95128 | PA      | $95068.70     | 0.10%             | 2039-01-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust                                                | BINOM Securitization Trust, Series 2021-INV1, Class A1                                  | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42958 | PA      | $39556.29     | 0.04%             | 2056-06-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2023-NQM3, Class A1                                                   | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73646 | PA      | $73402.41     | 0.08%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     100000 | PA      | $112039.78    | 0.12%             | 2031-01-06      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                                 | Navient Private Education Refi Loan Trust, Series 2021-A, Class A                       | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     112845 | PA      | $103309.34    | 0.11%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                                | MAIN Trust, Series 2026-OLAS, Class E                                                   | CUSIP: 56036BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99998.84     | 0.11%             | 2041-01-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     114235 | PA      | $581.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SGL Group ApS                                                             | SGL Group ApS                                                                           | CUSIP: N/A<br>LEI: 636700YQKGLXCPPUYE74       | Long             | DBT              | CORP              | DK        |     100000 | PA      | $107496.22    | 0.11%             | 2030-04-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    4230000 | PA      | $69053.35     | 0.07%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     270746 | PA      | $-56.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $94887.42     | 0.10%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM15, Class A1                                                  | CUSIP: 67449DAA7<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |      64689 | PA      | $64859.03     | 0.07%             | 2064-10-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-VOLT, Class A                                                     | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99687.50     | 0.11%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     225000 | PA      | $60057.58     | 0.06%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14916088 | PA      | $78.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCG Mortgage Trust                                                        | SCG Mortgage Trust, Series 2024-MSP, Class A                                            | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99999.93     | 0.11%             | 2041-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ARZ Trust                                                                 | ARZ Trust, Series 2024-BILT, Class A                                                    | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101173.67    | 0.11%             | 2039-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8878001 | PA      | $-1549.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     187385 | PA      | $74.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                      | SoftBank Group Corp.                                                                    | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $113693.23    | 0.12%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3250747 | PA      | $890.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                 | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      20549 | PA      | $14384.30     | 0.02%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global                                                                        | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $67000.00     | 0.07%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     268643 | PA      | $658.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     166531 | PA      | $-997.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2904622 | PA      | $-131.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     114235 | PA      | $601.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                              | TCW CLO Ltd., Series 2019-2A, Class A1R2                                                | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249996.43    | 0.27%             | 2038-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                           | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $126490.10    | 0.13%             | 2032-06-16      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     501798 | PA      | $-103.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                           | AES Corp. (The)                                                                         | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99191.81     | 0.11%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H1, Class A1                                          | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100869 | PA      | $101424.45    | 0.11%             | 2070-02-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                     | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |     100000 | PA      | $107553.69    | 0.11%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kleopatra Finco SARL                                                      | Kleopatra Finco SARL                                                                    | CUSIP: N/A<br>LEI: 222100M6T1N8VIC8M726       | Long             | DBT              | CORP              | LU        |      80643 | PA      | $82542.01     | 0.09%             | 2031-01-30      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31336401 | PA      | $70.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     410000 | PA      | $980.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                          | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19991.75     | 0.02%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                     | Bank of America Corp.                                                                   | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      55000 | PA      | $52748.31     | 0.06%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| RCI Banque SA                                                             | RCI Banque SA                                                                           | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $117153.59    | 0.12%             | 2034-10-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                     | Navoi Mining & Metallurgical Combinat                                                   | CUSIP: N/A<br>LEI: 213800YLNAGERZ4C3M60       | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $203440.00    | 0.22%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC                                                             | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99974.93     | 0.11%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2024-NQM1, Class A1                                | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50685 | PA      | $50892.65     | 0.05%             | 2064-01-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     669813 | PA      | $625.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                      | IHO Verwaltungs GmbH                                                                    | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $118295.76    | 0.13%             | 2028-05-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                 | GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class A                      | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      35477 | PA      | $35587.74     | 0.04%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                               | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       4584 | PA      | $3812.74      | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2025-JDI, Class A                                  | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      88920 | PA      | $88947.95     | 0.09%             | 2042-11-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2019-NQM5, Class A1                         | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14642 | PA      | $13951.42     | 0.01%             | 2059-11-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM1, Class A1                                                  | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70761 | PA      | $71135.42     | 0.08%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                      | U.K. Treasury Bonds                                                                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     121000 | PA      | $159865.72    | 0.17%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                         | CUSIP: 17292GAT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     260000 | PA      | $254728.50    | 0.27%             | 2030-09-09      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 5-Year Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         20 | NC      | $-14278.43    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-9, Class FG      | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14368 | PA      | $14467.97     | 0.02%             | 2055-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     805149 | PA      | $14.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2024-H5, Class A1                                          | CUSIP: 22757HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124717 | PA      | $125642.22    | 0.13%             | 2069-08-26      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                             | Teva Pharmaceutical Finance Netherlands II BV                                           | CUSIP: N/A<br>LEI: 549300HSQCIKJAOYIT23       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $134078.60    | 0.14%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2017-2A, Class A4                           | CUSIP: 64829KBW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27619 | PA      | $26686.84     | 0.03%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                         | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $109456.53    | 0.12%             | 2031-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 BV                                              | Wintershall Dea Finance 2 BV                                                            | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116806.16    | 0.12%             | 2030-05-08      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                                                 | OHA Credit Funding 5 Ltd., Series 2020-5A, Class B1R                                    | CUSIP: 67113GAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250243.75    | 0.27%             | 2037-10-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                       | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      41000 | PA      | $9737.50      | 0.01%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A                                 | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $50484.55     | 0.05%             | 2029-11-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDI                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     145600 | PA      | $2770.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5478, Class FD             | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22318 | PA      | $22489.73     | 0.02%             | 2054-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     186000 | PA      | $186963.48    | 0.20%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2024-NQM1, Class A1                                                  | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59264 | PA      | $59592.45     | 0.06%             | 2068-12-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                        | Chemours Co. (The)                                                                      | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100546.10    | 0.11%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1057299 | PA      | $-755.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1191.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2692.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-BTP                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          4 | NC      | $-3569.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CarVal CLO VIII-C Ltd.                                                    | CarVal CLO VIII-C Ltd., Series 2022-2A, Class A1R                                       | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250225.48    | 0.27%             | 2037-10-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5458, Class FB             | CUSIP: 3137HFWY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102527 | PA      | $102921.47    | 0.11%             | 2054-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   14163340 | PA      | $135.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                        | Uniti Services LLC                                                                      | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     107000 | PA      | $111242.73    | 0.12%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                                | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $120415.34    | 0.13%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JW Trust                                                                  | JW Trust, Series 2024-BERY, Class A                                                     | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $140000.00    | 0.15%             | 2039-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $741.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                         | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55847.86     | 0.06%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                                           | OEG Finance plc                                                                         | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $238101.62    | 0.25%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1219.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20015.66     | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corp.                                                   | Columbus McKinnon Corp.                                                                 | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3998.16      | 0.00%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1741090 | PA      | $-55.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      43752 | PA      | $25.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-7, Class B1                                       | CUSIP: 19689CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100114.62    | 0.11%             | 2070-06-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-91, Class FA     | CUSIP: 3136BTYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85686 | PA      | $86382.05     | 0.09%             | 2054-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                           | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $4006.45      | 0.00%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                        | CUSIP: 40058XL69<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     294000 | PA      | $286134.62    | 0.30%             | 2031-02-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                                | SDAL Trust, Series 2025-DAL, Class A                                                    | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     145000 | PA      | $145321.71    | 0.15%             | 2042-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                     | QTS Issuer ABS II LLC, Series 2026-5A, Class A2                                         | CUSIP: 74690FBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      41000 | PA      | $40798.44     | 0.04%             | 2056-03-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                                    | CD&R Firefly Bidco plc                                                                  | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $269119.26    | 0.29%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2024-NQM3, Class A1                             | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82724 | PA      | $83215.81     | 0.09%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XVI                                                   | OHA Credit Partners XVI, Series 2021-16A, Class D1R                                     | CUSIP: 67115LAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $247146.45    | 0.26%             | 2037-10-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                   | Molina Healthcare, Inc.                                                                 | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86862.13     | 0.09%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Methanex Corp.                                                            | Methanex Corp.                                                                          | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $99377.54     | 0.11%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                | Navient Student Loan Trust, Series 2023-BA, Class A1B                                   | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39898 | PA      | $40100.89     | 0.04%             | 2072-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6579.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-853.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRA Group Europe Holding II SARL                                          | PRA Group Europe Holding II SARL                                                        | CUSIP: N/A<br>LEI: 635400CWOMLGBIP4GA24       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $109319.83    | 0.12%             | 2032-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1139.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1956.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 1508000000 | PA      | $89777.22     | 0.10%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Swedish Krona                                                             | Swedish Krona                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SE        |      15121 | OU      | $1597.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     477650 | PA      | $-72.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                              | Islamic Republic of Pakistan                                                            | CUSIP: N/A<br>LEI: 529900LOP29R5WKHOD86       | Long             | DBT              | NUSS              | PK        |     200000 | PA      | $197100.00    | 0.21%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                 | Panther Escrow Issuer LLC                                                               | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $100335.90    | 0.11%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-166.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $111815.07    | 0.12%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11958.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                 | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      21649 | PA      | $9222.47      | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12789.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $114416.33    | 0.12%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAIF Securitization Trust                                                 | SAIF Securitization Trust, Series 2024-CES1, Class A1                                   | CUSIP: 78436VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     113250 | PA      | $113938.65    | 0.12%             | 2054-07-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2024-H7, Class A1                                          | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71923 | PA      | $72154.21     | 0.08%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO XVIII Ltd.                                                   | Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1R                                     | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249781.50    | 0.26%             | 2035-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                            | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $98930.26     | 0.10%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                                  | Unipol Assicurazioni SpA                                                                | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $118189.37    | 0.13%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     242676 | PA      | $34.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise FinCo. I BV                                                       | Sunrise FinCo. I BV                                                                     | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $190408.00    | 0.20%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2013                                                          | WPP Finance 2013                                                                        | CUSIP: N/A<br>LEI: 549300L84EKSLWWPGI24       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $110272.48    | 0.12%             | 2031-06-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                    | Velocity Commercial Capital Loan Trust, Series 2022-3, Class A                          | CUSIP: 92257BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62061 | PA      | $61048.41     | 0.06%             | 2052-06-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     500079 | PA      | $-3034.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Service Corp. International                                               | Service Corp. International                                                             | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99807.62     | 0.11%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                             | SG Residential Mortgage Trust, Series 2025-1, Class A1                                  | CUSIP: 81880NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98862 | PA      | $98510.53     | 0.10%             | 2065-12-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2024-NQM1, Class B1                         | CUSIP: 64828DAE7<br>LEI: 213800TFYSB4XLW7QW74 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101048.88    | 0.11%             | 2064-03-25      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                         | Chase Home Lending Mortgage Trust, Series 2024-3, Class A4                              | CUSIP: 16159HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55832 | PA      | $56139.18     | 0.06%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-2, Class FG      | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46680 | PA      | $47090.41     | 0.05%             | 2055-02-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                         | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     132000 | PA      | $125758.51    | 0.13%             | 2030-12-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Buxl                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -1 | NC      | $1825.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1209976 | PA      | $321.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5272817 | PA      | $-6.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMP                                                                       | BMP, Series 2024-MF23, Class E                                                          | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $139475.00    | 0.15%             | 2041-06-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      94282 | PA      | $23.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                 | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35641.24     | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-61.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2023-68, Class FB     | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42529 | PA      | $42708.21     | 0.05%             | 2054-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                          | College Avenue Student Loans LLC, Series 2023-A, Class A2                               | CUSIP: 193938AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      72530 | PA      | $72811.21     | 0.08%             | 2055-05-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zrt.                                                       | MVM Energetika Zrt.                                                                     | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |     200000 | PA      | $207616.00    | 0.22%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                     | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $112120.59    | 0.12%             | 2030-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Schatz                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -2 | NC      | $2090.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $618.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Turkish Lira                                                          | New Turkish Lira                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | TR        |      79415 | OU      | $1787.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class M1                         | CUSIP: 64832DAF8<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101506.34    | 0.11%             | 2065-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | Medline Borrower LP                                                                     | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96736.18     | 0.10%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sofi Consumer Loan Program Trust                                          | SoFi Consumer Loan Program Trust, Series 2026-B, Class A                                | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86000 | PA      | $85992.42     | 0.09%             | 2036-02-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     784500 | PA      | $-8902.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                 | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $105178.27    | 0.11%             | 2031-04-30      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     193999 | PA      | $-507.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2309251 | PA      | $-2044.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2022-2, Class A1                             | CUSIP: 31572YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71089 | PA      | $70851.66     | 0.08%             | 2067-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     376000 | PA      | $-261.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1065010 | PA      | $-108.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2026-1, Class A1LC                                   | CUSIP: 92541JAE1<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99516.37     | 0.11%             | 2071-01-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| RR 20 Ltd.                                                                | RR 20 Ltd., Series 2022-20A, Class CR                                                   | CUSIP: 74989UAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     250000 | PA      | $238464.20    | 0.25%             | 2037-07-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-848.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                             | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69082 | PA      | $68855.32     | 0.07%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                                 | LEX Trust, Series 2026-450, Class E                                                     | CUSIP: 501970AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99028.88     | 0.11%             | 2043-03-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| FS                                                                        | FS ORL, Series 2026-ORL, Class E                                                        | CUSIP: 30343YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99836.53     | 0.11%             | 2041-02-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $206.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                               | SCIL IV LLC                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     100000 | PA      | $119097.42    | 0.13%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5500, Class DF             | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      29031 | PA      | $29252.04     | 0.03%             | 2054-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA                                                                                 | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $111250.56    | 0.12%             | 2032-01-19      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -52000 | PA      | $-1805.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2021-3, Class A1                                       | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33739 | PA      | $29274.58     | 0.03%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2024-RPL2, Class A1                         | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79763 | PA      | $77768.62     | 0.08%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $399.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     361489 | PA      | $-436.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1191327 | PA      | $-6.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4028.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                          | CVS Health Corp.                                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103058.80    | 0.11%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1077740 | PA      | $33.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     406024 | PA      | $-3547.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-486.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -78000 | PA      | $-955.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     240055 | PA      | $-303.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                           | Citigroup, Inc.                                                                         | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |     119000 | PA      | $132044.86    | 0.14%             | 2034-10-22      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| MLTI Trust                                                                | MLTI Trust, Series 2026-SF75, Class A                                                   | CUSIP: 55318JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $54725.00     | 0.06%             | 2031-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2024-RVR, Class D                            | CUSIP: 36272JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $39949.02     | 0.04%             | 2041-08-10      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    6897797 | PA      | $36.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                 | Loxam SAS                                                                               | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112161.92    | 0.12%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA                                                                | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |     200000 | PA      | $217389.99    | 0.23%             | 2030-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Orsted A/S                                                                | Orsted A/S                                                                              | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | DBT              | NUSS              | DK        |     100000 | PA      | $100282.90    | 0.11%             | 3021-02-18      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| LoanCore 2025 Issuer LLC                                                  | LoanCore 2025 Issuer LLC, Series 2025-CRE8, Class A                                     | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105000 | PA      | $104803.63    | 0.11%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $72.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                                               | Regatta XXVIII Funding Ltd., Series 2024-2A, Class A1                                   | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250125.00    | 0.27%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1469.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                       | Citigroup Commercial Mortgage Trust, Series 2020-420K, Class A                          | CUSIP: 17328QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $89668.28     | 0.10%             | 2042-11-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                               | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14820.23     | 0.02%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1619000 | PA      | $-6050.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional                                                              | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |       1425 | PA      | $257655.99    | 0.27%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                              | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $105884.30    | 0.11%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2023-2, Class A1                                       | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-MBS          | CORP              | US        |      45971 | PA      | $46021.84     | 0.05%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $372.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $407.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                        | A&D Mortgage Trust, Series 2024-NQM5, Class A1                                          | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      77448 | PA      | $77728.44     | 0.08%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |     -52000 | PA      | $-651.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $62.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12709.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6.52        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     237300 | PA      | $382.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                                      | Boots Group Finco LP                                                                    | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |     100000 | PA      | $131449.63    | 0.14%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6967528 | PA      | $6386742.95   | 6.77%             | 2056-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                              | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $110927.55    | 0.12%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2024-CBM, Class A2                                    | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $200558.28    | 0.21%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                      | Prime Security Services Borrower LLC                                                    | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6007.50      | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deuce Finco plc                                                           | Deuce Finco plc                                                                         | CUSIP: N/A<br>LEI: 9845007DA2BC863E8437       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $130338.04    | 0.14%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                          | SLG Office Trust, Series 2026-OMA, Class A                                              | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $250734.50    | 0.27%             | 2041-04-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2845.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      59713 | PA      | $27.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1305565 | PA      | $-6922.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2025-TAIL, Class E                                                     | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99998.19     | 0.11%             | 2035-06-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | Telecom Italia Capital SA                                                               | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       5000 | PA      | $5568.44      | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    -178000 | PA      | $-4537.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class M1              | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180000 | PA      | $181638.00    | 0.19%             | 2069-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                               | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       5381 | PA      | $5142.73      | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      97000 | PA      | $112762.13    | 0.12%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2025-H1, Class M1                                          | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $140763.10    | 0.15%             | 2070-02-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Prysmian SpA                                                              | Prysmian SpA                                                                            | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117351.91    | 0.12%             | 2030-05-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                               | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     469552 | PA      | $9105.66      | 0.01%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2022-3, Class A1                                     | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64647 | PA      | $61756.67     | 0.07%             | 2067-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Romania New Leu                                                           | Romania New Leu                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | RO        |       8998 | OU      | $2040.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      49000 | PA      | $542.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                       | RCKT Mortgage Trust, Series 2024-CES8, Class A1A                                        | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      68300 | PA      | $68561.09     | 0.07%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8868279 | PA      | $-1729.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-13311.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $916.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | Service Properties Trust                                                                | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     100000 | PA      | $88802.03     | 0.09%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                       | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |     137000 | PA      | $32263.50     | 0.03%             | 2026-11-27      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Worldline SA                                                              | Worldline SA                                                                            | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $210056.34    | 0.22%             | 2028-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          5 | NC      | $255.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-332.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-841.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1127.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                           | CoreWeave, Inc.                                                                         | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95151.89     | 0.10%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $23635.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  128979388 | PA      | $2344.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      86916 | PA      | $-32.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                               | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       1512 | PA      | $1394.82      | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-BA, Class AFL                                    | CUSIP: 64034QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      53785 | PA      | $53661.09     | 0.06%             | 2062-04-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                  | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A                     | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $139956.25    | 0.15%             | 2039-12-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                     | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      16000 | PA      | $12577.60     | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | Allied Universal Holdco LLC                                                             | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103121.50    | 0.11%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-8, Class A1                                     | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-MBS          | CORP              | US        |      70595 | PA      | $70701.35     | 0.07%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                               | Capital One Financial Corp.                                                             | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59646.87     | 0.06%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                                   | GFL Environmental, Inc.                                                                 | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $97292.29     | 0.10%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                        | Vodafone Group plc                                                                      | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       5000 | PA      | $4576.56      | 0.00%             | 2081-06-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2025-6, Class A1                                     | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86568 | PA      | $86862.18     | 0.09%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Trestles CLO III Ltd.                                                     | Trestles CLO III Ltd., Series 2020-3A, Class ER                                         | CUSIP: 89532RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $243889.50    | 0.26%             | 2037-10-20      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM1, Class M1A                                                 | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100868.34    | 0.11%             | 2069-11-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Citycon Treasury                                                          | Citycon Treasury BV                                                                     | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $107263.12    | 0.11%             | 2028-03-12      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-Bund                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          7 | NC      | $-17057.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                       | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      27000 | PA      | $6358.50      | 0.01%             | 2025-04-22      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     449000 | PA      | $1541.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dufry One BV                                                              | Dufry One BV                                                                            | CUSIP: N/A<br>LEI: 7245003K5MN9U7XW0808       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $114203.01    | 0.12%             | 2032-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-67.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                      | Samarco Mineracao SA                                                                    | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |      19237 | PA      | $18948.45     | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                        | Compass Datacenters Issuer III LLC, Series 2025-3A, Class A2                            | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      39000 | PA      | $38616.79     | 0.04%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EP Infrastructure A/S                                                     | EP Infrastructure A/S                                                                   | CUSIP: N/A<br>LEI: 315700I4J1M1NKGWWY89       | Long             | DBT              | CORP              | CZ        |     200000 | PA      | $222119.69    | 0.24%             | 2033-02-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                 | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      74139 | PA      | $53380.08     | 0.06%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                       | Shift4 Payments LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     100000 | PA      | $108968.50    | 0.12%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                   | Telefonica Emisiones SA                                                                 | CUSIP: N/A<br>LEI: 549300Y5MFC4SW5Z3K71       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $111643.34    | 0.12%             | 2031-01-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     469000 | PA      | $1956.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM4, Class A1                                                   | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |      52441 | PA      | $52716.95     | 0.06%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd.                                                     | California Buyer Ltd.                                                                   | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $111727.36    | 0.12%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $113985.26    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      79000 | PA      | $89561.88     | 0.09%             | 2031-05-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1030068 | PA      | $-169.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                          | CVR Energy, Inc.                                                                        | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20149.34     | 0.02%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                       | CUSIP: N/A<br>LEI: 5493000GJYE7GAQCUC61       | Long             | DBT              | CORP              | US        |     100000 | PA      | $117650.74    | 0.12%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Note                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -51 | NC      | $64327.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hikma Finance USA LLC                                                     | Hikma Finance USA LLC                                                                   | CUSIP: N/A<br>LEI: 213800BU7YH2WTM1QL87       | Long             | DBT              | CORP              | US        |     200000 | PA      | $198937.50    | 0.21%             | 2030-07-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      30837 | PA      | $-124.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   16817815 | PA      | $112.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahle GmbH                                                                | Mahle GmbH                                                                              | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $116872.50    | 0.12%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                          | NRG Energy, Inc.                                                                        | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99005.75     | 0.11%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                 | OBX Trust, Series 2024-NQM11, Class A1                                                  | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |      59377 | PA      | $59815.83     | 0.06%             | 2064-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Duomo Bidco SpA                                                           | Duomo Bidco SpA                                                                         | CUSIP: N/A<br>LEI: 815600BB98D60A86B243       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $113686.18    | 0.12%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Gabonese Republic                                                         | Gabon Government Bond                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GA        |     200000 | PA      | $187122.00    | 0.20%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     310045 | PA      | $-1262.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2026-NQM3, Class A1                          | CUSIP: 26846JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $248392.00    | 0.26%             | 2071-03-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     822373 | PA      | $-32.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEX Trust                                                                 | LEX Trust, Series 2026-450, Class A                                                     | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55000 | PA      | $54759.38     | 0.06%             | 2043-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96857.67     | 0.10%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing LLC                                                     | DirecTV Financing LLC                                                                   | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99533.99     | 0.11%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC                                           | Consolidated Communications LLC, Series 2025-4A, Class A2                               | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100596.56    | 0.11%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                                | Builders FirstSource, Inc.                                                              | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99854.64     | 0.11%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10444616 | PA      | $-499.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                 | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      54520 | PA      | $28404.92     | 0.03%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      45268 | PA      | $15.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2017-13A, Class AR2                                                | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250121.35    | 0.27%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4639.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYMT Loan Trust                                                           | NYMT Loan Trust, Series 2026-INV1, Class A1LC                                           | CUSIP: 62957GAC1<br>LEI: 254900Y31NJCJWYHMA05 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99550.77     | 0.11%             | 2061-02-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Swiss Franc                                                               | Swiss Franc                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CH        |        375 | OU      | $469.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Europe BV                                                      | Telefonica Europe BV                                                                    | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $120046.79    | 0.13%             | 2030-02-03      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     366000 | PA      | $353192.08    | 0.37%             | 2056-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                       | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |     140000 | PA      | $162654.73    | 0.17%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| ARES1                                                                     | ARES1, Series 2024-IND2, Class A                                                        | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100000.00    | 0.11%             | 2034-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                        | Compass Datacenters Issuer III LLC, Series 2026-1A, Class A21                           | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26000 | PA      | $25783.79     | 0.03%             | 2056-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-303.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Angola                                                        | Republic of Angola                                                                      | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $201600.00    | 0.21%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     220000 | PA      | $-960.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                              | DaVita, Inc.                                                                            | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91694.65     | 0.10%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   65769488 | PA      | $1260.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  234375291 | PA      | $-2565.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                        | A&D Mortgage Trust, Series 2024-NQM4, Class A1                                          | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-MBS          | CORP              | US        |      71973 | PA      | $72035.90     | 0.08%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2025-VIS2, Class A1B                                 | CUSIP: 46659RAB3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      92989 | PA      | $92986.76     | 0.10%             | 2055-12-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5480, Class FA             | CUSIP: 3137HHKD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      54155 | PA      | $54619.93     | 0.06%             | 2054-03-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $125.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      41190 | PA      | $39.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2334.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7045326 | PA      | $41.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dynamo Newco II GmbH                                                      | Dynamo Newco II GmbH                                                                    | CUSIP: N/A<br>LEI: 391200FDSPYB8FKV7F97       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $102508.67    | 0.11%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class APT1                             | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      38273 | PA      | $35087.96     | 0.04%             | 2053-01-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| OHS Issuer LLC                                                            | OHS Issuer LLC, Series 2026-1, Class A2                                                 | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     109908 | PA      | $107756.54    | 0.11%             | 2061-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Lune Holdings SARL                                                        | Lune Holdings SARL                                                                      | CUSIP: N/A<br>LEI: 54930003WQ56T0558M33       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $2469.76      | 0.00%             | 2028-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     106916 | PA      | $42.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                          | OneMain Financial Issuance Trust, Series 2023-2A, Class B                               | CUSIP: 68269HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $127759.79    | 0.14%             | 2036-09-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -742000 | PA      | $-651609.15   | -0.69%            | 2056-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |   17415000 | PA      | $-164.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                               | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $222040.00    | 0.24%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5505, Class FB             | CUSIP: 3137HJ6X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44343 | PA      | $44777.28     | 0.05%             | 2055-02-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| HILT Commercial Mortgage Trust                                            | HILT Commercial Mortgage Trust, Series 2024-ORL, Class A                                | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $139912.50    | 0.15%             | 2037-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2751000 | PA      | $-315.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                      | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     115000 | PA      | $119881.09    | 0.13%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $281.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                | GCAT Trust, Series 2024-INV4, Class A2                                                  | CUSIP: 367919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74353 | PA      | $74259.61     | 0.08%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $85549.36     | 0.09%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                               | Caesars Entertainment, Inc.                                                             | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98835.81     | 0.10%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2021-2, Class A                              | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $97255.56     | 0.10%             | 2033-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Yuan Renminbi                                                             | Yuan Renminbi                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CN        |      45687 | OU      | $6633.19      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5386, Class FD             | CUSIP: 3137HBXV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17392 | PA      | $17556.91     | 0.02%             | 2054-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                 | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      30811 | PA      | $171976.33    | 0.18%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    5250000 | PA      | $-96736.27    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Csmc 2022-Nqm1 Trust                                                      | CSMC Trust, Series 2022-NQM1, Class A1                                                  | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70765 | PA      | $64052.26     | 0.07%             | 2066-11-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -134000 | PA      | $-3176.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1128.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-BA, Class B                                      | CUSIP: 64032BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $99011.95     | 0.11%             | 2055-05-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance plc                                                      | Heathrow Finance plc                                                                    | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $123437.16    | 0.13%             | 2029-09-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1                         | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8055 | PA      | $7757.44      | 0.01%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Yen                                                                       | Yen                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | JP        |     976393 | OU      | $6152.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     358325 | PA      | $-378.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                                   | Albion Financing 1 SARL                                                                 | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $115840.11    | 0.12%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                          | Sealed Air Corp.                                                                        | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101253.06    | 0.11%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      46940 | PA      | $209.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC                                                                     | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93632.72     | 0.10%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -103000 | PA      | $-2386.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      73568 | PA      | $-65.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | Freedom Mortgage Holdings LLC                                                           | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101359.00    | 0.11%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1511161 | PA      | $-19.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Card Co. Ltd.                                                     | Hyundai Card Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 988400S1WSELQL3GVR75       | Long             | DBT              | CORP              | KR        |     200000 | PA      | $206124.00    | 0.22%             | 2029-04-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     400000 | PA      | $3115.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    4180423 | PA      | $244325.45    | 0.26%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     410000 | PA      | $-3980.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                         | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101214.00    | 0.11%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                     | Avantor Funding, Inc.                                                                   | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97601.35     | 0.10%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  557000000 | PA      | $121391.02    | 0.13%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     374265 | PA      | $-501.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                            | ELFI Graduate Loan Program LLC, Series 2024-A, Class A                                  | CUSIP: 28627LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      67082 | PA      | $67537.87     | 0.07%             | 2049-08-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-53.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                       | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |        510 | PA      | $501.27       | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                               | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       4330 | PA      | $3869.94      | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $252.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     907773 | PA      | $-774.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lottomatica Group SpA                                                     | Lottomatica Group SpA                                                                   | CUSIP: N/A<br>LEI: 549300R72LKEGT4EX026       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $117715.10    | 0.12%             | 2030-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2629.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-XL5, Class A                                  | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76411 | PA      | $76498.25     | 0.08%             | 2041-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                          | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    1450000 | PA      | $67564.24     | 0.07%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                          | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5153.08      | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Canadian Dollar                                                           | Canadian Dollar                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |       8352 | OU      | $6004.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG                                                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $114015.82    | 0.12%             | 2029-06-16      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $577.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2018-C, Class A2A                              | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |      20444 | PA      | $20361.87     | 0.02%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   66400000 | PA      | $10505.90     | 0.01%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2025-167G, Class E                                    | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $19906.16     | 0.02%             | 2040-08-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      63984 | PA      | $-330.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5471, Class FM             | CUSIP: 3137HHJ85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     173876 | PA      | $174985.38    | 0.19%             | 2054-11-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                       | Hilton Domestic Operating Co., Inc.                                                     | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90867.01     | 0.10%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2023-A, Class A1B                              | CUSIP: 78450QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      65833 | PA      | $66294.92     | 0.07%             | 2053-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM5, Class A1              | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85994 | PA      | $86096.01     | 0.09%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                         | Corp. Nacional del Cobre de Chile                                                       | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |     200000 | PA      | $187524.00    | 0.20%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1648.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                           | Nissan Motor Acceptance Co. LLC                                                         | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98285.43     | 0.10%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MHP                                                                       | MHP Commercial Mortgage Trust, Series 2021-STOR, Class A                                | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $124921.88    | 0.13%             | 2038-07-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                            | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     700707 | PA      | $17446.56     | 0.02%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                     | Albertsons Cos., Inc.                                                                   | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $101252.31    | 0.11%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                          | UWM Holdings LLC                                                                        | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $18213.71     | 0.02%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2023-1, Class A1                                       | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51293 | PA      | $51175.50     | 0.05%             | 2068-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Bracken MidCo1 plc                                                        | Bracken MidCo1 plc                                                                      | CUSIP: N/A<br>LEI: 213800AFGHKES7J58805       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $130642.52    | 0.14%             | 2027-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-38, Class FE     | CUSIP: 3136BR4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98481 | PA      | $98893.76     | 0.10%             | 2054-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                            | Teva Pharmaceutical Finance Netherlands III BV                                          | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      40000 | PA      | $39613.20     | 0.04%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                                            | Olympus Water US Holding Corp.                                                          | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |     100000 | PA      | $111101.09    | 0.12%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance BV                                                 | Darling Global Finance BV                                                               | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $115014.35    | 0.12%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1713.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-440.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                   | Kingdom of Saudi Arabia                                                                 | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     200000 | PA      | $200075.00    | 0.21%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1361.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gruppo San Donato SpA                                                     | Gruppo San Donato SpA                                                                   | CUSIP: N/A<br>LEI: 8156003649DB0704FC22       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $112117.45    | 0.12%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                 | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      98667 | PA      | $45189.49     | 0.05%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     559541 | PA      | $499.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5470, Class AF             | CUSIP: 3137HHC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     160915 | PA      | $161411.25    | 0.17%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-INV1, Class A1                                  | CUSIP: 92540FAA8<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |      68283 | PA      | $68682.50     | 0.07%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                        | Venture Global Plaquemines LNG LLC                                                      | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15887.28     | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                 | Versant Media Group, Inc.                                                               | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8187.21      | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association Variable Rate Notes, Series 2024-51, Class TF  | CUSIP: 38384KUP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19034 | PA      | $19089.82     | 0.02%             | 2054-03-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer LLC                                                      | FS Rialto Issuer LLC, Series 2025-FL10, Class A                                         | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99785.23     | 0.11%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                    | EDP SA                                                                                  | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | DBT              | CORP              | PT        |     100000 | PA      | $111066.41    | 0.12%             | 2055-12-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Elior Group SA                                                            | Elior Group SA                                                                          | CUSIP: N/A<br>LEI: 969500LYSYS0E800SQ95       | Long             | DBT              | CORP              | FR        |     101000 | PA      | $117826.23    | 0.12%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance SARL                                             | Arena Luxembourg Finance SARL                                                           | CUSIP: N/A<br>LEI: 222100KX2LPK5KRSIG74       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $115250.45    | 0.12%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                            | PMT Loan Trust, Series 2026-CNF1, Class A1                                              | CUSIP: 729920AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98264 | PA      | $96206.60     | 0.10%             | 2057-01-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1073597 | PA      | $984.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                 | Commercial Mortgage Trust, Series 2025-167G, Class A                                    | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47000 | PA      | $46814.03     | 0.05%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2740290 | PA      | $-207.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                                 | Darling Ingredients, Inc.                                                               | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100698.80    | 0.11%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Long Bond                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          4 | NC      | $-1138.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Froneri Lux FinCo SARL                                                    | Froneri Lux FinCo SARL                                                                  | CUSIP: N/A<br>LEI: 9845005YBZ75E5AA3B94       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $109184.60    | 0.12%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $499.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-INV2, Class A1                                  | CUSIP: 92540NAA1<br>LEI: 2138002Y4WGHSN8NFF24 | Long             | ABS-MBS          | CORP              | US        |      72625 | PA      | $72707.10     | 0.08%             | 2069-08-26      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                    | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $109047.37    | 0.12%             | 2032-02-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $331.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                                                  | Green Lakes Park CLO LLC, Series 2025-1A, Class ARR                                     | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $249506.90    | 0.26%             | 2038-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Letras do Tesouro Nacional Treasury Bills                                               | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |        386 | PA      | $72159.13     | 0.08%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5508, Class FE             | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28402 | PA      | $28726.49     | 0.03%             | 2055-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2019-17A, Class AR2                                                | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250105.85    | 0.27%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                | CSMC Trust, Series 2021-NQM6, Class A1                                                  | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48910 | PA      | $42160.17     | 0.04%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                                 | CBAM Ltd., Series 2020-13A, Class A                                                     | CUSIP: 12511AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250307.38    | 0.27%             | 2034-01-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     121681 | PA      | $154.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                       | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      39000 | PA      | $9184.50      | 0.01%             | 2024-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                      | JPMorgan Chase & Co.                                                                    | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      35000 | PA      | $32963.40     | 0.03%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                 | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      21826 | PA      | $101073.57    | 0.11%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                        | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A                           | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99894.56     | 0.11%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-123.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      97429 | PA      | $117.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                           | Whirlpool Corp.                                                                         | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6632.00      | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Shentel Issuer LLC                                                        | Shentel Issuer LLC, Series 2025-1A, Class A2                                            | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      30000 | PA      | $30226.97     | 0.03%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2017-2, Class A7                                     | CUSIP: 46648HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83677 | PA      | $76072.11     | 0.08%             | 2047-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                 | MGM Resorts International                                                               | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100592.50    | 0.11%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     405205 | PA      | $84.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $633.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ocado Group plc                                                           | Ocado Group plc                                                                         | CUSIP: N/A<br>LEI: 213800LO8F61YB8MBC74       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $130264.66    | 0.14%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                       | Post Holdings, Inc.                                                                     | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96000.47     | 0.10%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                         | Standard Building Solutions, Inc.                                                       | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100051.70    | 0.11%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     218704 | PA      | $24.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC                                                                | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102596.29    | 0.11%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-752.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM Trust                                                                 | CIM Trust, Series 2025-I1, Class M1                                                     | CUSIP: 12571DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100555.77    | 0.11%             | 2069-10-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                               | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96236.90     | 0.10%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                                          | Bonos y Obligaciones del Estado                                                         | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     206000 | PA      | $236535.27    | 0.25%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                         | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $94900.91     | 0.10%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1470.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                                         | Gen Digital, Inc.                                                                       | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100101.20    | 0.11%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -202000 | PA      | $-1877.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                | Cloud Software Group, Inc.                                                              | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96467.36     | 0.10%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8935590 | PA      | $-1484.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maxam Prill SARL                                                          | Maxam Prill SARL                                                                        | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $228454.85    | 0.24%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                     | ARI Fleet Lease Trust, Series 2023-B, Class A3                                          | CUSIP: 04033GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101495.94    | 0.11%             | 2032-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| New Knoxville Local School District                                       | New Knoxville Local School District                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       8085 | NS      | $12148.56     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                     | Nissan Motor Co. Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $114999.74    | 0.12%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5294.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     360108 | PA      | $-2382.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                     | Allwyn Entertainment Financing UK plc                                                   | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      90000 | PA      | $107537.39    | 0.11%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.                                       | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class AR                          | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99789.90     | 0.11%             | 2034-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                 | Millrose Properties, Inc.                                                               | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99968.89     | 0.11%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-56.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                                               | Delek Logistics Partners LP                                                             | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7057.87      | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                     | DirecTV Financing LLC                                                                   | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $18957.73     | 0.02%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-C, Class B                                | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      64453 | PA      | $62942.87     | 0.07%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3715482 | PA      | $183.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                                             | Nidda Healthcare Holding GmbH                                                           | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $117541.93    | 0.12%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3540.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paprec Holding SA                                                         | Paprec Holding SA                                                                       | CUSIP: N/A<br>LEI: 969500ASAFSVN9KVC873       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113347.45    | 0.12%             | 2030-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      90254 | PA      | $-6.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2024-CNYN, Class A                                                     | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106944 | PA      | $106979.97    | 0.11%             | 2041-04-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $281.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colombian Peso                                                            | Colombian Peso                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CO        |   87141191 | OU      | $23720.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Point Broadband Funding LLC                                               | Point Broadband Funding LLC, Series 2025-1A, Class A2                                   | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      75000 | PA      | $75055.17     | 0.08%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi United Arab Emirates                                 | United Arab Emirates Government Bond                                                    | CUSIP: N/A<br>LEI: 213800FER4348CINTA77       | Long             | DBT              | NUSS              | AE        |     200000 | PA      | $202200.00    | 0.21%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     618930 | PA      | $-88.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     228600 | PA      | $2219.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                       | Volkswagen International Finance NV                                                     | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $231055.57    | 0.25%             | 2033-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                    | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A2                         | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6614 | PA      | $6621.77      | 0.01%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9484.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association Variable Rate Notes, Series 2024-125, Class HF | CUSIP: 38384VMP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      73769 | PA      | $74008.08     | 0.08%             | 2054-08-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                       | Rocket Mortgage LLC                                                                     | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94699.23     | 0.10%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                   | Level 3 Financing, Inc.                                                                 | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33778.33     | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                            | PMT Loan Trust, Series 2024-INV1, Class A3                                              | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80355 | PA      | $80157.31     | 0.09%             | 2059-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2026-NQM1, Class A1                                  | CUSIP: 46660DAE5<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-MBS          | CORP              | US        |      62435 | PA      | $61769.78     | 0.07%             | 2066-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1475.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10660.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-63, Class FH     | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30494 | PA      | $30662.46     | 0.03%             | 2054-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                              | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class E                                 | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $30813.00     | 0.03%             | 2029-11-10      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LI Ltd.                                              | Madison Park Funding LI Ltd., Series 2021-51A, Class A1R                                | CUSIP: 55821GAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249837.13    | 0.26%             | 2038-10-19      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                 | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |       8001 | PA      | $44658.81     | 0.05%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -3131000 | PA      | $-11911.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Philippine Peso                                                           | Philippine Peso                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PH        |     378090 | OU      | $6223.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -3250747 | PA      | $-9550.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                 | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     101631 | PA      | $117302.47    | 0.12%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1732.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRET Trust                                                                | PRET Trust, Series 2025-RPL1, Class A1                                                  | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89593 | PA      | $87085.87     | 0.09%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2962648 | PA      | $-927.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                     | Banque Federative du Credit Mutuel SA                                                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $104684.72    | 0.11%             | 2030-06-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     468000 | PA      | $372.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-838.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                 | Seagate Data Storage Technology Pte. Ltd.                                               | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     100000 | PA      | $111140.80    | 0.12%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   28939442 | PA      | $-92.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Power Corp. SA                                                     | Public Power Corp. SA                                                                   | CUSIP: N/A<br>LEI: 213800T9Y5XCOVRZ4Y57       | Long             | DBT              | CORP              | GR        |     100000 | PA      | $114238.30    | 0.12%             | 2030-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -176475 | PA      | $-1889.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $302.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                       | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      29000 | PA      | $6829.50      | 0.01%             | 2025-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                                            | Czech Republic                                                                          | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     480000 | PA      | $19393.69     | 0.02%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                               | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       3045 | PA      | $2306.59      | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     193000 | PA      | $-753.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                       | Iron Mountain, Inc.                                                                     | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101921.10    | 0.11%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    1899121 | PA      | $104840.12    | 0.11%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                  | BX Trust, Series 2022-IND, Class A                                                      | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82048 | PA      | $82048.47     | 0.09%             | 2037-04-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                   | IMCD NV                                                                                 | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $114129.20    | 0.12%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                              | Acrisure LLC                                                                            | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96362.31     | 0.10%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                            | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |     106000 | PA      | $120573.94    | 0.13%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      88416 | PA      | $70.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5594.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust LLC                                         | Radian Mortgage Capital Trust LLC, Series 2024-J1, Class A8                             | CUSIP: 75023DAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29807 | PA      | $29831.34     | 0.03%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust                                             | Nomura Resecuritization Trust, Series 2014-8R, Class 1A2                                | CUSIP: 65540QAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45859 | PA      | $43997.93     | 0.05%             | 2036-10-26      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                                               | Progroup AG                                                                             | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |     141000 | PA      | $159526.54    | 0.17%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   65962945 | PA      | $1296.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                      | Cross Mortgage Trust, Series 2024-H2, Class A1                                          | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58813 | PA      | $59135.91     | 0.06%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco plc                                                        | Pinnacle Bidco plc                                                                      | CUSIP: N/A<br>LEI: 2138006Z5V8OBL2A2Q06       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $137260.93    | 0.15%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NYMT Loan Trust                                                           | NYMT Loan Trust, Series 2025-CP1, Class A1                                              | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |      91700 | PA      | $88243.02     | 0.09%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1143.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-53.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Czech Koruna                                                              | Czech Koruna                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CZ        |     394275 | OU      | $18568.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                 | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      70536 | PA      | $32234.95     | 0.03%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     405115 | PA      | $-7.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                     | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      24000 | PA      | $24081.60     | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Post CLO VI Ltd.                                                          | Post CLO VI Ltd., Series 2024-2A, Class A1                                              | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250171.38    | 0.27%             | 2038-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     361489 | PA      | $235.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                      | American Tower Corp.                                                                    | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19854.74     | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                 | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |      35534 | PA      | $198317.17    | 0.21%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                       | Boels Topholding BV                                                                     | CUSIP: N/A<br>LEI: 724500V913SEHSEW2O75       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116130.54    | 0.12%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                | Avis Budget Car Rental LLC                                                              | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98841.00     | 0.10%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                      | Flutter Treasury DAC                                                                    | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |     100000 | PA      | $111564.01    | 0.12%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CarVal CLO X-C Ltd.                                                       | CarVal CLO X-C Ltd., Series 2024-2A, Class A                                            | CUSIP: 146918AA5<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $250013.95    | 0.27%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                 | FMC Corp.                                                                               | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      97000 | PA      | $62454.39     | 0.07%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $209262.60    | 0.22%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                       | American Axle & Manufacturing, Inc.                                                     | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      62000 | PA      | $61922.19     | 0.07%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $332.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                    | Sequoia Mortgage Trust, Series 2024-HYB1, Class A1A                                     | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62001 | PA      | $61906.39     | 0.07%             | 2063-11-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1778.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                           | LCM Investments Holdings II LLC                                                         | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97310.64     | 0.10%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 413, Class F26             | CUSIP: 3133Q3LJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      66507 | PA      | $67053.18     | 0.07%             | 2054-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                                | MAIN Trust, Series 2026-OLAS, Class F                                                   | CUSIP: 56036BAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99998.53     | 0.11%             | 2041-01-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                        | Cipher Compute LLC                                                                      | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4000 | PA      | $4144.12      | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 41 Ltd.                                       | Octagon Investment Partners 41 Ltd., Series 2019-2A, Class A1R2                         | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249632.58    | 0.26%             | 2033-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     129888 | PA      | $-580.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     132544 | PA      | $56.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                      | Clear Channel Outdoor Holdings, Inc.                                                    | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      21000 | PA      | $22001.60     | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                              | OCP CLO Ltd., Series 2021-23A, Class D1R2                                               | CUSIP: 671026BE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $241881.80    | 0.26%             | 2039-01-17      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                                                | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class AR                                   | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250146.60    | 0.27%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                  | IPD 3 BV                                                                                | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $108550.77    | 0.12%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                              | Navient Refinance Loan Trust, Series 2025-B, Class A                                    | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      86409 | PA      | $85840.11     | 0.09%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4358.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Adler Financing SARL                                                      | ADLER Financing SARL                                                                    | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |     182737 | PA      | $233545.87    | 0.25%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                               | SV RNO Property Owner 1 LLC                                                             | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      44000 | PA      | $43493.67     | 0.05%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| College Avenue Student Loans LLC                                          | College Avenue Student Loans LLC, Series 2021-A, Class A1                               | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32441 | PA      | $32378.68     | 0.03%             | 2051-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                              | Tallgrass Energy Partners LP                                                            | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102873.70    | 0.11%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2018-3A, Class A1R                                        | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      54614 | PA      | $54591.34     | 0.06%             | 2030-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                      | NOVA Chemicals Corp.                                                                    | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $97278.00     | 0.10%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-96, Class FA     | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34841 | PA      | $35108.53     | 0.04%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                      | Deephaven Residential Mortgage Trust, Series 2024-1, Class A1                           | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66399 | PA      | $66905.58     | 0.07%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2026-XL6, Class E                                  | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99376.82     | 0.11%             | 2043-03-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                         | Alliant Holdings Intermediate LLC                                                       | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $100851.21    | 0.11%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                   | CUSIP: 65339KDU1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $111286.87    | 0.12%             | 2056-05-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                               | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       2190 | PA      | $1935.41      | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    5272817 | PA      | $-19.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2025-BA, Class C                                      | CUSIP: 64032BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $98375.56     | 0.10%             | 2055-05-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Class FH                          | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24431 | PA      | $24696.44     | 0.03%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                  | Venture Global LNG, Inc.                                                                | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     131000 | PA      | $136236.77    | 0.14%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      38000 | PA      | $37970.74     | 0.04%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1222.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                              | Antero Midstream Partners LP                                                            | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99679.37     | 0.11%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                               | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19723.51     | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -372000 | PA      | $-4554.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-500.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     237000 | PA      | $1380.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                         | EMRLD Borrower LP                                                                       | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101705.90    | 0.11%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     116046 | PA      | $-299.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-863.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-94.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     237049 | PA      | $455.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                | Tennessee Valley Authority                                                              | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      60000 | PA      | $59070.69     | 0.06%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-202.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2025-AA, Class C                                 | CUSIP: 567920AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100887.47    | 0.11%             | 2038-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| DC Trust                                                                  | DC Trust, Series 2024-HLTN, Class D                                                     | CUSIP: 24022FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99147.21     | 0.11%             | 2040-04-13      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56674.66     | 0.06%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      60888 | PA      | $10.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     162857 | PA      | $92.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-57.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                     | Republic of Indonesia                                                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  829000000 | PA      | $48617.35     | 0.05%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     522066 | PA      | $40.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| gategroup Finance Luxembourg SA                                           | gategroup Finance Luxembourg SA                                                         | CUSIP: N/A<br>LEI: 529900Q1OR7LI4GOGW68       | Long             | DBT              | CORP              | LU        |      50000 | PA      | $62760.78     | 0.07%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                             | Starwood Property Trust, Inc.                                                           | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102962.90    | 0.11%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                            | Park Intermediate Holdings LLC                                                          | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95989.63     | 0.10%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1093.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    3336000 | PA      | $612.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Long Gilt                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          1 | NC      | $-6397.86     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2904622 | PA      | $-175.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  118922160 | PA      | $-1419.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $324.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIRA Trust                                                                | MIRA Trust, Series 2023-MILE, Class A                                                   | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102650.39    | 0.11%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    8861514 | PA      | $-820.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                                      | Eaton Vance CLO Ltd., Series 2019-1A, Class AR2                                         | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250133.85    | 0.27%             | 2037-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $85.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                           | Republic Finance Issuance Trust, Series 2024-B, Class A                                 | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101263.67    | 0.11%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2022-A, Class APT                              | CUSIP: 78450FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      67301 | PA      | $63237.04     | 0.07%             | 2054-11-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                 | Towd Point Mortgage Trust, Series 2024-CES6, Class A1                                   | CUSIP: 891947AA1<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-O            | CORP              | US        |      70380 | PA      | $70630.50     | 0.07%             | 2064-11-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NatWest Group plc                                                                       | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $263125.06    | 0.28%             | 2032-02-28      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| LQR Trust                                                                 | LQR Trust, Series 2025-CALI, Class A                                                    | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35000 | PA      | $34760.40     | 0.04%             | 2043-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -3250747 | PA      | $-270.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-469.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                          | OneMain Financial Issuance Trust, Series 2023-2A, Class A2                              | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $125780.84    | 0.13%             | 2036-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      99266 | PA      | $-126.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                                   | CIT Mortgage Loan Trust, Series 2007-1, Class 2M2                                       | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $98055.88     | 0.10%             | 2037-10-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     439000 | PA      | $-2179.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1208.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   42000000 | PA      | $8345.92      | 0.01%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dreyfus Treasury Securities Cash Management                               | Dreyfus Treasury Securities Cash Management                                             | CUSIP: 261941108<br>LEI: 549300U78VESCW509025 | Long             | STIV             | RF                | US        |   18776785 | NS      | $18776785.08  | 19.91%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    4520000 | PA      | $71917.12     | 0.08%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LYB International Finance II BV                                           | LYB International Finance II BV                                                         | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |      10000 | PA      | $9901.84      | 0.01%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2024-NQM7, Class A1                             | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-MBS          | CORP              | US        |      97746 | PA      | $98061.71     | 0.10%             | 2064-10-27      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |    -103000 | PA      | $-785.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   16817815 | PA      | $95.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                            | British Telecommunications plc                                                          | CUSIP: N/A<br>LEI: 549300OWFMSO9NYV4H90       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $138875.78    | 0.15%             | 2083-12-20      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                    | Sequoia Mortgage Trust, Series 2025-12, Class A5                                        | CUSIP: 81749XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96008 | PA      | $95180.14     | 0.10%             | 2055-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 46 Ltd.                                | Neuberger Berman Loan Advisers CLO 46 Ltd., Series 2021-46A, Class DR                   | CUSIP: 64134QAQ0<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $245615.05    | 0.26%             | 2037-01-20      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                             | Asbury Automotive Group, Inc.                                                           | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94701.21     | 0.10%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centrica plc                                                              | Centrica plc                                                                            | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $132690.90    | 0.14%             | 2055-05-21      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2036234.12   | 2.16%             | 2056-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                        | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      50000 | PA      | $14874.57     | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2022-D, Class B                                | CUSIP: 78454XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56473 | PA      | $57931.53     | 0.06%             | 2058-10-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                                 | OAK-Eagle Acquireco, Inc.                                                               | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      26000 | PA      | $26938.46     | 0.03%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                          | CCO Holdings LLC                                                                        | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      32000 | PA      | $31963.81     | 0.03%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     630698 | PA      | $1441.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-872.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2302776 | PA      | $2347284.05   | 2.49%             | 2056-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                               | Hudson Yards Mortgage Trust, Series 2019-30HY, Class A                                  | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $95041.76     | 0.10%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Tunisian Republic                                                         | Tunisian Republic                                                                       | CUSIP: N/A<br>LEI: 254900B5LFB16S9T2T11       | Long             | DBT              | NUSS              | TN        |     100000 | PA      | $114883.40    | 0.12%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP                                               | USA Compression Partners LP                                                             | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $6977.99      | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                    | Republic of Paraguay                                                                    | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  180000000 | PA      | $27337.56     | 0.03%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                   | Quikrete Holdings, Inc.                                                                 | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101564.00    | 0.11%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                 | XPLR Infrastructure Operating Partners LP                                               | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102916.60    | 0.11%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                 | Ford Motor Credit Co. LLC                                                               | CUSIP: N/A<br>LEI: UDSQCVRUX5BONN0VY111       | Long             | DBT              | CORP              | US        |     120000 | PA      | $135137.79    | 0.14%             | 2029-05-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | 3-mo. SOFR                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          5 | NC      | $-1182.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Brazilian Real                                                            | Brazilian Real                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | BR        |     342012 | OU      | $66027.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-197.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Harvest Commercial Capital Loan Trust                                     | Harvest Commercial Capital Loan Trust, Series 2024-1, Class A                           | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79988 | PA      | $81318.79     | 0.09%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Zegona Finance plc                                                        | Zegona Finance plc                                                                      | CUSIP: N/A<br>LEI: 254900B3KC1SS7T2TE92       | Long             | DBT              | CORP              | GB        |     180000 | PA      | $215922.04    | 0.23%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     240333 | PA      | $-137.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2024-BA, Class C                                 | CUSIP: 56847GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101224.81    | 0.11%             | 2038-11-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                            | Carnival Corp.                                                                          | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      61000 | PA      | $60980.16     | 0.06%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                  | Retained Vantage Data Centers Issuer LLC, Series 2025-1A, Class A2A                     | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      28000 | PA      | $27378.84     | 0.03%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     279304 | PA      | $-1797.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $878179.45    | 0.93%             | 2056-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-6.35        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 10-Year Ultra Note                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -11 | NC      | $17170.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      76568 | PA      | $-334.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM2, Class A1                             | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |     117582 | PA      | $118204.84    | 0.13%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4432.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                               | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |     101000 | PA      | $93126.12     | 0.10%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                           | Goldman Sachs Group, Inc. (The)                                                         | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      60000 | PA      | $67397.10     | 0.07%             | 2033-08-17      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-552.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                                            | Univision Communications, Inc.                                                          | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101499.20    | 0.11%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      57438 | PA      | $-100.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                 | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       2368 | PA      | $1382.91      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cali                                                                      | Cali, Series 2024-SUN, Class A                                                          | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100000.00    | 0.11%             | 2041-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                          | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57414.69     | 0.06%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                            | EchoStar Corp.                                                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $108025.08    | 0.11%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-80371.64    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                    | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $211150.00    | 0.22%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MF1 LLC                                                                   | MF1 LLC, Series 2026-FL21, Class A                                                      | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99628.17     | 0.11%             | 2041-02-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-BRBK, Class A                                 | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135000 | PA      | $134662.50    | 0.14%             | 2041-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Euro-OAT                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          2 | NC      | $-6971.66     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Noble Finance II LLC                                                      | Noble Finance II LLC                                                                    | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $102958.67    | 0.11%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International SARL                                          | Cirsa Finance International SARL                                                        | CUSIP: N/A<br>LEI: 254900KUJN6DHWH2K029       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $115046.27    | 0.12%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Unique Pub Finance Co. plc (The)                                          | Unique Pub Finance Co. plc (The), Series N                                              | CUSIP: N/A<br>LEI: 213800FOMWLKHQTI5562       | Long             | ABS-O            | CORP              | GB        |      27738 | PA      | $37702.85     | 0.04%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Forint                                                                    | Forint                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | HU        |    2998963 | OU      | $9017.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Dollar                                                          | Singapore Dollar                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | SG        |       1565 | OU      | $1217.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Media Corp.                                                         | Lamar Media Corp.                                                                       | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $98808.63     | 0.10%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                        | Aston Martin Capital Holdings Ltd.                                                      | CUSIP: N/A<br>LEI: 213800H4GKEF3CJ8C774       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $101573.06    | 0.11%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury 2-Year Note                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        131 | NC      | $-128488.81   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-TWA, Class A                                            | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100712.23    | 0.11%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                               | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       2319 | PA      | $2139.28      | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                                             | Tenneco, Inc.                                                                           | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99644.33     | 0.11%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                  | Comstock Resources, Inc.                                                                | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98703.28     | 0.10%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2025-1, Class A1                                       | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |     110015 | PA      | $110608.69    | 0.12%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3076.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2769.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     599423 | PA      | $-7.99        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                            | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class A                               | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $60018.75     | 0.06%             | 2041-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    4134489 | PA      | $228940.19    | 0.24%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                  | Advance Auto Parts, Inc.                                                                | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101280.00    | 0.11%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust, Series 2026-NQM1, Class A1LC                                | CUSIP: 46660DAB1<br>LEI: 529900PEVYDPZXGGUW77 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99153.24     | 0.11%             | 2066-06-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                                | National Bank of Greece SA                                                              | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | DBT              | CORP              | GR        |     100000 | PA      | $120881.39    | 0.13%             | 2035-06-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     596475 | PA      | $63.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                             | Six Flags Entertainment Corp.                                                           | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96281.52     | 0.10%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     132685 | PA      | $-2223.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     504659 | PA      | $13751.01     | 0.01%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-13, Class FB     | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     251931 | PA      | $253627.16    | 0.27%             | 2055-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance SARL                                                 | ION Platform Finance SARL                                                               | CUSIP: N/A<br>LEI: 6488IU1F9M51Z3P60R77       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $95793.90     | 0.10%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $335.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1462600 | PA      | $5880.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL Trust                                                               | BAMLL Trust, Series 2024-BHP, Class A                                                   | CUSIP: 05493WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $90012.47     | 0.10%             | 2039-08-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                              | Discovery Communications LLC                                                            | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $72298.00     | 0.08%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2865.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                  | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $161887.26    | 0.17%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     293000 | PA      | $55.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      69641 | PA      | $-300.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edge Finco plc                                                            | Edge Finco plc                                                                          | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136534.71    | 0.14%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $618.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                                      | BBCMS Mortgage Trust, Series 2025-C35, Class D                                          | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29000 | PA      | $22597.42     | 0.02%             | 2058-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                        | MCR Mortgage Trust, Series 2024-HTL, Class A                                            | CUSIP: 55286PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80569 | PA      | $80468.50     | 0.09%             | 2037-02-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     122102 | PA      | $17.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                         | Lebanese Republic                                                                       | CUSIP: N/A<br>LEI: 529900QPC4K9S1KHL354       | Long             | DBT              | NUSS              | LB        |      39000 | PA      | $9184.50      | 0.01%             | 2027-03-23      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                                     | OHA Loan Funding Ltd., Series 2015-1A, Class A1R4                                       | CUSIP: 67109BDN1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249915.25    | 0.27%             | 2038-10-19      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5448, Class CF             | CUSIP: 3137HFLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     112043 | PA      | $112367.86    | 0.12%             | 2054-09-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                       | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      14773 | PA      | $12557.05     | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                           | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $110324.33    | 0.12%             | 2031-03-16      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Co. SA                                                    | Cellnex Finance Co. SA                                                                  | CUSIP: N/A<br>LEI: 549300OUROMFTRFA7T23       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $110800.71    | 0.12%             | 2036-01-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2015-1A, Class A3                           | CUSIP: 64829CAD0<br>LEI: 549300RCJSGOC0A85G53 | Long             | ABS-MBS          | CORP              | US        |       6449 | PA      | $6196.33      | 0.01%             | 2052-05-28      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                               | VEGAS Trust, Series 2024-TI, Class A                                                    | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $60124.24     | 0.06%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                 | SHR Trust, Series 2024-LXRY, Class A                                                    | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99875.00     | 0.11%             | 2041-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP                                                                               | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96403.88     | 0.10%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2258.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                                         | Republic of Ghana                                                                       | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       2299 | PA      | $1934.14      | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                                         | Buoni Poliennali del Tesoro                                                             | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     314000 | PA      | $357932.73    | 0.38%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                  | Government National Mortgage Association Variable Rate Notes, Series 2024-96, Class FL  | CUSIP: 38384PC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34194 | PA      | $34338.94     | 0.04%             | 2054-06-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-31, Class FA     | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     160064 | PA      | $161117.95    | 0.17%             | 2054-06-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-130.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2023-3, Class A2                                       | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |      52341 | PA      | $52639.63     | 0.06%             | 2068-09-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2452.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | Mex Bonos Desarr Fix Rt                                                                 | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |        394 | PA      | $2193.63      | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     136765 | PA      | $-66.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-88, Class FC     | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27227 | PA      | $27435.18     | 0.03%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-9, Class B1                                       | CUSIP: 12675LAG7<br>LEI: 2138009YFK2M431KTX57 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99780.95     | 0.11%             | 2070-09-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Republic of Colombia                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  552400000 | PA      | $133442.35    | 0.14%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2024-R1, Class A1                                    | CUSIP: 924926AA6<br>LEI: 213800A8V9BALJ9WKP38 | Long             | ABS-MBS          | CORP              | US        |      76391 | PA      | $76580.46     | 0.08%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2026-NQM3, Class A1                         | CUSIP: 64832PAE4<br>LEI: 213800BXPAJOYIE7S264 | Long             | ABS-MBS          | CORP              | US        |      99144 | PA      | $98205.95     | 0.10%             | 2066-02-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F060642<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1900000 | PA      | $-1936723.20  | -2.05%            | 2056-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4794.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                             | Nota Do Tesouro Nacional                                                                | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       3432 | PA      | $645597.44    | 0.68%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HOMES Trust                                                               | Homes Trust, Series 2025-NQM5, Class B1                                                 | CUSIP: 43762CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99158.81     | 0.11%             | 2070-09-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A3                         | CUSIP: 64828EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      93212 | PA      | $89840.93     | 0.10%             | 2059-09-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1423842 | PA      | $108.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                                     | United Mexican States                                                                   | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $202400.00    | 0.21%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                           | Ardagh Group SA                                                                         | CUSIP: N/A<br>LEI: 6354006L1NWUUOPYX274       | Long             | DBT              | CORP              | LU        |      76182 | PA      | $79881.32     | 0.08%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-302.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS                                                                        | FS ORL, Series 2026-ORL, Class A                                                        | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99812.50     | 0.11%             | 2041-02-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                          | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |     120000 | PA      | $133370.36    | 0.14%             | 2036-11-07      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux Midco SARL                                               | Lion/Polaris Lux Midco SARL                                                             | CUSIP: N/A<br>LEI: 984500B6N8F6E153B579       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $115348.36    | 0.12%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2023-6, Class A2                                       | CUSIP: 03464UAB2<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |      58111 | PA      | $58248.65     | 0.06%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     406024 | PA      | $-2415.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                            | Alphabet, Inc.                                                                          | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107431.06    | 0.11%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                 | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      37818 | PA      | $20081.36     | 0.02%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $22.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2024-INV2, Class B1                                    | CUSIP: 12622SAE1<br>LEI: 2138001M5YM45SK1QW14 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101232.98    | 0.11%             | 2069-05-25      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| CRSNT Trust                                                               | CRSNT Trust, Series 2026-MOON, Class A                                                  | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99562.50     | 0.11%             | 2031-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-643.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-A, Class APT2                                    | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26964 | PA      | $25687.81     | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | EUR/USD One-touch barrier option; Barrier price EUR 1.12500                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | DE        |      11900 | PA      | $1871.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7385.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                    | Lendmark Funding Trust, Series 2024-1A, Class D                                         | CUSIP: 52603DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     110000 | PA      | $111439.63    | 0.12%             | 2032-06-21      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2026-R1, Class A1LC                                  | CUSIP: 924932AE6<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99499.41     | 0.11%             | 2067-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     571508 | PA      | $-23.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAIN Trust                                                                | MAIN Trust, Series 2026-OLAS, Class A                                                   | CUSIP: 56036BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99999.47     | 0.11%             | 2041-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                               | PRKCM Trust, Series 2026-AFC1, Class A1                                                 | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99510 | PA      | $98461.97     | 0.10%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Bubbles Bidco SpA                                                         | Bubbles Bidco SpA                                                                       | CUSIP: N/A<br>LEI: 815600136D7200E49057       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $115627.93    | 0.12%             | 2031-09-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-126.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2024-3, Class A1                                       | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73742 | PA      | $73303.30     | 0.08%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                      | Mehilainen Yhtiot Oy                                                                    | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |     200000 | PA      | $230364.97    | 0.24%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NYMT Trust                                                                | NYMT Trust, Series 2024-RR1, Class A                                                    | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86353 | PA      | $85807.27     | 0.09%             | 2064-05-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                                                | PRPM Trust, Series 2025-NQM3, Class A1                                                  | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89113 | PA      | $89426.69     | 0.09%             | 2070-05-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                                                | Vmed O2 UK Financing I plc                                                              | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $172073.26    | 0.18%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 10 Ltd.                                 | GoldenTree Loan Management US CLO 10 Ltd., Series 2021-10A, Class DR                    | CUSIP: 38138TAY7<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $248740.75    | 0.26%             | 2037-10-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $809.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenet Finance Luxembourg Notes SARL                                     | Telenet Finance Luxembourg Notes SARL                                                   | CUSIP: N/A<br>LEI: 2138007RI9GLJPCC3E25       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $196264.00    | 0.21%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                    | Mineral Resources Ltd.                                                                  | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $101276.92    | 0.11%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Grand City Properties SA                                                  | Grand City Properties SA                                                                | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $113251.95    | 0.12%             | 2026-04-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                        | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $119163.96    | 0.13%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    2434000 | PA      | $34.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program LLC                                            | ELFI Graduate Loan Program LLC, Series 2023-A, Class A                                  | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      70206 | PA      | $72369.35     | 0.08%             | 2048-02-04      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                          | Gray Media, Inc.                                                                        | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99993.65     | 0.11%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     -44000 | PA      | $-67.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux Midco SARL                                               | Lion/Polaris Lux Midco SARL                                                             | CUSIP: N/A<br>LEI: 984500B6N8F6E153B579       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $115348.36    | 0.12%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-MF, Class A                                   | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110682 | PA      | $110647.23    | 0.12%             | 2039-02-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     291595 | PA      | $-523.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DK Trust                                                                  | DK Trust, Series 2024-SPBX, Class D                                                     | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99968.75     | 0.11%             | 2034-03-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Alstria SARL                                                              | Alstria SARL                                                                            | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $228894.74    | 0.24%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   11000000 | PA      | $328.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5458, Class DF             | CUSIP: 3137HFWR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     192896 | PA      | $193483.14    | 0.21%             | 2054-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Stonegate Pub Co. Financing plc                                           | Stonegate Pub Co. Financing plc                                                         | CUSIP: N/A<br>LEI: 254900L5266ML3505282       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $131049.95    | 0.14%             | 2029-07-31      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                                         | PennyMac Financial Services, Inc.                                                       | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102296.60    | 0.11%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                          | Boeing Co. (The)                                                                        | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19689.41     | 0.02%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                      | Titulos de Tesoreria                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   83400000 | PA      | $21560.01     | 0.02%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $332.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO XXI Ltd.                                                  | Sound Point CLO XXI Ltd., Series 2018-3A, Class A1AR                                    | CUSIP: 83613HAL1<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |      74175 | PA      | $74217.92     | 0.08%             | 2031-10-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                                | Garda World Security Corp.                                                              | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $95182.44     | 0.10%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                               | Hudson Yards Mortgage Trust, Series 2019-55HY, Class A                                  | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $93521.34     | 0.10%             | 2041-12-10      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                          | Republic of Peru                                                                        | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |      46000 | PA      | $13684.60     | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                 | Nelnet Student Loan Trust, Series 2021-CA, Class AFL                                    | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      55565 | PA      | $55286.77     | 0.06%             | 2062-04-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $414.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                | PG&E Corp.                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100641.44    | 0.11%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | TRSIBOXX                                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     302200 | PA      | $999.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    4451502 | PA      | $-1006.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     373000 | PA      | $-180.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Global Partners LP                                                        | Global Partners LP                                                                      | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103345.00    | 0.11%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                            | PENN Commercial Mortgage Trust, Series 2025-P11, Class C                                | CUSIP: 69382VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $207466.68    | 0.22%             | 2042-08-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                       | Herc Holdings, Inc.                                                                     | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96674.88     | 0.10%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    2568132 | PA      | $-66.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                               | FIGRE Trust, Series 2024-SL1, Class A1                                                  | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      96446 | PA      | $97135.23     | 0.10%             | 2053-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-272.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     855347 | PA      | $-881.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $44.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                | Vonovia SE, Series B                                                                    | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $109474.43    | 0.12%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                  | Foundation Finance Trust, Series 2024-2A, Class B                                       | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      79200 | PA      | $79109.10     | 0.08%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                            | Mariner Finance Issuance Trust, Series 2021-AA, Class A                                 | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      97989 | PA      | $96861.64     | 0.10%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     325052 | PA      | $-1972.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                 | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      76000 | PA      | $89119.23     | 0.09%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                 | HCA, Inc.                                                                               | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49357.72     | 0.05%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP                                                                      | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98797.89     | 0.10%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                                           | Mohegan Tribal Gaming Authority                                                         | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $104176.70    | 0.11%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                        | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     230000 | PA      | $220740.43    | 0.23%             | 2031-01-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| IMCD NV                                                                   | IMCD NV                                                                                 | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | DBT              | CORP              | NL        |     154000 | PA      | $176308.72    | 0.19%             | 2027-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                         | Wells Fargo & Co.                                                                       | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      56000 | PA      | $52834.82     | 0.06%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                      | Beignet Investor LLC                                                                    | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $277602.16    | 0.29%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka                                | Sri Lanka Government Bond                                                               | CUSIP: N/A<br>LEI: 254900IG6Y30I2QE2R92       | Long             | DBT              | NUSS              | LK        |       2234 | PA      | $2134.95      | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     748000 | PA      | $-535.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2024-6, Class A1                                       | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |      73125 | PA      | $73226.26     | 0.08%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     127164 | PA      | $-557.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2023-35, Class FC     | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42885 | PA      | $43121.06     | 0.05%             | 2053-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                           | Cogent Communications Group LLC                                                         | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87178.94     | 0.09%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                 | NYC Trust, Series 2024-3ELV, Class A                                                    | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $100158.02    | 0.11%             | 2029-08-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                             | NYC Commercial Mortgage Trust, Series 2025-300P, Class E                                | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $30125.43     | 0.03%             | 2042-07-13      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                 | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      24000 | PA      | $23898.00     | 0.03%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     118000 | PA      | $-605.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA                                                      | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $204845.00    | 0.22%             | 2032-01-14      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -3094000 | PA      | $-11551.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | Kaixo Bondco Telecom SA                                                                 | CUSIP: N/A<br>LEI: 959800ULWB3MZHZ69055       | Long             | DBT              | CORP              | ES        |     100000 | PA      | $115874.63    | 0.12%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rossini SARL                                                              | Rossini SARL                                                                            | CUSIP: N/A<br>LEI: 549300EC5JCCW6F83R11       | Long             | DBT              | CORP              | LU        |      42427 | PA      | $49169.77     | 0.05%             | 2029-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     654706 | PA      | $-994.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                     | JetBlue Airways Corp.                                                                   | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94505.83     | 0.10%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CONE Trust                                                                | CONE Trust, Series 2024-DFW1, Class A                                                   | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185000 | PA      | $183670.31    | 0.19%             | 2041-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5148.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                               | Beach Acquisition Bidco LLC                                                             | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |     100000 | PA      | $110856.63    | 0.12%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                               | Federal Republic of Nigeria                                                             | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $198400.00    | 0.21%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    1400000 | PA      | $17044.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ Vendor Financing II BV                                                 | VZ Vendor Financing II BV                                                               | CUSIP: N/A<br>LEI: 724500DRKUUR3GFOSK76       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $105329.24    | 0.11%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     345000 | PA      | $87023.70     | 0.09%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     219000 | PA      | $-895.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                                                    | Trestles CLO VIII Ltd., Series 2025-8A, Class A1                                        | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $249940.70    | 0.27%             | 2035-06-11      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9191.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2021-5, Class A1                                       | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75613 | PA      | $65795.08     | 0.07%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2325063 | PA      | $1954506.08   | 2.07%             | 2056-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  118051227 | PA      | $-1378.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                              | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class A1                                | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86294 | PA      | $86648.52     | 0.09%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                             | Magnera Corp.                                                                           | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92560.00     | 0.10%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                    | Cleveland-Cliffs, Inc.                                                                  | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96755.23     | 0.10%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      29176 | PA      | $-101.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     112530 | PA      | $595.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     170090 | PA      | $-1066.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $529.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      22000 | PA      | $19281.79     | 0.02%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                    | Mauser Packaging Solutions Holding Co.                                                  | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92916.78     | 0.10%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INEOS Finance plc                                                         | INEOS Finance plc                                                                       | CUSIP: N/A<br>LEI: 2138002D68XDR4LZCG32       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $108818.97    | 0.12%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $169.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     200606 | PA      | $-168.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                           | BRAVO Residential Funding Trust, Series 2025-NQM4, Class A1                             | CUSIP: 10570QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74720 | PA      | $75080.36     | 0.08%             | 2065-02-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |      66000 | PA      | $10.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXV Ltd.                                     | Benefit Street Partners CLO XXXV Ltd., Series 2024-35A, Class D                         | CUSIP: 08182YAG3<br>LEI: 254900U0SNDVHNBLRW07 | Long             | ABS-CBDO         | CORP              | JE        |     250000 | PA      | $249468.00    | 0.26%             | 2037-04-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                     | NextEra Energy Capital Holdings, Inc.                                                   | CUSIP: 65339KEC0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     100000 | PA      | $111323.95    | 0.12%             | 2056-02-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2023-8, Class M1                                     | CUSIP: 92540DAD7<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101012.79    | 0.11%             | 2068-12-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                            | 1011778 BC ULC                                                                          | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $93992.52     | 0.10%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-21, Class FB     | CUSIP: 3136BU3N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44487 | PA      | $44777.39     | 0.05%             | 2053-07-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                 | CIM Trust, Series 2021-R6, Class A1                                                     | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36021 | PA      | $33171.68     | 0.04%             | 2061-07-25      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                               | Republic of Philippines                                                                 | CUSIP: N/A<br>LEI: 529900RAHBALMYIJ3T08       | Long             | DBT              | NUSS              | PH        |    7170000 | PA      | $115255.17    | 0.12%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                                 | Republic of Turkiye (The)                                                               | CUSIP: N/A<br>LEI: 5493000PCHOG3B6S3Q85       | Long             | DBT              | NUSS              | TR        |     751000 | PA      | $14972.51     | 0.02%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $204.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itelyum Regeneration SpA                                                  | Itelyum Regeneration SpA                                                                | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $114012.23    | 0.12%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                           | ContourGlobal Power Holdings SA                                                         | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $115579.15    | 0.12%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. | Uniform Mortgage-Backed Securities                                                      | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1200000 | PA      | $1098754.08   | 1.17%             | 2056-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5511, Class QF             | CUSIP: 3137HKL85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     179226 | PA      | $180490.82    | 0.19%             | 2055-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                        | Regional Management Issuance Trust, Series 2024-1, Class A                              | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $101384.89    | 0.11%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                                     | BlueMountain CLO Ltd., Series 2018-3A, Class BR                                         | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     100000 | PA      | $99981.40     | 0.11%             | 2030-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                             | UBS Commercial Mortgage Trust, Series 2019-C17, Class C                                 | CUSIP: 90278MBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $141017.81    | 0.15%             | 2052-10-15      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2023-C, Class A1A                              | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     101207 | PA      | $103194.13    | 0.11%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                                  | Argentine Republic (The)                                                                | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |    6028000 | PA      | $10144.02     | 0.01%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US, Inc.                                                    | Neptune Bidco US, Inc.                                                                  | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      91000 | PA      | $91819.73     | 0.10%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                        | Ellington Financial Mortgage Trust, Series 2024-NQM1, Class A1A                         | CUSIP: 26845DAA3<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |      67627 | PA      | $68051.95     | 0.07%             | 2069-11-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1027.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                       | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25230.68     | 0.03%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Won                                                                       | Won                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | KR        |         -1 | OU      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-177.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                                             | Stellantis NV                                                                           | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $108956.73    | 0.12%             | 2033-12-16      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance BV                                                      | ZF Europe Finance BV                                                                    | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $235810.17    | 0.25%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     236565 | PA      | $398.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                               | Rogers Communications, Inc.                                                             | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $102328.80    | 0.11%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                 | MFA Trust, Series 2022-NQM1, Class M1                                                   | CUSIP: 55284PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $89724.00     | 0.10%             | 2066-12-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1                         | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      86544 | PA      | $86605.38     | 0.09%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                                  | Northern Oil & Gas, Inc.                                                                | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5173.27      | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                           | Palmer Square Loan Funding Ltd., Series 2024-2A, Class D                                | CUSIP: 69703HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $243201.38    | 0.26%             | 2033-01-15      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| AREIT Ltd.                                                                | AREIT Ltd., Series 2025-CRE10, Class A                                                  | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     105000 | PA      | $104725.31    | 0.11%             | 2029-12-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1077740 | PA      | $-856.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Churchill Downs, Inc.                                                     | Churchill Downs, Inc.                                                                   | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101880.10    | 0.11%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     164351 | PA      | $-403.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Garfunkelux Holdco 3 SA                                                   | Garfunkelux Holdco 3 SA                                                                 | CUSIP: N/A<br>LEI: 2221007QVSNJV7EWBX69       | Long             | DBT              | CORP              | LU        |      48000 | PA      | $55756.30     | 0.06%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $72.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                         | Rocket Cos., Inc.                                                                       | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25268.60     | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                 | Vistra Operations Co. LLC                                                               | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34173.06     | 0.04%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      69641 | PA      | $105.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                    | Tenet Healthcare Corp.                                                                  | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102213.30    | 0.11%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIC Trust (The)                                                           | MIC Trust (The), Series 2023-MIC, Class A                                               | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180000 | PA      | $191557.76    | 0.20%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1963070 | PA      | $-13.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP                                              | MPT Operating Partnership LP                                                            | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |     100000 | PA      | $110627.83    | 0.12%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -176475 | PA      | $-485.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                                   | Summer BC Holdco B SARL                                                                 | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $100433.26    | 0.11%             | 2030-02-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDIO                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |    -202000 | PA      | $-5227.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Finance Corp.                                                          | GS Finance Corp.                                                                        | CUSIP: 40058XL51<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     141000 | PA      | $136953.16    | 0.15%             | 2031-02-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corp.                                                             | Novelis Corp.                                                                           | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     100000 | PA      | $89064.95     | 0.09%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zloty                                                                     | Zloty                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | PL        |     391972 | OU      | $105590.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                       | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1                         | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      78395 | PA      | $79193.73     | 0.08%             | 2065-01-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2024-12, Class A1                                      | CUSIP: 034932AA1<br>LEI: 254900S8TF74AZOT0548 | Long             | ABS-MBS          | CORP              | US        |      71291 | PA      | $71607.87     | 0.08%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-998.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5563, Class FA             | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17469 | PA      | $17593.91     | 0.02%             | 2055-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     382031 | PA      | $0.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Q-Park Holding I BV                                                       | Q-Park Holding I BV                                                                     | CUSIP: N/A<br>LEI: 2549003839B7HE3NDP48       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $116106.61    | 0.12%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   25606324 | PA      | $-161.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MKS, Inc.                                                                 | MKS, Inc.                                                                               | CUSIP: N/A<br>LEI: 549300KEQATBHAGVF505       | Long             | DBT              | CORP              | US        |     100000 | PA      | $110430.74    | 0.12%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5405.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2025-2, Class A1                                       | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |      42731 | PA      | $42934.39     | 0.05%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Iliad Holding SAS                                                         | Maya SAS                                                                                | CUSIP: N/A<br>LEI: 9695009BGMXB527HV965       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $116940.42    | 0.12%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                              | Oriental Republic of Uruguay                                                            | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      64766 | PA      | $1612.58      | 0.00%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2206.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Multiversity SpA                                                          | Multiversity SpA                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | IT        |     100000 | PA      | $115100.03    | 0.12%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                       | GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6                         | CUSIP: 36263KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68902 | PA      | $61805.23     | 0.07%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $228.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                   | VZ Secured Financing BV                                                                 | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $171439.20    | 0.18%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV Trust                                                                | UNIV Trust, Series 2025-APTS, Class A                                                   | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99648.74     | 0.11%             | 2042-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Trestles CLO II Ltd.                                                      | Trestles CLO II Ltd., Series 2018-2A, Class A1R                                         | CUSIP: 89531MAJ1<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $250135.78    | 0.27%             | 2037-07-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| SLG Commercial Mortgage Trust                                             | SLG Commercial Mortgage Trust, Series 2026-PAT, Class A                                 | CUSIP: 78451CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99178.52     | 0.11%             | 2039-02-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                    | Goldman Sachs Bank USA                                                                  | CUSIP: 38151G5B3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |     260000 | PA      | $248716.00    | 0.26%             | 2030-09-12      | Floating      | 6.60%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   10442969 | PA      | $-1516.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $712.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | U.S. Treasury Ultra Bond                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -1 | NC      | $956.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1200.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     281538 | PA      | $128.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Irca SpA                                                                  | Irca SpA                                                                                | CUSIP: N/A<br>LEI: 815600CDE52BA2426216       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $115768.21    | 0.12%             | 2029-12-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                 | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $104263.45    | 0.11%             | 2031-07-03      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     988000 | PA      | $207.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                                    | Arab Republic of Egypt                                                                  | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |     100000 | PA      | $107962.17    | 0.11%             | 2030-04-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Biffa Group Holdings Ltd.                                                 | Biffa Group Holdings Ltd.                                                               | CUSIP: N/A<br>LEI: 21380012LWLXNMXB8I44       | Long             | DBT              | CORP              | JE        |     100000 | PA      | $129248.55    | 0.14%             | 2031-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                        | United Rentals North America, Inc.                                                      | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94006.95     | 0.10%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group plc                                           | Motability Operations Group plc                                                         | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     110000 | PA      | $124924.85    | 0.13%             | 2034-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | Romania Government Bond                                                                 | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      35000 | PA      | $41041.34     | 0.04%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5505, Class JF             | CUSIP: 3137HJ6Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111358 | PA      | $112423.90    | 0.12%             | 2055-02-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                  | Republic of South Africa                                                                | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |     100000 | PA      | $115461.32    | 0.12%             | 2026-07-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                          | Gruenenthal GmbH                                                                        | CUSIP: N/A<br>LEI: 529900SH895E31PGLA72       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $113270.17    | 0.12%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EURO                                                                      | EURO                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     639463 | OU      | $739123.33    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                                            | Pound Sterling                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      10219 | OU      | $13525.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                 | Forvia SE                                                                               | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114440.03    | 0.12%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                                                | Bellis Acquisition Co. plc                                                              | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |     116000 | PA      | $141587.76    | 0.15%             | 2030-05-14      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                          | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19732.06     | 0.02%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     274984 | PA      | $-1546.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                           | TransDigm, Inc.                                                                         | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99943.86     | 0.11%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-198.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2062.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $405.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland                                                        | Republic of Poland                                                                      | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     387000 | PA      | $106774.24    | 0.11%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                          | SMB Private Education Loan Trust, Series 2021-A, Class A2A1                             | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      66401 | PA      | $65770.92     | 0.07%             | 2053-01-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| INV Mortgage Trust                                                        | INV Mortgage Trust, Series 2024-IND, Class A                                            | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $78950.00     | 0.08%             | 2041-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                              | Trivium Packaging Finance BV                                                            | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $216541.80    | 0.23%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties, Inc.                                   | Brookfield Residential Properties, Inc.                                                 | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     100000 | PA      | $91813.20     | 0.10%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2555.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $760.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2021-3, Class A2                                       | CUSIP: 03465EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33744 | PA      | $29503.32     | 0.03%             | 2066-05-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos                                                                     | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |      52296 | PA      | $54984.01     | 0.06%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fedrigoni SpA                                                             | Fedrigoni SpA                                                                           | CUSIP: N/A<br>LEI: 8156004CE82074779D19       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $109275.16    | 0.12%             | 2030-01-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                   | American Airlines, Inc.                                                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99453.03     | 0.11%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     191392 | PA      | $29.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                       | Hilcorp Energy I LP                                                                     | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104333.20    | 0.11%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-193.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5502, Class EF             | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17172 | PA      | $17318.02     | 0.02%             | 2055-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -134000 | PA      | $-4807.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |      51000 | PA      | $909.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                  | COLT Mortgage Loan Trust, Series 2025-7, Class A1                                       | CUSIP: 19689CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86217 | PA      | $86462.04     | 0.09%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                            | SELF Commercial Mortgage Trust, Series 2024-STRG, Class A                               | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4484 | PA      | $4481.30      | 0.00%             | 2034-11-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2024-94, Class FB     | CUSIP: 3136BTK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19483 | PA      | $19641.46     | 0.02%             | 2054-12-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | Goldstory SAS                                                                           | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $112336.14    | 0.12%             | 2030-02-01      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2024-GPA3, Class C                                 | CUSIP: 123910AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78413 | PA      | $78412.51     | 0.08%             | 2039-12-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                            | Morgan Stanley Residential Mortgage Loan Trust, Series 2026-DSC1, Class A1LC            | CUSIP: 617950AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99396.88     | 0.11%             | 2071-01-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II plc                                     | BCP V Modular Services Finance II plc                                                   | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $247479.81    | 0.26%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     349000 | PA      | $143.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-35, Class FJ     | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61229 | PA      | $62013.58     | 0.07%             | 2055-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                          | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5478, Class FH             | CUSIP: 3137HHSE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      55459 | PA      | $55937.85     | 0.06%             | 2054-04-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                   | Hungary Government Bond                                                                 | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   16070000 | PA      | $47685.72     | 0.05%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACRES LLC                                                                 | ACRES LLC, Series 2025-FL3, Class A                                                     | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $200056.02    | 0.21%             | 2040-08-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  119115000 | PA      | $1018.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |   -3483000 | PA      | $-5097.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1580.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo SA                                         | Corp. Financiera de Desarrollo SA                                                       | CUSIP: N/A<br>LEI: 254900BOM7T4MG6T0J30       | Long             | DBT              | NUSS              | PE        |     200000 | PA      | $193512.50    | 0.21%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Rupiah                                                                    | Rupiah                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | ID        |  338314533 | OU      | $19907.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-41.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vivion Investments SARL                                                   | Vivion Investments SARL                                                                 | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $108029.30    | 0.11%             | 2030-06-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   31165615 | PA      | $146.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2021-2, Class A1                                       | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87387 | PA      | $75758.59     | 0.08%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BAHA Trust                                                                | BAHA Trust, Series 2024-MAR, Class C                                                    | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102860.08    | 0.11%             | 2041-12-10      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Cedacri SpA                                                               | Cedacri SpA                                                                             | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |     100000 | PA      | $112494.07    | 0.12%             | 2028-05-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |     121681 | PA      | $-230.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                            | Community Health Systems, Inc.                                                          | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103786.81    | 0.11%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                            | NCL Corp. Ltd.                                                                          | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     100000 | PA      | $97156.58     | 0.10%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                | Verus Securitization Trust, Series 2026-2, Class A1LC                                   | CUSIP: 92490GAE8<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98159.22     | 0.10%             | 2071-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1592.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | NDIRS                                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    3470666 | PA      | $17.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    7542289 | PA      | $305.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $45.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | Forward Foreign Currency Contract                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-16.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    1216804 | PA      | $-24.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | USD Currency                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    -372000 | PA      | $-2427.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                  | Angel Oak Mortgage Trust, Series 2025-8, Class A1                                       | CUSIP: 03466UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44496 | PA      | $44582.64     | 0.05%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association Variable Rate Notes, Series 2025-63, Class DF     | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9910 | PA      | $9996.37      | 0.01%             | 2055-08-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | OIS                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     925970 | PA      | $-64.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                             | VoltaGrid LLC                                                                           | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      39000 | PA      | $40279.55     | 0.04%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                              | BX Commercial Mortgage Trust, Series 2026-VLT9, Class A                                 | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99515.96     | 0.11%             | 2045-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                 | HIH Trust, Series 2024-61P, Class A                                                     | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92594 | PA      | $92593.58     | 0.10%             | 2041-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                               | Point Broadband Funding LLC, Series 2025-1A, Class B                                    | CUSIP: 73052AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100114.24    | 0.11%             | 2055-07-20      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                     | Arroyo Mortgage Trust, Series 2019-1, Class A1                                          | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8910 | PA      | $8689.78      | 0.01%             | 2049-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Ukraine                                                                   | Ukraine Government Bond                                                                 | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |       1628 | PA      | $831.91       | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LQR Trust                                                                 | LQR Trust, Series 2025-CALI, Class E                                                    | CUSIP: 50216WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99998.93     | 0.11%             | 2043-01-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Dolcetto Holdco SpA                                                       | Dolcetto Holdco SpA                                                                     | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |     107000 | PA      | $122846.43    | 0.13%             | 2032-07-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Jane Street Group                                                         | Jane Street Group                                                                       | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96920.79     | 0.10%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOP                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   -1368735 | PA      | $-8059.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown Finance SARL                                                   | Aroundtown Finance SARL                                                                 | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $104263.45    | 0.11%             | 2031-07-03      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** BlackRock Allocation Target Shares

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer