# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001410368-26-066492
**Filing Date:** 2026-6
**Character Count:** 817196
**Document Hash:** 0dcf65479809288d7c19b73a3a51626a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066492.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066492

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 261121254

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### THE HARTFORD STRATEGIC INCOME FUND (Series ID: S000017747)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000048999 | Class C      | HSNCX           |
| C000049000 | Class I      | HSNIX           |
| C000049001 | Class A      | HSNAX           |
| C000052097 | Class Y      | HSNYX           |
| C000105493 | Class R3     | HSNRX           |
| C000105494 | Class R4     | HSNSX           |
| C000105495 | Class R5     | HSNTX           |
| C000148300 | Class R6     | HSNVX           |
| C000185743 | Class F      | HSNFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** THE HARTFORD STRATEGIC INCOME FUND

- **b. EDGAR series identifier (if any):** S000017747

- **c. LEI of Series:** B1PXYDSF6QUFPXUM2581

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6020908735.29

**Total Liabilities:** $1387699447.80

**Net Assets:** $4633209287.49

**Delayed Delivery Securities:** $147239292.16

**Cash Not Reported:** $162532168.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2339.56000000 | **1-Year:** -44800.26000000 | **5-Year:** -72286.68000000 | **10-Year:** -94333.66000000 | **30-Year:** -40088.94000000

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

- **3-Month:** -7558.86000000 | **1-Year:** -219512.57000000 | **5-Year:** -462774.37000000 | **10-Year:** -238191.04000000 | **30-Year:** -75622.09000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000052097 | 0.78%                | -2.28%               | 1.43%                |
| Class ID C000048999 | 0.67%                | -2.44%               | 1.43%                |
| Class ID C000049000 | 0.78%                | -2.26%               | 1.55%                |
| Class ID C000148300 | 0.79%                | -2.38%               | 1.57%                |
| Class ID C000049001 | 0.75%                | -2.29%               | 1.53%                |
| Class ID C000105494 | 0.75%                | -2.29%               | 1.53%                |
| Class ID C000105495 | 0.78%                | -2.39%               | 1.56%                |
| Class ID C000105493 | 0.72%                | -2.32%               | 1.37%                |
| Class ID C000185743 | 0.78%                | -2.25%               | 1.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3894708.88              | $-10261141.62                              |
| Month 2  | $-5433713.47             | $-113609712.62                             |
| Month 3  | $576735.29               | $56157470.43                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley & Co. International PLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $11580.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |           1 | NC      | $33734.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                                                      | CUSIP: 80280BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4555307 | PA      | $4644376.04   | 0.10%             | 2033-01-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                          | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     1742527 | PA      | $1756571.68   | 0.04%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                         | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   145020000 | PA      | $500449.95    | 0.01%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                      | TKO Worldwide Holdings LLC 2025 Term Loan                                                                                                  | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     3057896 | PA      | $3064868.12   | 0.07%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      195000 | PA      | $190785.11    | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      705000 | PA      | $694646.15    | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                            | Crown Finance US Inc 2025 Term Loan B                                                                                                      | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |     1634375 | PA      | $1632102.79   | 0.04%             | 2031-12-02      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202896.31    | 0.00%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B22 Mortgage Trust                                                                                                          | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500480 | PA      | $471508.88    | 0.01%             | 2054-01-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                         | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     5455000 | PA      | $5198784.76   | 0.11%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17955000 | PA      | $15237903.61  | 0.33%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-78173.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3063.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANGOTE FERTLISER LTD                                           | Dangote Fertiliser Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 0292006832A6M7BC0G53 | Long             | DBT              | CORP              | NG        |    11281000 | PA      | $11407911.25  | 0.25%             | 2031-05-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                           | PRPM 2024-7 LLC                                                                                                                            | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5545000 | PA      | $5514302.88   | 0.12%             | 2029-11-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                            | Talos Production Inc                                                                                                                       | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      425000 | PA      | $452174.08    | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                            | Cotiviti Corporation 2025 2nd Amendment Term Loan                                                                                          | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     1985000 | PA      | $1817684.35   | 0.04%             | 2032-03-26      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-8121.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                      | GC Ferry Acquisition I Inc Delayed Draw Term Loan                                                                                          | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |      308438 | PA      | $307453.58    | 0.01%             | 2032-08-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                                  | Core & Main LP 2024 Term Loan D                                                                                                            | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |     1541788 | PA      | $1544994.95   | 0.03%             | 2028-07-27      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                                                            | CUSIP: 3140W2X48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5184733 | PA      | $5224616.96   | 0.11%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOLO SPA                                                        | Eolo SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |     7190000 | PA      | $7329784.35   | 0.16%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                         | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    71000000 | PA      | $718664.26    | 0.02%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    66440000 | PA      | $51478023.60  | 1.11%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                | Garda World Security Corporation 2026 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |      985050 | PA      | $982892.74    | 0.02%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                          | Verisure Midholding AB                                                                                                                     | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |      306000 | PA      | $359538.80    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hamlin Park CLO                                                 | Hamlin Park CLO Ltd                                                                                                                        | CUSIP: 407908AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     1170000 | PA      | $660674.43    | 0.01%             | 2037-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $278.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                               | Imperial Fund Mortgage Trust 2021-NQM4                                                                                                     | CUSIP: 45276JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6479000 | PA      | $5194413.85   | 0.11%             | 2057-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                      | TELUS Corp                                                                                                                                 | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     3173000 | PA      | $3281922.74   | 0.07%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PENN Entertainment Inc                                          | PENN Entertainment Inc 2022 Term Loan B                                                                                                    | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1266968 | PA      | $1271173.91   | 0.03%             | 2029-05-03      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                                                            | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17712001 | PA      | $17809039.85  | 0.38%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                         | American Airlines Inc 2025 Term Loan B                                                                                                     | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |     1540111 | PA      | $1532086.85   | 0.03%             | 2032-05-28      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| EASTERN EUROPEAN ELECT                                          | Eastern European Electric Co BV                                                                                                            | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |    13605000 | PA      | $16479579.76  | 0.36%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      660000 | PA      | $636626.76    | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                         | Energean Israel Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    10890000 | PA      | $10425115.70  | 0.23%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                               | Iron Mountain Inc 2023 Term Loan B                                                                                                         | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |      581612 | PA      | $580885.48    | 0.01%             | 2031-01-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD ARS                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-76211.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                | VB-S1 Issuer LLC - VBTEL                                                                                                                   | CUSIP: 91823ABG5<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |     1120000 | PA      | $1147417.38   | 0.02%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2025-RPL6 Trust                                                                                                                       | CUSIP: 74143YAB4<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     2315000 | PA      | $2135566.67   | 0.05%             | 2069-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                         | Allied Universal Holdco LLC                                                                                                                | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     3020000 | PA      | $3167593.44   | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |           1 | NC      | $1772.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    20974800 | PA      | $998278.69    | 0.02%             | 2055-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |           1 | NC      | $-15495.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                     | Allied Universal Holdco LLC 2025 USD Term Loan B                                                                                           | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     1144250 | PA      | $1147030.53   | 0.02%             | 2032-08-20      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                        | Itelyum Regeneration Spa                                                                                                                   | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $236531.79    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0UTL09 IRS USD R V 12MSOFR 99D0UTL17 CCPOIS / Short: B9D0UTL09 IRS USD P F  2.88000 99D0UTL09 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8095000 | OU      | $1760944.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $-40566.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2024-X2                                                                                                  | CUSIP: 00833Q105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38562 | PA      | $469544.18    | 0.01%             | 2029-12-17      | Variable      | 100.00%               | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754AAJ2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1425000 | PA      | $1459643.60   | 0.03%             | 2041-12-25      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| LANTHEUS HOLDINGS INC                                           | Lantheus Holdings Inc                                                                                                                      | CUSIP: 516544AB9<br>LEI: 5299005HUB5IOJGO7S39 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $6264600.00   | 0.14%             | 2027-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                           | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     4700000 | PA      | $5253835.50   | 0.11%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $22.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                                                                                | CUSIP: 61762MBC4<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     1134000 | PA      | $946456.13    | 0.02%             | 2046-07-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | 99D13D2A USD PUT PLN CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     3457000 | OU      | $83458.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |           1 | NC      | $-1469.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                 | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     6500000 | PA      | $7837530.35   | 0.17%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PL        |           1 | NC      | $-698.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2362.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                              | FS Luxembourg Sarl                                                                                                                         | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     1457000 | PA      | $1427788.00   | 0.03%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                                         | CUSIP: 31396UCL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5161 | PA      | $5322.89      | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                               | Clarios Global LP 2025 USD Term Loan B                                                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      771125 | PA      | $774340.59    | 0.02%             | 2032-01-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $362691.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                                                                                   | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |       43251 | NS      | $1035861.45   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNZ Group Services Ltd                                          | FNZ Group Services Ltd 2024 USD Term Loan B                                                                                                | CUSIP: 30339HAD3<br>LEI: 254900MQTZKERVE6YB70 | Long             | LON              | CORP              | US        |     2821500 | PA      | $2230762.55   | 0.05%             | 2031-11-05      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                    | DC Trust 2024-HLTN                                                                                                                         | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3460000 | PA      | $3419677.85   | 0.07%             | 2040-04-13      | Variable      | 10.66%                | No            |                  2 | On Loan: No      |
| JUPITER BORROWER INC                                            | JUPITER BORROWER INC TERM LOAN B                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      375000 | PA      | $375937.50    | 0.01%             | 2033-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                      | Apidos CLO L                                                                                                                               | CUSIP: 03771LAE4<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | KY        |     6625000 | PA      | $3863653.63   | 0.08%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-BUND FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -413 | NC      | $-6009.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $3394.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |           1 | NC      | $29518.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHUTTERFLY FINANCE LLC                                          | Shutterfly Finance LLC                                                                                                                     | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       78699 | PA      | $78895.75     | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                        | Acadia Healthcare Co Inc                                                                                                                   | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      193000 | PA      | $188855.40    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2025-NPL7 LLC                                                                                                                         | CUSIP: 740934AB0<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-O            | CORP              | US        |     4280000 | PA      | $4277937.04   | 0.09%             | 2055-07-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                            | ZF Europe Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |     3700000 | PA      | $4538625.82   | 0.10%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2024-CBM Mortgage Trust                                                                                                               | CUSIP: 12674GAN4<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     8519000 | PA      | $8525252.95   | 0.18%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1099.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $8759.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                            | YPF SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     7925000 | PA      | $7965285.39   | 0.17%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                               | DISH Network Corp                                                                                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154845.00    | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7080000 | PA      | $5272655.97   | 0.11%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                     | Deluxe Corp                                                                                                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2268157.43   | 0.05%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    71655000 | PA      | $70586641.15  | 1.52%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -4020000 | PA      | $-4103746.77  | -0.09%            | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                        | Super Micro Computer Inc                                                                                                                   | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |     1899000 | PA      | $1542747.60   | 0.03%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TransDigm Inc                                                                                                                              | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      267000 | PA      | $274288.03    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RESILIENCE PARENT LLC                                           | Resilience Parent LLC 1st Lien Term Loan                                                                                                   | CUSIP: 75908HAC1<br>LEI: 254900ZT6ZFUC887FB87 | Long             | LON              | CORP              | US        |      530000 | PA      | $531060.00    | 0.01%             | 2033-02-28      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-18804.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                          | Aveanna Healthcare LLC 2025 Term Loan B                                                                                                    | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |      746250 | PA      | $747555.94    | 0.02%             | 2032-09-17      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                          | Froneri Lux FinCo SARL                                                                                                                     | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      595000 | PA      | $588473.21    | 0.01%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 5YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        3397 | NC      | $-2459421.20  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $5517.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                       | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                                                 | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |     3240728 | PA      | $3249056.24   | 0.07%             | 2028-10-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                          | Champ Acquisition Corp                                                                                                                     | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3835000 | PA      | $4040091.97   | 0.09%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                        | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      570000 | PA      | $551600.34    | 0.01%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                            | Paraguay Government International Bond                                                                                                     | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 11647000000 | PA      | $1904116.99   | 0.04%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                     | Home Re 2026-1 Ltd                                                                                                                         | CUSIP: 436956AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     1135000 | PA      | $1141908.97   | 0.02%             | 2036-01-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                               | EUSHI Finance Inc                                                                                                                          | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2452000 | PA      | $2538559.18   | 0.05%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1432.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                                             | Recess Holdings Inc 2025 Repriced Term Loan                                                                                                | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      490047 | PA      | $492036.44    | 0.01%             | 2030-02-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                | Gloves Buyer Inc 2025 Term Loan                                                                                                            | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |      850725 | PA      | $849482.94    | 0.02%             | 2032-05-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                      | Tronox Inc                                                                                                                                 | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2032390.00   | 0.04%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2390000 | PA      | $2439789.75   | 0.05%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    11445000 | PA      | $12158356.78  | 0.26%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2900624.43   | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AGI-CFI Acquisition Corp.                                       | AGI CFI ACQUISITION CORP 2026 TERM LOAN B                                                                                                  | CUSIP: 54913FAB5<br>LEI: 254900N9CUXT70SP2Z09 | Long             | LON              | CORP              | US        |     1310000 | PA      | $1305637.70   | 0.03%             | 2033-03-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                   | UBS Commercial Mortgage Trust 2017-C1                                                                                                      | CUSIP: 90276EAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      585000 | PA      | $506173.47    | 0.01%             | 2050-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                          | Velocity Vehicle Group LLC                                                                                                                 | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1456382.60   | 0.03%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                                                                            | CUSIP: 842587867<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      103325 | NS      | $2634787.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Pool                                                                                                                           | CUSIP: 3132CXYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1317600 | PA      | $1328147.78   | 0.03%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                      | Verus Securitization Trust 2021-5                                                                                                          | CUSIP: 92538KAE3<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     2560000 | PA      | $1865884.16   | 0.04%             | 2066-09-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                          | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   702104000 | PA      | $1415196.82   | 0.03%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                            | Lorca Telecom Bondco SA                                                                                                                    | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |      716383 | PA      | $841905.54    | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                               | Motion Finco Sarl                                                                                                                          | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     9920000 | PA      | $8125456.13   | 0.18%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| LCH Ltd.                                                        | Long: B9D101AN3 IRS USD R V 12MSOFR 99D101AQ6 CCPOIS / Short: B9D101AN3 IRS USD P F  3.75000 99D101AN3 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18035000 | OU      | $1378129.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $31387.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D13DJY1 IRS ZAR R F  8.14200 99D13DJY1 CCPVANILLA / Short: S9D13DJY1 IRS ZAR P V 03MJIBAR 99D13DJX3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    40292000 | OU      | $-10132.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-34336.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                         | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    11265000 | PA      | $11375789.92  | 0.25%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                    | ING Groep NV                                                                                                                               | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2140000 | PA      | $1920641.44   | 0.04%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Air Comm Corporation LLC                                        | Air Comm Corporation LLC 2025 Delayed Draw Term Loan                                                                                       | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       46846 | PA      | $46977.80     | 0.00%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                      | JPMBB Commercial Mortgage Securities Trust 2015-C28                                                                                        | CUSIP: 46644FAX9<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     1934000 | PA      | $1780285.68   | 0.04%             | 2048-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-1628.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                     | Home Re 2026-1 Ltd                                                                                                                         | CUSIP: 436956AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     4030000 | PA      | $4066960.34   | 0.09%             | 2036-01-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corporation                             | Six Flags Entertainment Corporation 2024 Term Loan B                                                                                       | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |     2546337 | PA      | $2526704.86   | 0.05%             | 2031-05-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                               | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     9115000 | PA      | $9293147.57   | 0.20%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNICAJA BANCO SA                                                | Unicaja Banco SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493007SJLLCTM6J6M37 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2590338.28   | 0.06%             | 2026-11-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                        | Neuberger Berman Loan Advisers CLO 25 Ltd                                                                                                  | CUSIP: 64131KAN3<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | KY        |     8120000 | PA      | $7934937.08   | 0.17%             | 2038-07-18      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                                           | GFL Environmental Inc 2025 Term Loan B                                                                                                     | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |      597000 | PA      | $597746.25    | 0.01%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     3630000 | PA      | $3996735.71   | 0.09%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                                | Mexican Udibonos                                                                                                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   127713994 | PA      | $6664069.95   | 0.14%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D12OPW5 IRS HUF R F  5.90300 99D12OPW5 CCPVANILLA / Short: S9D12OPW5 IRS HUF P V 06MBUBOR 99D12OPU9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   219535000 | OU      | $6398.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D12OVK4 IRS ZAR R F  7.17500 99D12OVK4 CCPVANILLA / Short: S9D12OVK4 IRS ZAR P V 03MJIBAR 99D12OVI9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    51456000 | OU      | $-217840.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                                                                           | CUSIP: 3132CXZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8577196 | PA      | $8770575.02   | 0.19%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-179336.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                          | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                                   | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     3353141 | PA      | $3354180.07   | 0.07%             | 2030-09-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $2632.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TransDigm Inc 2026 Term Loan N                                                                                                             | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      510000 | PA      | $510734.40    | 0.01%             | 2033-02-13      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                        | Cougar JV Subsidiary LLC                                                                                                                   | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $473169.15    | 0.01%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn3                                                                                                                 | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |     4740000 | PA      | $4899223.24   | 0.11%             | 2051-11-25      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                        | VF Ukraine PAT via VFU Funding PLC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |     2259678 | PA      | $2238504.42   | 0.05%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HLB68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2144500 | PA      | $122629.14    | 0.00%             | 2055-05-25      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                            | Aramark Services Inc 2025 Term Loan                                                                                                        | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     1095377 | PA      | $1099145.33   | 0.02%             | 2030-06-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                        | Azule Energy Finance Plc                                                                                                                   | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    16825000 | PA      | $17314489.73  | 0.37%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                               | Rockpoint Gas Storage Partners LP 2025 Repriced Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 894500SFREGFOBY8I178 | Long             | LON              | CORP              | CA        |     1246713 | PA      | $1248096.43   | 0.03%             | 2031-09-18      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1260000 | PA      | $1226777.34   | 0.03%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2020-DNA5                                                                                                    | CUSIP: 35566ABE8<br>LEI: 5493000ITF7RKPWPZQ19 | Long             | ABS-MBS          | USGSE             | US        |    11315000 | PA      | $15499726.02  | 0.33%             | 2050-10-25      | Floating      | 15.15%                | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1150000 | PA      | $1103552.65   | 0.02%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-BUXL 30Y BND JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         287 | NC      | $-854217.09   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                        | Univision Communications Inc                                                                                                               | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    22770000 | PA      | $22894106.97  | 0.49%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $1418.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RO        |           1 | NC      | $-203.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                         | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                                  | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1319000 | PA      | $1333346.35   | 0.03%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Chicago Mercantile Exchange                                     | Long: S9D12ON80 IRS COP R F 11.47000 99D12ON80 CCPNDFOIS / Short: S9D12ON80 IRS COP P V 03MCPIBR 99D12ON72 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 12831152000 | OU      | $4461.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2025-NPL14 LLC                                                                                                                        | CUSIP: 69393CAB9<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |     6835000 | PA      | $6750815.36   | 0.15%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5150000 | PA      | $4687202.20   | 0.10%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0V4P66 IRS USD R V 12MSOFR 99D0V4P74 CCPOIS / Short: B9D0V4P66 IRS USD P F  3.25000 99D0V4P66 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5555000 | OU      | $909720.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                                     | Genesee & Wyoming Inc (New) 2024 Term Loan                                                                                                 | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |     1526750 | PA      | $1527666.05   | 0.03%             | 2031-04-10      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                                 | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    12215000 | PA      | $11395504.81  | 0.25%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                              | Ellington Financial Mortgage Trust 2021-2                                                                                                  | CUSIP: 31572LAF3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |     5881000 | PA      | $4364259.52   | 0.09%             | 2066-06-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136A6DE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         426 | PA      | $42.40        | 0.00%             | 2042-05-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     2955000 | PA      | $3150228.46   | 0.07%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                                | RunItOneTime LLC Roll-Up DIP Term Loan                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       13193 | PA      | $13208.90     | 0.00%             | 2026-10-15      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| Brazos Delaware II LLC                                          | Brazos Delaware II LLC 2025 Repriced Term Loan B                                                                                           | CUSIP: 10620UAM4<br>LEI: 549300V1BTYXZRGYUU04 | Long             | LON              | CORP              | US        |      391502 | PA      | $392700.15    | 0.01%             | 2030-02-11      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr               | GM Financial Consumer Automobile Receivables Trust 2025-1                                                                                  | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9795000 | PA      | $9890390.57   | 0.21%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | 99D13D24 USD CALL PLN PUT                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     3457000 | OU      | $78487.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $29077.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                           | PRPM 2025-8 LLC                                                                                                                            | CUSIP: 69383BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9199000 | PA      | $9172847.24   | 0.20%             | 2030-10-25      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                        | PRIMO BRANDS CORPORATION 2026 TERM LOAN B                                                                                                  | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     1130000 | PA      | $1136486.20   | 0.02%             | 2031-03-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-4361.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                        | Ford Credit Auto Owner Trust 2023-REV2                                                                                                     | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10000000 | PA      | $10204460.00  | 0.22%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754PAD2<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    11011242 | PA      | $11453769.61  | 0.25%             | 2039-11-25      | Floating      | 13.01%                | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                     | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                                   | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     3980946 | PA      | $3498256.18   | 0.08%             | 2029-03-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                        | Citadel Securities Global Holdings LLC                                                                                                     | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |     1856000 | PA      | $1897398.97   | 0.04%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Rad CLO 12 Ltd                                                  | Rad CLO 12 Ltd                                                                                                                             | CUSIP: 75009QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3835000 | PA      | $3683157.01   | 0.08%             | 2040-07-30      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     6999000 | PA      | $7249312.24   | 0.16%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2023-B                                                                                      | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      526669 | PA      | $536884.04    | 0.01%             | 2033-12-15      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1526.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                             | Guardant Health Inc                                                                                                                        | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |      850000 | PA      | $1377085.00   | 0.03%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     5823000 | PA      | $5442598.55   | 0.12%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                           | PRPM 2026-1 LLC                                                                                                                            | CUSIP: 74449BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1935000 | PA      | $1926797.54   | 0.04%             | 2031-02-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN                                        | Merit Medical Systems Inc                                                                                                                  | CUSIP: 589889AB0<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |     4664000 | PA      | $4967484.89   | 0.11%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                                                                                       | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      620000 | PA      | $607941.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $29118.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | Altice France SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1583578 | PA      | $1825735.16   | 0.04%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | SG        |           1 | NC      | $-717.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: B9D13BRI1 IRS CLP R V 12MCLICP 99D13BRJ9 CCPNDFCAMARAPROMEDIO / Short: B9D13BRI1 IRS CLP P F  4.68100 99D13BRI1 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        | 21410028000 | OU      | $30856.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2025-X2                                                                                                  | CUSIP: 00835D102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       42936 | PA      | $2427480.66   | 0.05%             | 2030-10-15      | Variable      | 100.00%               | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                        | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     2155000 | PA      | $2172636.52   | 0.05%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $3475.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                  | Long: DDZ04TI79 TRS USD R F   .00000 DDZ04TI79 IBOX RF / Short: DDZ04TI79 TRS USD P V 03MSOFR DDZ04TI79 IBOX PV                            | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DCR              |  | US        |   115900000 | OU      | $1021226.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | Cinemark USA Inc                                                                                                                           | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      490000 | PA      | $506400.30    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                           | Level 3 Financing Inc 2025 Repriced Term Loan B4                                                                                           | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |     1250000 | PA      | $1252675.00   | 0.03%             | 2032-03-29      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                        | Olympus Water US Holding Corp                                                                                                              | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      400000 | PA      | $390973.60    | 0.01%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| VistaJet Malta Finance P.L.C.                                   | VistaJet Malta Finance PLC 2025 Term Loan B                                                                                                | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |     2473520 | PA      | $2449230.43   | 0.05%             | 2031-04-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                    | First Advantage Holdings LLC 2025 Repriced Term Loan B                                                                                     | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |     2543785 | PA      | $2508807.72   | 0.05%             | 2031-10-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $7561.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-885.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $31403.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                      | Flagship Credit Auto Trust 2023-2                                                                                                          | CUSIP: 33843EAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2465000 | PA      | $1653301.63   | 0.04%             | 2030-07-15      | Fixed         | 10.89%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2020-HQA2                                                                                                    | CUSIP: 35565LBE5<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |    13320000 | PA      | $15913943.46  | 0.34%             | 2050-03-25      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-1656.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                           | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     2580000 | PA      | $2445735.98   | 0.05%             | 2031-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                              | Tecta America Corp 2025 Repriced Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |     1518526 | PA      | $1516414.81   | 0.03%             | 2032-02-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                           | Scripps Escrow II Inc                                                                                                                      | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1268000 | PA      | $1201477.78   | 0.03%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| EDISON INTERNATIONAL                                            | Edison International                                                                                                                       | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     6894000 | PA      | $7111436.76   | 0.15%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: S9D12SJ37 IRS BRL R F 12.88250 99D12SJ37 CCPNDFPREDISWAP / Short: S9D12SJ37 IRS BRL P V 00MBRCDI 99D12SJ29 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4107911 | OU      | $-16122.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                 | Goat Holdco LLC                                                                                                                            | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1106738.64   | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                              | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2076000 | PA      | $622625.15    | 0.01%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: —       |
| Chicago Mercantile Exchange                                     | Long: S9D12YP11 IRS MXN R F  7.08500 99D12YP11 CCPOIS / Short: S9D12YP11 IRS MXN P V 01MTIEF 99D12YP03 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   158835000 | OU      | $-17648.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                        | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1490000 | PA      | $246227.03    | 0.01%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $32193.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-3716.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2900000 | PA      | $3012366.00   | 0.07%             | 2031-07-17      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                      | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B1                                                                                      | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      754735 | PA      | $756984.40    | 0.02%             | 2031-10-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Hobbs & Associates LLC                                          | Hobbs & Associates LLC Term Loan B                                                                                                         | CUSIP: 43385CAB4<br>LEI: 254900FAZYX24PP1RY58 | Long             | LON              | CORP              | US        |     1539928 | PA      | $1530303.53   | 0.03%             | 2031-07-23      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5784.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                                         | Kaixo Bondco Telecom SA                                                                                                                    | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |     1775000 | PA      | $2092923.16   | 0.05%             | 2029-09-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                | Welltower OP LLC                                                                                                                           | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     1920000 | PA      | $4379520.00   | 0.09%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                        | Super Micro Computer Inc                                                                                                                   | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      739000 | PA      | $642308.50    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                           | SBNA Auto Lease Trust 2024-A                                                                                                               | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2051301 | PA      | $2053596.17   | 0.04%             | 2029-01-22      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                             | NOVA Chemicals Corp                                                                                                                        | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $174924.37    | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                 | Multifamily Connecticut Avenue Securities Trust 2024-01                                                                                    | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |     3150000 | PA      | $3250803.78   | 0.07%             | 2054-07-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                    | MH Sub I LLC 2023 Term Loan                                                                                                                | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     2466542 | PA      | $2266974.49   | 0.05%             | 2028-05-03      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                                              | CFC Bidco 2022 Ltd Term Loan B                                                                                                             | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1950112 | PA      | $1876983.28   | 0.04%             | 2032-07-01      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20300000 | PA      | $18234316.46  | 0.39%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                   | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                                              | CUSIP: 46639EAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2570000 | PA      | $2422225.00   | 0.05%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TH        |           1 | NC      | $1237.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                                           | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      959294 | PA      | $964072.08    | 0.02%             | 2032-09-15      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15249631.60  | 0.33%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                                | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |     1500000 | PA      | $1748503.30   | 0.04%             | 2026-08-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                                                                                         | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      972000 | PA      | $1030345.92   | 0.02%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $675.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                          | Lendmark Funding Trust 2025-1                                                                                                              | CUSIP: 52604QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3790000 | PA      | $3890874.64   | 0.08%             | 2034-09-20      | Fixed         | 8.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                              | Serbia International Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      722000 | PA      | $841731.56    | 0.02%             | 2031-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                                                                                      | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      530000 | PA      | $566090.12    | 0.01%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    48215000 | PA      | $1559593.90   | 0.03%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                 | Zayo Issuer LLC                                                                                                                            | CUSIP: 98919WAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3563675.85   | 0.08%             | 2056-04-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $2634.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                  | Galaxy XXII CLO Ltd                                                                                                                        | CUSIP: 36321AAR4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |     1190000 | PA      | $1153129.04   | 0.02%             | 2034-04-16      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                        | Zelis Payments Buyer Inc Term Loan B                                                                                                       | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     1511978 | PA      | $1494968.05   | 0.03%             | 2029-09-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                            | Osaic Holdings Inc 2026 Term Loan B                                                                                                        | CUSIP: 68773JAJ9<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |      810000 | PA      | $809408.70    | 0.02%             | 2032-07-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                             | HINNT 2024-A LLC                                                                                                                           | CUSIP: 40472QAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      723765 | PA      | $708728.22    | 0.02%             | 2043-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3150000 | PA      | $3656727.84   | 0.08%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn1                                                                                                                 | CUSIP: 35563FAC5<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |     2770000 | PA      | $3039478.07   | 0.07%             | 2051-01-25      | Floating      | 11.40%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NZ        |           1 | NC      | $6873.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                         | Abanca Corp Bancaria SA                                                                                                                    | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2365212.20   | 0.05%             | 2031-09-19      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| MILLICOM INTL CELLULAR                                          | Millicom International Cellular SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    11999000 | PA      | $11200298.80  | 0.24%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                      | MajorDrive Holdings IV LLC Term Loan B                                                                                                     | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     1571642 | PA      | $1495684.08   | 0.03%             | 2028-06-01      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                            | Wolverine World Wide Inc                                                                                                                   | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      500000 | PA      | $467384.85    | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                          | Jazz Investments I Ltd                                                                                                                     | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1375000 | PA      | $1781312.50   | 0.04%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41290000 | PA      | $28677195.31  | 0.62%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                          | Sempra                                                                                                                                     | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1933000 | PA      | $1955059.40   | 0.04%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                             | LSF12 Crown US Commercial Bidco LLC 2026 Term Loan B                                                                                       | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     3178225 | PA      | $3195450.49   | 0.07%             | 2031-12-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                       | PG&E Corp                                                                                                                                  | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     5875000 | PA      | $6018937.50   | 0.13%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                          | Sempra                                                                                                                                     | CUSIP: 816851604<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |       14680 | NS      | $316647.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DTE ENERGY CO                                                   | DTE Energy Co                                                                                                                              | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |       42254 | NS      | $1046209.04   | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of America NA                                              | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |           1 | NC      | $-3367.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                    | KKR & Co Inc                                                                                                                               | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |       53955 | NS      | $2394522.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLIED UNIVERSAL                                                | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $396905.38    | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $314.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    19684000 | PA      | $4984588.12   | 0.11%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Groundworks LLC                                                 | Groundworks LLC 2024 Term Loan                                                                                                             | CUSIP: 39954EAB9<br>LEI: 254900K8GTHJMCG1DB32 | Long             | LON              | CORP              | US        |      410042 | PA      | $411067.44    | 0.01%             | 2031-03-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                         | Meridian Arc Holdco LLC                                                                                                                    | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      990000 | PA      | $989774.67    | 0.02%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                            | Africell Holding Ltd                                                                                                                       | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |    15640000 | PA      | $15735857.25  | 0.34%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| First Brands Group LLC                                          | First Brands Group LLC 2021 Term Loan                                                                                                      | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     1523320 | PA      | $1279.59      | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $11947.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                          | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    42221000 | PA      | $11426506.57  | 0.25%             | 2028-09-25      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-103797.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                            | Bulgarian Energy Holding EAD                                                                                                               | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     6110000 | PA      | $6921615.95   | 0.15%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                            | 888 Acquisitions Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |     6440000 | PA      | $7293759.63   | 0.16%             | 2031-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL PLAQUE                                           | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      425000 | PA      | $478003.45    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                         | International Bank for Reconstruction & Development                                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    22000000 | PA      | $207105.10    | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPER BANCA                                                      | BPER Banca SPA                                                                                                                             | CUSIP: 000000000<br>LEI: N747OI7JINV7RUUH6190 | Long             | DBT              | CORP              | IT        |     2375000 | PA      | $2784073.10   | 0.06%             | 2031-03-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $2936.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                           | Lincoln National Corp                                                                                                                      | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     3777000 | PA      | $3995223.73   | 0.09%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| PETCO HEALTH & WELLNESS                                         | Petco Health & Wellness Co Inc                                                                                                             | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |      435000 | PA      | $439296.18    | 0.01%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BS6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      875753 | PA      | $42092.54     | 0.00%             | 2054-10-25      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                           | ON Semiconductor Corp                                                                                                                      | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      850000 | PA      | $1636250.00   | 0.04%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                           | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |           1 | NC      | $-318593.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-41903.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |           1 | NC      | $-146091.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Peraton Corp                                                    | Peraton Corp Term Loan B                                                                                                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     2688851 | PA      | $2293213.73   | 0.05%             | 2028-02-01      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                        | Chobani LLC / Chobani Finance Corp Inc                                                                                                     | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $229568.80    | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2026-NPL2 LLC                                                                                                                         | CUSIP: 69393DAB7<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     2177000 | PA      | $2169500.24   | 0.05%             | 2056-02-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24640000 | PA      | $21717850.00  | 0.47%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                      | Progress Residential 2023-SFR1 Trust                                                                                                       | CUSIP: 74334FAL2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |     1470000 | PA      | $1463825.85   | 0.03%             | 2040-03-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2014-GC20                                                                                                     | CUSIP: 36252WAE8<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |      158560 | PA      | $118916.49    | 0.00%             | 2047-04-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                                  | Go Daddy Operating Company LLC 2024 Term Loan B7                                                                                           | CUSIP: 38017BAW6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |      491250 | PA      | $479533.69    | 0.01%             | 2031-05-30      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                   | CoreWeave Inc                                                                                                                              | CUSIP: 21873SAH1<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     2015000 | PA      | $2416992.50   | 0.05%             | 2032-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                        | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     6859000 | PA      | $6190823.38   | 0.13%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-11933.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                           | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     3200000 | PA      | $3442654.64   | 0.07%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ INVESTOR                                         | Mitsubishi UFJ Investor Services & Banking Luxembourg SA                                                                                   | CUSIP: 000000000<br>LEI: 2138002PVBMEHILJ1340 | Long             | DBT              | CORP              | LU        |     7500000 | PA      | $5916173.69   | 0.13%             | 2050-12-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |           1 | NC      | $-133938.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $178289.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1945.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC                                                     | Asurion LLC 2026 Term Loan B14                                                                                                             | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     1333928 | PA      | $1311144.15   | 0.03%             | 2033-02-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B10 Mortgage Trust                                                                                                          | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12461659 | PA      | $361501.51    | 0.01%             | 2062-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                           | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    10507586 | PA      | $9865887.72   | 0.21%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: —       |
| CZECH REPUBLIC                                                  | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    78340000 | PA      | $3557887.54   | 0.08%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                          | Clearway Energy Operating LLC                                                                                                              | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      425000 | PA      | $397704.50    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                  | 1261229 BC Ltd                                                                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1900000 | PA      | $1962278.20   | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                    | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                                                  | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     2142929 | PA      | $2125078.72   | 0.05%             | 2031-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2200000 | PA      | $1420117.18   | 0.03%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ANMB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8200 | PA      | $360.04       | 0.00%             | 2030-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-551.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                             | Treehouse Foods Inc 2026 Term Loan B                                                                                                       | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |     1585000 | PA      | $1596396.15   | 0.03%             | 2033-02-11      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1552.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                   | HTL Commercial Mortgage Trust 2024-T53                                                                                                     | CUSIP: 404300AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7985000 | PA      | $8093865.09   | 0.17%             | 2039-05-10      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1391000 | PA      | $352501.08    | 0.01%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D12NX16 IRS CZK R F  3.48000 99D12NX16 CCPVANILLA / Short: S9D12NX16 IRS CZK P V 06MPRIBO 99D12NX08 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    81887000 | OU      | $-94028.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                  | JBT Marel Corp                                                                                                                             | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     3955000 | PA      | $3717700.00   | 0.08%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    44766100 | PA      | $2151211.95   | 0.05%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2110525.09   | 0.05%             | 2033-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                            | Lorca Telecom Bondco SA                                                                                                                    | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |      250957 | PA      | $294928.95    | 0.01%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $597.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $16151.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                    | State Street Navigator Securities Lending Government Money Market Portfolio                                                                | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   203209175 | NS      | $203209174.80 | 4.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France SA                                                | Altice France SA 2025 USD Term Loan B14                                                                                                    | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |      741990 | PA      | $755116.30    | 0.02%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Trust                               | Avid Automobile Receivables Trust 2023-1                                                                                                   | CUSIP: 05368QAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4990000 | PA      | $5045323.63   | 0.11%             | 2029-05-15      | Fixed         | 11.14%                | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                           | Muangthai Capital PCL                                                                                                                      | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      830000 | PA      | $842028.36    | 0.02%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2025-NPL12 LLC                                                                                                                        | CUSIP: 69383CAB1<br>LEI: 254900R01EOQLSB4PX26 | Long             | ABS-O            | CORP              | US        |     3811000 | PA      | $3790988.44   | 0.08%             | 2055-11-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21440000 | PA      | $21175350.00  | 0.46%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D12P272 IRS PLN R V 06MWIBOR 99D12P280 CCPVANILLA / Short: B9D12P272 IRS PLN P F  3.76300 99D12P272 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    39436000 | OU      | $386365.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                                   | Wilsonart LLC 2024 Term Loan B                                                                                                             | CUSIP: 97246FAM8<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |     1970000 | PA      | $1785036.70   | 0.04%             | 2031-08-05      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                         | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    51931000 | PA      | $952275.08    | 0.02%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    30922000 | PA      | $982021.53    | 0.02%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D13CRC2 IRS ZAR R F  7.95900 99D13CRC2 CCPVANILLA / Short: S9D13CRC2 IRS ZAR P V 03MJIBAR 99D13CRB4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11227000 | OU      | $-11283.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1006.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                         | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    14029000 | PA      | $267864.19    | 0.01%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2020-BNK28                                                                                                                            | CUSIP: 06540YAN9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    13488402 | PA      | $836581.74    | 0.02%             | 2063-03-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                      | MHP Lux SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     6100000 | PA      | $5496796.25   | 0.12%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                              | Aegea Finance Sarl                                                                                                                         | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     6692000 | PA      | $4860065.00   | 0.10%             | 2036-01-20      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                           | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-6879.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11675000 | PA      | $11220872.15  | 0.24%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APi Group DE Inc                                                | APi Group DE Inc 2025 Term Loan                                                                                                            | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |     1596021 | PA      | $1600346.01   | 0.03%             | 2029-01-03      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ANHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30305 | PA      | $1327.36      | 0.00%             | 2055-04-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136AFXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2197 | PA      | $39.56        | 0.00%             | 2028-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                            | BCP V Modular Services Finance II PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     2010000 | PA      | $2230432.63   | 0.05%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                          | Clydesdale Acquisition Holdings Inc                                                                                                        | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      250000 | PA      | $226831.54    | 0.00%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3717751 | PA      | $131096.82    | 0.00%             | 2030-01-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                          | Brazil Letras do Tesouro Nacional                                                                                                          | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4363000 | PA      | $550981.40    | 0.01%             | 2030-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |           1 | NC      | $-1539.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                            | Targa Resources Corp                                                                                                                       | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      270000 | PA      | $279499.40    | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                     | Creative Artists Agency LLC 2025 Repriced Term Loan B                                                                                      | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     1335913 | PA      | $1338879.08   | 0.03%             | 2031-10-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |           1 | NC      | $-11782.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MY        |           1 | NC      | $-399.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                                         | CUSIP: 31394GXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2422 | PA      | $2492.52      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                    | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                                                     | CUSIP: 44644NAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1812588 | PA      | $1771337.13   | 0.04%             | 2033-09-20      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                     | Ally Auto Receivables Trust 2026-1                                                                                                         | CUSIP: 02008PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11310000 | PA      | $11236501.97  | 0.24%             | 2030-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1253152.08   | 0.03%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | Citigroup Inc                                                                                                                              | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |       92976 | NS      | $2356941.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Bausch Health Companies Inc                                     | Bausch Health Companies Inc 2025 Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |     2729375 | PA      | $2653634.84   | 0.06%             | 2030-10-08      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |           1 | NC      | $689.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                            | Bridgebio Pharma Inc                                                                                                                       | CUSIP: 10806XAJ1<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     2510000 | PA      | $4136882.25   | 0.09%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $2430.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-13988.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEP Group Inc                                                   | NEP Group Inc 2025 Term Loan B                                                                                                             | CUSIP: 62908HAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4802542 | PA      | $4320510.68   | 0.09%             | 2031-10-17      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                             | Maverick Gaming LLC 2024 Second Out Term Loan                                                                                              | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      977060 | PA      | $537383.24    | 0.01%             | 2028-06-05      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SPRUCE HILL MORTGAGE LOAN TRUST                                 | Spruce Hill Mortgage Loan Trust 2020-SH1                                                                                                   | CUSIP: 85209FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6176000 | PA      | $5977266.82   | 0.13%             | 2050-01-28      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                                                                               | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2950000 | PA      | $3002088.15   | 0.06%             | 2035-02-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                | Cytokinetics Inc                                                                                                                           | CUSIP: 23282WAC4<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $3444000.00   | 0.07%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust 2022-2                                                                                                            | CUSIP: 03464PAD9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     2203000 | PA      | $1839540.69   | 0.04%             | 2067-01-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                                 | MV Holding GmbH 2025 USD Term Loan B                                                                                                       | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |      332494 | PA      | $333740.62    | 0.01%             | 2032-03-17      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                    | Synopsys Inc                                                                                                                               | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1288472.36   | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International, Inc.                            | Light and Wonder International Inc 2026 Term Loan B                                                                                        | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |     3073018 | PA      | $3073018.47   | 0.07%             | 2029-04-16      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| JOHNSTONE SUPPLY LLC                                            | Johnstone Supply LLC 2026 Term Loan B                                                                                                      | CUSIP: 47947BAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      773225 | PA      | $772938.91    | 0.02%             | 2031-06-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                                                                                                   | CUSIP: 38382XSD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2635592 | PA      | $467691.14    | 0.01%             | 2051-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                       | SHR Trust 2024-LXRY                                                                                                                        | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1430000 | PA      | $1436256.25   | 0.03%             | 2041-10-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MY        |           1 | NC      | $-14177.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBT7<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     3777000 | PA      | $3970571.25   | 0.09%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| ROMANIA GOVERNMENT BOND                                         | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     8805000 | PA      | $1918445.50   | 0.04%             | 2035-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT CII LLC                                                                                                                               | CUSIP: 92873HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4301262 | PA      | $4301767.22   | 0.09%             | 2051-08-25      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                        | ROCKIES EXPRESS PIPELINE                                                                                                                   | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      375000 | PA      | $390984.50    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-924.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |           1 | NC      | $-1281.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                            | Heartland Dental LLC 2025 Term Loan                                                                                                        | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     1259420 | PA      | $1259294.54   | 0.03%             | 2032-08-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC                       | Corpay Technologies Operating Company LLC Term Loan B5                                                                                     | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |      964633 | PA      | $965385.00    | 0.02%             | 2028-04-28      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                            | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  6981000000 | PA      | $409828.30    | 0.01%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                             | Affirm Master Trust                                                                                                                        | CUSIP: 00833BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5060000 | PA      | $5090510.28   | 0.11%             | 2033-02-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                              | VENTURE GLOBAL CALCASI PAS LLC 2026 TERM LOAN B                                                                                            | CUSIP: 12867PAB7<br>LEI: 254900QL2WSD96B4YM44 | Long             | LON              | CORP              | US        |     1165000 | PA      | $1167726.10   | 0.03%             | 2033-04-11      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-22293.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                           | Dave & Buster's Inc 2024 1st Lien Term Loan B                                                                                              | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |      987500 | PA      | $852024.88    | 0.02%             | 2031-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| AL SYDBANK                                                      | AL Sydbank                                                                                                                                 | CUSIP: 000000000<br>LEI: GP5DT10VX1QRQUKVBK64 | Long             | DBT              | CORP              | DK        |     3300000 | PA      | $3877496.69   | 0.08%             | 2030-03-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |           1 | NC      | $1234.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                         | PPL Capital Funding Inc                                                                                                                    | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     4237000 | PA      | $4383304.97   | 0.09%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VAN POOL TRANSPORTATION LLC                                     | Van Pool Transportation LLC 2026 Delayed Draw Term Loan                                                                                    | CUSIP: 07363PAG5<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |       65548 | PA      | $65712.07     | 0.00%             | 2030-08-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D12OQ61 IRS HUF R V 06MBUBOR 99D12OQ87 CCPVANILLA / Short: B9D12OQ61 IRS HUF P F  6.09750 99D12OQ61 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   141876000 | OU      | $-14093.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                           | Bank of Ireland Group PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     1725000 | PA      | $2089355.47   | 0.05%             | 2030-03-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SCOR SE                                                         | SCOR SE                                                                                                                                    | CUSIP: 000000000<br>LEI: 96950056ULJ4JI7V3752 | Long             | DBT              | CORP              | FR        |     2600000 | PA      | $2491098.25   | 0.05%             | 2029-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $192.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D13A3S7 IRS INR R V 06MMIBOR 99D13A3T5 CCPNDFOIS / Short: B9D13A3S7 IRS INR P F  6.39950 99D13A3S7 CCPNDFOIS                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   177116000 | OU      | $20002.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                  | Enterprise Fleet Financing 2024-1 LLC                                                                                                      | CUSIP: 29375PAC4<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |     3195000 | PA      | $3231057.17   | 0.07%             | 2030-09-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | Altice France SA                                                                                                                           | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      309567 | PA      | $366067.01    | 0.01%             | 2029-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                | AmWINS Group Inc 2026 Term Loan B                                                                                                          | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     1268937 | PA      | $1267300.56   | 0.03%             | 2032-01-30      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136A6MP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78772 | PA      | $14653.93     | 0.00%             | 2042-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2020-BNK25                                                                                                                            | CUSIP: 06539WBC9<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    11604459 | PA      | $296907.05    | 0.01%             | 2063-01-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                                     | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     3727758 | PA      | $3727758.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14845000 | PA      | $12569539.84  | 0.27%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                | LONG GILT FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         409 | NC      | $-234352.89   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2017-H1                                                                                                     | CUSIP: 61691JBA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     2055000 | PA      | $1953996.13   | 0.04%             | 2050-06-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                                 | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5231000 | PA      | $4479941.34   | 0.10%             | 2056-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SILK ROAD GROUP HOLDING                                         | Silk Road Group Holding LLC                                                                                                                | CUSIP: 82710NAA6<br>LEI: 254900J9KTY8FE4C8227 | Long             | DBT              | CORP              | GE        |     5195000 | PA      | $5233879.38   | 0.11%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                                               | Ibercaja Banco SA                                                                                                                          | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |     3600000 | PA      | $4539911.72   | 0.10%             | 2028-01-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                         | First Student Bidco Inc 2026 Term Loan B                                                                                                   | CUSIP: 33718FAQ3<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |     2288686 | PA      | $2288685.76   | 0.05%             | 2030-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                         | Versant Media Group Inc                                                                                                                    | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      625000 | PA      | $648915.31    | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                          | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   472312000 | PA      | $997473.78    | 0.02%             | 2034-03-12      | Fixed         | 15.10%                | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $711.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                          | Sunoco LP / Sunoco Finance Corp                                                                                                            | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      530000 | PA      | $520480.78    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |           1 | NC      | $9875.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $3292.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                             | Southern California Edison Co                                                                                                              | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      735000 | PA      | $746718.79    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2159000 | PA      | $2246417.91   | 0.05%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                 | Piraeus Bank SA                                                                                                                            | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |     1700000 | PA      | $2059949.81   | 0.04%             | 2030-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| MCAFEE CORP                                                     | McAfee Corp                                                                                                                                | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    20303000 | PA      | $16450595.08  | 0.36%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| NOTA DO TESOURO NACIONAL                                        | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     8412000 | PA      | $1570231.93   | 0.03%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company            | Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |      718987 | PA      | $722697.45    | 0.02%             | 2028-11-05      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                             | IVC Acquisition Ltd 2025 EUR Repriced Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |     1320000 | PA      | $1550410.48   | 0.03%             | 2028-12-12      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                      | Allianz SE                                                                                                                                 | CUSIP: 018820AF7<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     2400000 | PA      | $2401627.20   | 0.05%             | 2034-10-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                            | Kaiser Aluminum Corp                                                                                                                       | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $455652.02    | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                                                            | CUSIP: 31418E4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1874682 | PA      | $1936509.05   | 0.04%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                        | Unipol Assicurazioni SpA                                                                                                                   | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |     4200000 | PA      | $4890786.26   | 0.11%             | 2035-07-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $78287.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                                                                                | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      708000 | PA      | $679926.59    | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                      | Flagship Credit Auto Trust 2023-3                                                                                                          | CUSIP: 33846BAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5025000 | PA      | $3609163.54   | 0.08%             | 2030-06-17      | Fixed         | 9.74%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                | Paramount Global                                                                                                                           | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     2602000 | PA      | $2017959.53   | 0.04%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                                  | AGL CLO 16 Ltd                                                                                                                             | CUSIP: 00120MAC0<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |     5835000 | PA      | $4832051.03   | 0.10%             | 2035-01-20      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES                                     | AVID AUTOMOBILE RECEIVABLES                                                                                                                | CUSIP: 05368WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9109535 | PA      | $9117770.17   | 0.20%             | 2032-07-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                          | Planet Financial Group LLC                                                                                                                 | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11460000 | PA      | $11138133.29  | 0.24%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                             | AST SpaceMobile Inc                                                                                                                        | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |     2452000 | PA      | $2491232.00   | 0.05%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC                            | Herschend Entertainment Company LLC 2026 Term Loan B                                                                                       | CUSIP: 42778EAH4<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |      600462 | PA      | $602618.16    | 0.01%             | 2032-05-27      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-16633.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIA                                                        | Bulgaria Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      789000 | PA      | $505773.96    | 0.01%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MY        |           1 | NC      | $-5248.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    54541500 | PA      | $2891957.47   | 0.06%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                         | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     1535000 | PA      | $1550096.54   | 0.03%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                                       | HUB International Limited 2025 Term Loan B                                                                                                 | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     4348736 | PA      | $4358695.03   | 0.09%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC                                              | Enphase Energy Inc                                                                                                                         | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |     1720000 | PA      | $1567436.00   | 0.03%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                     | Asurion LLC 2021 Second Lien Term Loan B4                                                                                                  | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      588785 | PA      | $590162.81    | 0.01%             | 2029-01-20      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| ARGENTA SPAARBANK                                               | Argenta Spaarbank NV                                                                                                                       | CUSIP: 000000000<br>LEI: A6NZLYKYN1UV7VVGFX65 | Long             | DBT              | CORP              | BE        |     1200000 | PA      | $1384352.59   | 0.03%             | 2034-02-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -8135000 | PA      | $-7628152.49  | -0.16%            | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                           | Mexico Government International Bonds                                                                                                      | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      860000 | PA      | $497510.00    | 0.01%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-10478.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK24                                                                                                                            | CUSIP: 06540VBC8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    27970249 | PA      | $568397.41    | 0.01%             | 2062-11-15      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $26686.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                    | Ford Credit Auto Owner Trust 2022-C                                                                                                        | CUSIP: 34535AAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1701928.48   | 0.04%             | 2028-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                             | Medline Borrower LP 2025 Term Loan B                                                                                                       | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      653179 | PA      | $655340.69    | 0.01%             | 2028-10-23      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                     | Beach Acquisition Bidco LLC USD Term Loan B                                                                                                | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |      408975 | PA      | $410255.09    | 0.01%             | 2032-09-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                      | JPMBB Commercial Mortgage Securities Trust 2014-C24                                                                                        | CUSIP: 46643GAK6<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     2140000 | PA      | $2002918.45   | 0.04%             | 2047-11-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                                      | Point Securitization Trust 2025-1                                                                                                          | CUSIP: 73072DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3550000 | PA      | $3552378.50   | 0.08%             | 2055-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                      | EW Scripps Company (The) 2025 Term Loan B3                                                                                                 | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      290634 | PA      | $285425.39    | 0.01%             | 2029-11-30      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | Iliad Holding SAS                                                                                                                          | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     1435000 | PA      | $1522401.10   | 0.03%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                                     | GLP Pte Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |    11810000 | PA      | $9284929.76   | 0.20%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HSB GROUP INC                                                   | HSB Group Inc                                                                                                                              | CUSIP: 40428NAC3<br>LEI: 549300YBYP3KZS5URX14 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1337853.13   | 0.03%             | 2027-07-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $1477.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-UBS4 Mortgage Trust                                                                                                              | CUSIP: 12591QAW2<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $1026013.50   | 0.02%             | 2047-08-10      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                  | Galaxy XXV CLO Ltd                                                                                                                         | CUSIP: 36319YAL9<br>LEI: 391200IVEMZD61SG5W29 | Long             | ABS-CBDO         | CORP              | KY        |     1385000 | PA      | $1341419.59   | 0.03%             | 2036-04-25      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                          | CACI International Inc 2026 Incremental Term Loan B2                                                                                       | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |     1150000 | PA      | $1152392.00   | 0.02%             | 2033-03-09      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $112950.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1597.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                    | DoorDash Inc                                                                                                                               | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     3549000 | PA      | $3385746.00   | 0.07%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                         | American Electric Power Co Inc                                                                                                             | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298316.49    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                            | AMENTUM HOLDINGS INC 2026 TERM LOAN B                                                                                                      | CUSIP: 02351XAD0<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |     2085000 | PA      | $2084749.80   | 0.04%             | 2031-09-29      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AR        |           1 | NC      | $102651.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                         | Great Canadian Gaming Corp/Raptor LLC                                                                                                      | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     1825000 | PA      | $1779395.90   | 0.04%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                           | Lumentum Holdings Inc                                                                                                                      | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      360000 | PA      | $1762524.00   | 0.04%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CCC Intelligent Solutions Inc                                   | CCC Intelligent Solutions Inc Term Loan                                                                                                    | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |      395232 | PA      | $393058.15    | 0.01%             | 2032-01-23      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-12295.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                 | Cimpress Public Limited Company 2024 Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | LON              | CORP              | IE        |     2259073 | PA      | $2261896.71   | 0.05%             | 2028-05-17      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                | EOC Borrower LLC Term Loan B                                                                                                               | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1855975 | PA      | $1860150.94   | 0.04%             | 2032-03-24      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                 | Golub Capital Partners CLO 72 B Ltd                                                                                                        | CUSIP: 381942AA9<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |     5300000 | PA      | $5300000.00   | 0.11%             | 2037-04-25      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                     | Surgery Center Holdings Inc 2025 Term Loan B                                                                                               | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     1784434 | PA      | $1788644.77   | 0.04%             | 2030-12-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                        | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     5805000 | PA      | $6494797.80   | 0.14%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $7274.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                       | Banijay Entertainment SAS 2025 USD Term Loan B3                                                                                            | CUSIP: 000000000<br>LEI: 5493008PW5N0VVCH7279 | Long             | LON              | CORP              | US        |      446429 | PA      | $447825.89    | 0.01%             | 2028-03-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                                 | CUSIP: 21H052660<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8100000 | PA      | $8145529.94   | 0.18%             | 2056-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                        | IREN Ltd                                                                                                                                   | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     3250000 | PA      | $3584750.00   | 0.08%             | 2033-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-4663.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-18625.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11100000 | PA      | $11515910.90  | 0.25%             | 2056-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-5288.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                  | Blackhawk Network Holdings Inc 2026 Term Loan B                                                                                            | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     1472968 | PA      | $1456926.89   | 0.03%             | 2029-03-12      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Coherent Corp                                                   | Coherent Corp 2025 Term Loan B2                                                                                                            | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |     1276407 | PA      | $1276407.46   | 0.03%             | 2029-07-02      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                           | Bausch Health Cos Inc                                                                                                                      | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |       92000 | PA      | $67677.50     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2020-GC45                                                                                                     | CUSIP: 36258YBJ6<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     6979971 | PA      | $128417.50    | 0.00%             | 2053-02-13      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                          | Telecom Italia Capital SA                                                                                                                  | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      175000 | PA      | $183649.73    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                             | LBM Acquisition LLC                                                                                                                        | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      550000 | PA      | $381150.46    | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GRIFOLS SA                                                      | Grifols SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     4700000 | PA      | $5427914.82   | 0.12%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                   | Coherent Corp                                                                                                                              | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      775000 | PA      | $766619.24    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                         | Black Pearl Compute LLC                                                                                                                    | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1329109.98   | 0.03%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D12OUJ8 IRS ZAR R V 03MJIBAR 99D12OUK5 CCPVANILLA / Short: B9D12OUJ8 IRS ZAR P F  6.52900 99D12OUJ8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    93628000 | OU      | $267200.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                                  | BAWAG Group AG                                                                                                                             | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |     1800000 | PA      | $2225511.62   | 0.05%             | 2029-09-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     2875000 | PA      | $3333356.04   | 0.07%             | 2027-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $-1450.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                  | Wynn Macau Ltd                                                                                                                             | CUSIP: 98313RAJ5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    15045000 | PA      | $15014910.00  | 0.32%             | 2029-03-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                      | MHP Lux SA                                                                                                                                 | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     3220000 | PA      | $3297597.33   | 0.07%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2452508.04  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $5374.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                      | goeasy Ltd                                                                                                                                 | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    11495000 | PA      | $9548929.84   | 0.21%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Bank                                                            | BANK 2019-BNK22                                                                                                                            | CUSIP: 06540XBH3<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     6359756 | PA      | $114149.35    | 0.00%             | 2062-11-15      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                   | Golar LNG Ltd                                                                                                                              | CUSIP: 38046YAC5<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     1250000 | PA      | $1508125.00   | 0.03%             | 2030-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                                                                            | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2644000 | PA      | $2598005.24   | 0.06%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                       | BPR Trust 2023-BRK2                                                                                                                        | CUSIP: 05610WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3470000 | PA      | $3613058.38   | 0.08%             | 2038-10-05      | Variable      | 8.63%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                             | Rocket Software Inc 2023 USD Term Loan B                                                                                                   | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     4585998 | PA      | $4367796.02   | 0.09%             | 2028-11-28      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | MX        |           1 | NC      | $-11449.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                   | American Builders & Contractors Supply Co Inc 2024 Term Loan B                                                                             | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |     1937395 | PA      | $1942974.85   | 0.04%             | 2031-01-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                            | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12038000000 | PA      | $706412.16    | 0.02%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                                           | CUSIP: 02007GZ97<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      393800 | PA      | $404826.69    | 0.01%             | 2032-05-17      | Fixed         | 9.89%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $368470.88    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | RO        |           1 | NC      | $-2624.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                        | Capital One Financial Corp                                                                                                                 | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       28800 | NS      | $546912.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SCRIPPS ESCROW II INC                                           | Scripps Escrow II Inc                                                                                                                      | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2114406.75   | 0.05%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LLC                                                                                                            | CUSIP: 42806MBV0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     1153333 | PA      | $1157497.21   | 0.02%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| VAN POOL TRANSPORTATION LLC                                     | Van Pool Transportation LLC 2026 Term Loan                                                                                                 | CUSIP: 07363PAE0<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |     1329452 | PA      | $1332775.43   | 0.03%             | 2030-08-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-1957.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $944.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                               | Polaris Newco LLC USD Term Loan B                                                                                                          | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     1994335 | PA      | $1733336.69   | 0.04%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                                                                               | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1415000 | PA      | $1611841.71   | 0.03%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                              | OMNIA Partners LLC 2024 Term Loan B                                                                                                        | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |      515858 | PA      | $518179.72    | 0.01%             | 2032-12-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK18                                                                                                                            | CUSIP: 065402BD0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     9022947 | PA      | $213082.31    | 0.00%             | 2062-05-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                            | Olympus Water US Holding Corporation 2025 USD Term Loan B                                                                                  | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      628425 | PA      | $621091.28    | 0.01%             | 2032-11-03      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company, Inc.                         | Petco Health and Wellness Company Inc 2026 Term Loan B                                                                                     | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     1410000 | PA      | $1399072.50   | 0.03%             | 2031-02-03      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                           | Wells Fargo Commercial Mortgage Trust 2015-NXS1                                                                                            | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |       14722 | PA      | $13286.64     | 0.00%             | 2048-05-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137B05Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9845 | PA      | $626.92       | 0.00%             | 2033-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5895000 | PA      | $5915667.87   | 0.13%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                                        | Jacobs Entertainment Inc                                                                                                                   | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |      450000 | PA      | $441000.00    | 0.01%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                             | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    14285000 | PA      | $14784975.00  | 0.32%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                         | Bank of New York Mellon/The                                                                                                                | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2746585.08   | 0.06%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B9 Mortgage Trust                                                                                                           | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      541000 | PA      | $477202.20    | 0.01%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                                                                           | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1082818.50   | 0.02%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                          | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47396.47     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: S9D12AFJ5 IRS BRL R F 13.17500 99D12AFJ5 CCPNDFPREDISWAP / Short: S9D12AFJ5 IRS BRL P V 00MBRCDI 99D12AFI7 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13631895 | OU      | $-45890.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                                       | Block Inc                                                                                                                                  | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      800000 | PA      | $751200.00    | 0.02%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                          | Lumen Technologies Inc                                                                                                                     | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96000.00     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                   | FirstCash Inc                                                                                                                              | CUSIP: 33767DAF2<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $2055106.08   | 0.04%             | 2034-05-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                                | EP Purchaser LLC 2021 Term Loan B                                                                                                          | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |     1526154 | PA      | $1070856.36   | 0.02%             | 2028-11-06      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 10YR NOTE (CBT)JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        4856 | NC      | $-8314703.65  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| PEARLS (Netherlands) Bidco BV                                   | PEARLS (Netherlands) Bidco BV 2022 USD Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 2549005MTFX0VLL0UQ17 | Long             | LON              | CORP              | US        |      960571 | PA      | $832334.45    | 0.02%             | 2029-02-26      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | Iliad Holding SAS                                                                                                                          | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      425000 | PA      | $524025.71    | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust                                           | Worldwide Plaza Trust 2017-WWP                                                                                                             | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4095000 | PA      | $3296477.05   | 0.07%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                            | BCP V Modular Services Finance II PLC                                                                                                      | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $769376.98    | 0.02%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Cornerstone Building Brands Inc                                 | Cornerstone Building Brands Inc 2021 Term Loan B                                                                                           | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      981912 | PA      | $601863.05    | 0.01%             | 2028-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137FT3B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2213544 | PA      | $411137.86    | 0.01%             | 2050-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $112043.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                        | Capital One Financial Corp                                                                                                                 | CUSIP: 14040H733<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |       52869 | NS      | $854891.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-15059.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Waystar Technologies, Inc.                                      | Waystar Technologies Inc 2025 Term Loan B                                                                                                  | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |     1497958 | PA      | $1497958.23   | 0.03%             | 2029-10-22      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems U.S. Holdings, Inc.                      | Axalta Coating Systems US Holdings Inc 2024 Term Loan B7                                                                                   | CUSIP: 90347BAP3<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |      593223 | PA      | $593840.41    | 0.01%             | 2029-12-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                 | WHARF Commercial Mortgage Trust 2025-DC                                                                                                    | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1605000 | PA      | $1647485.96   | 0.04%             | 2040-07-15      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $8547.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                    | Barclays PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2150000 | PA      | $3023058.18   | 0.07%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                  | Microsoft Corp                                                                                                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |        1800 | NS      | $734004.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                              | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |           1 | NC      | $2135.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |           1 | NC      | $-1580.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                             | Worldline SA/France                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     3400000 | PA      | $3504406.62   | 0.08%             | 2030-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CBAMR Ltd                                                       | CBAMR 2020-13 Ltd                                                                                                                          | CUSIP: 12517KAA4<br>LEI: 635400U9D8ZDLM1G7T76 | Long             | ABS-CBDO         | CORP              | KY        |     4570000 | PA      | $4571270.46   | 0.10%             | 2039-04-20      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $14472.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                        | USA Compression Partners LP / USA Compression Finance Corp                                                                                 | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $423707.94    | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD HKD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-388.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                           | PRPM 2025-7 LLC                                                                                                                            | CUSIP: 69382YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1808000 | PA      | $1807252.57   | 0.04%             | 2030-08-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |           1 | NC      | $434.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |           1 | NC      | $-1185.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                    | Hilton Grand Vacations Trust 2026-1                                                                                                        | CUSIP: 43284KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2130000 | PA      | $2129663.46   | 0.05%             | 2043-02-25      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                           | Bread Financial Holdings Inc                                                                                                               | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    18280000 | PA      | $19169175.76  | 0.41%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Becton Dickinson & Co                                           | Becton Dickinson & Co                                                                                                                      | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |         707 | NS      | $105371.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XCAL Mortgage Trust                                             | X-Caliber Funding LLC                                                                                                                      | CUSIP: 98373XBK5<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     3050000 | PA      | $3049664.50   | 0.07%             | 2026-10-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                        | Rexford Industrial Realty LP                                                                                                               | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     3675000 | PA      | $3662137.50   | 0.08%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn3                                                                                                                 | CUSIP: 35563GAC3<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |     3670000 | PA      | $3881461.73   | 0.08%             | 2051-11-25      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| WEX Inc                                                         | WEX Inc 2024 Term Loan B2                                                                                                                  | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |     1517477 | PA      | $1517477.14   | 0.03%             | 2028-03-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                     | NVIDIA Corp                                                                                                                                | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1104792.71   | 0.02%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      215000 | PA      | $211803.90    | 0.00%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs International                                     | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PE        |           1 | NC      | $410.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REP SOUTH AFRICA FLOATER                                        | Republic of South Africa Floating Rate Note                                                                                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    29000000 | PA      | $1750149.09   | 0.04%             | 2027-07-11      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $-635.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $-27281.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D12OZD6 IRS PLN R F  4.19500 99D12OZD6 CCPVANILLA / Short: S9D12OZD6 IRS PLN P V 06MWIBOR 99D12OZC8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5745000 | OU      | $-72838.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                 | Cemex SAB de CV                                                                                                                            | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    11410000 | PA      | $11815169.10  | 0.26%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK23                                                                                                                            | CUSIP: 06541RBC6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     5229394 | PA      | $106144.14    | 0.00%             | 2052-12-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                                 | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    50700000 | PA      | $45145752.64  | 0.97%             | 2056-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                                                                                | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      583476 | PA      | $650190.55    | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                           | Chamberlain Group Inc 2025 Term Loan B                                                                                                     | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     1003898 | PA      | $1001910.11   | 0.02%             | 2032-09-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-6066.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                             | Worldline SA/France                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     2200000 | PA      | $2289979.51   | 0.05%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LLC                                                                                                            | CUSIP: 42806MCD9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    10405000 | PA      | $10574936.54  | 0.23%             | 2028-02-25      | Fixed         | 9.43%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE 2019 LLC                                         | Belron Finance 2019 LLC 2026 Repriced Term Loan B                                                                                          | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2058794 | PA      | $2067378.67   | 0.04%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |           1 | NC      | $1097.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Inc                                                      | Affirm Asset Securitization Trust 2024-X1                                                                                                  | CUSIP: 00834XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22656 | PA      | $81247.79     | 0.00%             | 2029-05-15      | Variable      | 100.00%               | No            |                  2 | On Loan: No      |
| RR Ltd                                                          | RR 38 Ltd                                                                                                                                  | CUSIP: 74988GAC9<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |     8025000 | PA      | $5271943.50   | 0.11%             | 2040-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                                   | Truist Insurance Holdings LLC 2024 Term Loan B                                                                                             | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1287742 | PA      | $1277440.00   | 0.03%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                | Vmed O2 UK Financing I PLC                                                                                                                 | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $258275.58    | 0.01%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                      | GLS Auto Receivables Issuer Trust 2025-1                                                                                                   | CUSIP: 36271KAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1317000 | PA      | $1340258.22   | 0.03%             | 2032-03-15      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| Boluda Towage SL                                                | Boluda Towage SL 2024 EUR Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |     1000000 | PA      | $1182745.47   | 0.03%             | 2030-01-31      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                              | Horizon Aircraft Finance I Ltd                                                                                                             | CUSIP: 440405AE8<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |     1273328 | PA      | $1268616.68   | 0.03%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2011-C3                                                                                                     | CUSIP: 61760RAS1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      465000 | PA      | $456157.70    | 0.01%             | 2049-07-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |           1 | NC      | $-8207.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: B9D13DL69 IRS MXN R V 01MTIEF 99D13DL77 CCPOIS / Short: B9D13DL69 IRS MXN P F  7.75000 99D13DL69 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    48825000 | OU      | $12591.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                 | Star Parent Inc                                                                                                                            | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     3759000 | PA      | $3937755.49   | 0.08%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                           | Trivium Packaging Finance BV                                                                                                               | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      193000 | PA      | $201238.98    | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      585000 | PA      | $615135.09    | 0.01%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 27, LTD.                            | Octagon Investment Partners 27 Ltd                                                                                                         | CUSIP: 67591CAE7<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | KY        |      546192 | PA      | $413518.28    | 0.01%             | 2030-07-15      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $-8791.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $7279.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                        | Great Outdoors Group LLC 2025 Term Loan B                                                                                                  | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |     3784595 | PA      | $3804464.22   | 0.08%             | 2032-01-23      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                 | CSAIL 2015-C3 Commercial Mortgage Trust                                                                                                    | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     1962482 | PA      | $1896247.88   | 0.04%             | 2048-08-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                                     | GLP Pte Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     6395000 | PA      | $2721521.17   | 0.06%             | 2027-06-29      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| TERAWULF INC                                                    | Terawulf Inc                                                                                                                               | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2900200.00   | 0.06%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                         | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   146900000 | PA      | $1484161.95   | 0.03%             | 2032-01-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                      | Grifols SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     4505000 | PA      | $5490616.13   | 0.12%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 31394DEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30413 | PA      | $31200.33     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                                | RunItOneTime LLC 2nd Amendment Roll Up Term Loan                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      270153 | PA      | $270476.80    | 0.01%             | 2026-10-15      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| SupplyOne Inc                                                   | SupplyOne Inc 2024 Term Loan B                                                                                                             | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      323433 | PA      | $324286.86    | 0.01%             | 2031-04-21      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-17499.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-2603.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| XCAL Mortgage Trust                                             | X-Caliber Funding LLC                                                                                                                      | CUSIP: 98373XBZ2<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |    15835000 | PA      | $15818229.15  | 0.34%             | 2030-06-17      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1879.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                              | Tricolor Auto Securitization Trust 2024-3                                                                                                  | CUSIP: 89617AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $124900.00    | 0.00%             | 2030-07-15      | Fixed         | 8.64%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2383400000 | PA      | $594289.10    | 0.01%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-83690.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                           | Bausch Health Cos Inc                                                                                                                      | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      216000 | PA      | $224640.00    | 0.00%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                        | Prudential Financial Inc                                                                                                                   | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1736000 | PA      | $1691967.40   | 0.04%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                           | Quikrete Holdings Inc 2025 Term Loan B1                                                                                                    | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     3852848 | PA      | $3853965.69   | 0.08%             | 2031-04-14      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                          | Arsenal AIC Parent LLC 2025 Term Loan B                                                                                                    | CUSIP: 04287KAG6<br>LEI: 254900G9F9HA5EP57J39 | Long             | LON              | CORP              | US        |      841409 | PA      | $843512.72    | 0.02%             | 2030-08-19      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                          | Mauser Packaging Solutions Holding Co                                                                                                      | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      400000 | PA      | $394000.00    | 0.01%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                                                                                | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1845000 | PA      | $1700356.39   | 0.04%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ITTIHAD INT II LTD                                              | Ittihad International II Ltd                                                                                                               | CUSIP: 46576EAA4<br>LEI: 254900N6645P4DHIXJ30 | Long             | DBT              | CORP              | KY        |     4870000 | PA      | $4895457.44   | 0.11%             | 2030-11-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-11814.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                            | Fortune Star BVI Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     7580000 | PA      | $8877764.84   | 0.19%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1372000 | PA      | $367839.02    | 0.01%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     2144000 | PA      | $2057164.68   | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                             | Boels Topholding BV 2026 EUR Repriced Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | LON              | CORP              | NL        |     2055173 | PA      | $2414392.54   | 0.05%             | 2031-05-23      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $414.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                  | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    16970000 | PA      | $739173.74    | 0.02%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                   | Ballyrock CLO 27 Ltd                                                                                                                       | CUSIP: 05876BAC9<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $910000.00    | 0.02%             | 2037-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                                       | Howden Group Holdings Ltd 2025 USD Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |     1852448 | PA      | $1822919.52   | 0.04%             | 2031-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust 2021-3                                                                                                            | CUSIP: 03465EAD3<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |     2050000 | PA      | $1577754.01   | 0.03%             | 2066-05-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |           1 | NC      | $7617.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                        | Windsor Holdings III LLC 2025 USD Term Loan B                                                                                              | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     1901669 | PA      | $1892636.27   | 0.04%             | 2030-08-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |           1 | NC      | $115972.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                              | Grupo Televisa SAB                                                                                                                         | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    10195000 | PA      | $6812181.25   | 0.15%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2025-NPL5 LLC                                                                                                                         | CUSIP: 74143LAB2<br>LEI: 2549000L41AJEKAJNL30 | Long             | ABS-O            | CORP              | US        |     4390000 | PA      | $4417911.62   | 0.10%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | 99D12ECG USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     3409000 | OU      | $68312.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                        | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 00870WAA4<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     3910000 | PA      | $3529103.28   | 0.08%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                                         | Les Schwab Tire Centers 2025 Term Loan B                                                                                                   | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |     1364055 | PA      | $1362923.25   | 0.03%             | 2031-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                 | TEXAS Commercial Mortgage Trust 2025-TWR                                                                                                   | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6795000 | PA      | $6786805.91   | 0.15%             | 2042-04-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BLOCK COMMUNICATIONS INC                                        | Block Communications Inc                                                                                                                   | CUSIP: 093645AK5<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    14570000 | PA      | $13489895.30  | 0.29%             | 2031-03-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $1869.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                         | Brown Group Holding LLC 2022 Incremental Term Loan B2                                                                                      | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     1979544 | PA      | $1989223.75   | 0.04%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $63411.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FLYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2605748 | PA      | $159274.26    | 0.00%             | 2047-05-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                        | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1820003.40   | 0.04%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| M&G PLC                                                         | M&G PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      470000 | PA      | $480958.69    | 0.01%             | 2048-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXUS Buyer LLC                                                 | NEXUS Buyer LLC 2025 Term Loan B                                                                                                           | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |     1356306 | PA      | $1328054.31   | 0.03%             | 2031-07-31      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Altium Packaging LLC                                            | Altium Packaging LLC 2024 Term Loan B                                                                                                      | CUSIP: 20902CAX8<br>LEI: 549300FG8OPBIML5F686 | Long             | LON              | CORP              | US        |     2040165 | PA      | $1986100.57   | 0.04%             | 2031-06-11      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Owens-Illinois Inc                                              | Owens-Illinois Inc 2025 Term Loan B                                                                                                        | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |      997500 | PA      | $982537.50    | 0.02%             | 2032-09-30      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                 | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $179111.05    | 0.00%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AR        |           1 | NC      | $88168.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPR Trust                                                       | BPR Trust 2022-SSP                                                                                                                         | CUSIP: 05602HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5675000 | PA      | $5673462.64   | 0.12%             | 2039-05-15      | Floating      | 11.28%                | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                              | Bertrand Franchise Finance SAS                                                                                                             | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |     1455000 | PA      | $1706433.10   | 0.04%             | 2030-07-18      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                                                                                | CUSIP: 61767EAK0<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     2307000 | PA      | $2059106.62   | 0.04%             | 2052-11-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                  | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    41690000 | PA      | $1929368.11   | 0.04%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1228.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                           | Level 3 Financing Inc                                                                                                                      | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2995000 | PA      | $3207677.95   | 0.07%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D13D1S USD CALL THB PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -4149000 | OU      | $-96576.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                        | Virgin Media Bristol LLC 2020 USD Term Loan Q                                                                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     1010000 | PA      | $986224.60    | 0.02%             | 2029-01-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ALDERMORE GROUP                                                 | Aldermore Group PLC                                                                                                                        | CUSIP: 000000000<br>LEI: 213800JQLWHE8NQYXX31 | Long             | DBT              | CORP              | GB        |     2775000 | PA      | $3699746.97   | 0.08%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                             | Sword Purchaser LLC                                                                                                                        | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |      635000 | PA      | $649705.44    | 0.01%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                        | Citizens Financial Group Inc                                                                                                               | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |      131175 | NS      | $3306921.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-3758.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-16059.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                          | GreenSky Home Improvement Issuer Trust 2025-1                                                                                              | CUSIP: 39571NAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3455469 | PA      | $3545883.83   | 0.08%             | 2060-03-25      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    38070000 | PA      | $2384334.33   | 0.05%             | 2039-03-31      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12009054 | PA      | $468043.25    | 0.01%             | 2030-06-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                                                                                      | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1005980.61   | 0.02%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                      | Zoetis Inc                                                                                                                                 | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     4205000 | PA      | $4156642.50   | 0.09%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES                                                    | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    31094630 | PA      | $1693099.35   | 0.04%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                       | Caesars Entertainment Inc Term Loan B                                                                                                      | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     2401814 | PA      | $2327765.69   | 0.05%             | 2030-02-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                               | Bloom Energy Corp                                                                                                                          | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $5135065.00   | 0.11%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                                                                           | CUSIP: 3142GU2B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6783419 | PA      | $6895442.01   | 0.15%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137H4US7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1767245 | PA      | $360035.78    | 0.01%             | 2052-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BYP63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3598535 | PA      | $3599055.30   | 0.08%             | 2056-03-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                  | BXSC Commercial Mortgage Trust 2022-WSS                                                                                                    | CUSIP: 05610BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9237685 | PA      | $9237685.40   | 0.20%             | 2035-03-15      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                          | Discovery Global Holdings Inc                                                                                                              | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      175000 | PA      | $158502.75    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                        | Avis Budget Rental Car Funding AESOP LLC                                                                                                   | CUSIP: 05377RLP7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     3320000 | PA      | $3278859.22   | 0.07%             | 2030-08-20      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2268000 | PA      | $2646844.45   | 0.06%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                        | IREN Ltd                                                                                                                                   | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      675000 | PA      | $583875.00    | 0.01%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-273.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                  | Cloudflare Inc                                                                                                                             | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     6040000 | PA      | $6936916.63   | 0.15%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr               | GM Financial Consumer Automobile Receivables Trust 2026-1                                                                                  | CUSIP: 362970AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10155000 | PA      | $10127017.90  | 0.22%             | 2029-03-16      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                          | First Brands Group LLC 2025 PIK DIP Roll-Up Term Loan B                                                                                    | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     2880348 | PA      | $2649.92      | 0.00%             | 2026-06-29      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $2440.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                            | Bulgarian Energy Holding EAD                                                                                                               | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     2905000 | PA      | $3362636.03   | 0.07%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                              | Realty Income Corp                                                                                                                         | CUSIP: 756109CY8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     1280000 | PA      | $1334400.00   | 0.03%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN                                        | Ionis Pharmaceuticals Inc                                                                                                                  | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      250000 | PA      | $259218.75    | 0.01%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-1238.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                           | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      512000 | PA      | $503477.04    | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                             | SG Residential Mortgage Trust 2022-1                                                                                                       | CUSIP: 78433QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3198000 | PA      | $2280236.68   | 0.05%             | 2062-03-27      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $-15250.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: S9D13BS74 IRS CLP R F  4.91800 99D13BS74 CCPNDFCAMARAPROMEDIO / Short: S9D13BS74 IRS CLP P V 06MCLICP 99D13BS66 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  2200220000 | OU      | $-18775.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                          | IMA Industria Macchine Automatiche SpA                                                                                                     | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     1450000 | PA      | $1714461.14   | 0.04%             | 2029-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                 | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                                                  | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     3592049 | PA      | $3599017.11   | 0.08%             | 2028-12-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264A303<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       47432 | NS      | $1052516.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri Lux Finco Sarl                                          | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                                                                               | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |     1296103 | PA      | $1285228.54   | 0.03%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    15305000 | PA      | $15517050.78  | 0.33%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                           | Venture Global Plaquemines LNG LLC                                                                                                         | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     8745000 | PA      | $9151056.59   | 0.20%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                           | Arroyo Mortgage Trust 2021-1R                                                                                                              | CUSIP: 042853AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2655000 | PA      | $2111053.95   | 0.05%             | 2048-10-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                            | Ares Management Corp                                                                                                                       | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       61884 | NS      | $2428328.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $8123.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2025-NPL6 LLC                                                                                                                         | CUSIP: 740936AB5<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-O            | CORP              | US        |     3020000 | PA      | $3027617.35   | 0.07%             | 2055-06-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                      | TELUS Corp                                                                                                                                 | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     1650000 | PA      | $1650188.10   | 0.04%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      585000 | PA      | $624027.13    | 0.01%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn1                                                                                                                 | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |      180000 | PA      | $186501.11    | 0.00%             | 2051-01-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | Citigroup Inc                                                                                                                              | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2573000 | PA      | $2604536.88   | 0.06%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                        | Virgin Media Bristol LLC 2023 USD Term Loan Y                                                                                              | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      562500 | PA      | $524413.13    | 0.01%             | 2031-03-31      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                | Wand NewCo 3 Inc                                                                                                                           | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      475000 | PA      | $494490.20    | 0.01%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | Iliad Holding SAS                                                                                                                          | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119682.57    | 0.00%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                 | Ardagh Group SA                                                                                                                            | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     3695000 | PA      | $3867762.54   | 0.08%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    21245000 | PA      | $23190315.20  | 0.50%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ROCC Trust                                                      | ROCK Trust 2024-CNTR                                                                                                                       | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15200000 | PA      | $15906044.56  | 0.34%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FREL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2355000 | PA      | $150632.87    | 0.00%             | 2047-02-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $-1380.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                                            | Berlin Packaging LLC 2025 Term Loan B7                                                                                                     | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |     4061761 | PA      | $3996772.81   | 0.09%             | 2031-06-07      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FNX21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3345000 | PA      | $12179.48     | 0.00%             | 2047-09-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      532924 | PA      | $394021.68    | 0.01%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2153.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                        | Apollo Global Management Inc                                                                                                               | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       11000 | NS      | $723030.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                          | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |           1 | NC      | $7426.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-8637.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                          | SCIH Salt Holdings Inc 2025 Repriced Term Loan B                                                                                           | CUSIP: 78397GAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      980730 | PA      | $983535.31    | 0.02%             | 2029-01-31      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2025-RPL6 Trust                                                                                                                       | CUSIP: 74143YAF5<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     6241000 | PA      | $5613629.72   | 0.12%             | 2069-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D12OYB USD CALL THB PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -5269000 | OU      | $-270247.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I Sa rl                         | Endo Luxembourg Finance Company I Sa rl 2024 1st Lien Term Loan                                                                            | CUSIP: 29280UAD5<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | US        |     1157375 | PA      | $1143775.84   | 0.02%             | 2031-04-23      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                             | Clydesdale Acquisition Holdings Inc Term Loan B                                                                                            | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     2265106 | PA      | $2155701.40   | 0.05%             | 2029-04-13      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                             | Exeter Automobile Receivables Trust 2025-4                                                                                                 | CUSIP: 30167KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8875000 | PA      | $8899281.11   | 0.19%             | 2033-04-15      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $1090.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                                              | Banca Transilvania SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     9447000 | PA      | $11339891.66  | 0.24%             | 2030-11-27      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| SUMISHO AIR LEASE CORP                                          | Sumisho Air Lease Corp                                                                                                                     | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     2392000 | PA      | $2360328.48   | 0.05%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                | CSC Holdings LLC 2019 Term Loan B5                                                                                                         | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      201389 | PA      | $177546.45    | 0.00%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F022659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -48640000 | PA      | $-40721546.14 | -0.88%            | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Home Re Ltd                                                     | Home Re 2026-1 Ltd                                                                                                                         | CUSIP: 436956AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      300000 | PA      | $305152.23    | 0.01%             | 2036-01-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |           1 | NC      | $7568.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $19795.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                              | CP Atlas Buyer Inc                                                                                                                         | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     1851689 | PA      | $1370397.62   | 0.03%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                   | HTL Commercial Mortgage Trust 2024-T53                                                                                                     | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1457000 | PA      | $1478755.05   | 0.03%             | 2039-05-10      | Variable      | 10.60%                | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                      | Amneal Pharmaceuticals LLC 2026 Term Loan                                                                                                  | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |      577100 | PA      | $579021.74    | 0.01%             | 2032-08-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                    | Semtech Corp                                                                                                                               | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |     4667000 | PA      | $6230445.00   | 0.13%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                           | Muangthai Capital PCL                                                                                                                      | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     9395000 | PA      | $9529845.97   | 0.21%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                     | JetBlue Airways Corporation 2024 Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |     2413250 | PA      | $2139756.38   | 0.05%             | 2029-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                          | AXA SA                                                                                                                                     | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      475000 | PA      | $537210.75    | 0.01%             | 2036-12-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                                         | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      978734 | PA      | $839156.38    | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                          | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |  1730018000 | PA      | $3452126.88   | 0.07%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                      | EW Scripps Company (The) 2025 Term Loan B2                                                                                                 | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |      374375 | PA      | $375857.79    | 0.01%             | 2028-06-30      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                   | TransDigm Inc 2023 Term Loan J                                                                                                             | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     3523691 | PA      | $3528236.58   | 0.08%             | 2031-02-28      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                               | Clarios Global LP 2024 USD Term Loan B                                                                                                     | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      867973 | PA      | $870959.22    | 0.02%             | 2030-05-06      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |           1 | NC      | $1887.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC Holdings LLC                                                                                                                           | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      375000 | PA      | $223261.05    | 0.00%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $4484.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $-206946.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                        | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    12035000 | PA      | $13465097.58  | 0.29%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $38110.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45550000 | PA      | $45651419.81  | 0.99%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                   | Boeing Co/The                                                                                                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       91601 | NS      | $6613592.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BTYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4496867 | PA      | $4491603.78   | 0.10%             | 2051-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Limited                                      | AS Mileage Plan IP Limited 2025 Repriced Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     1462725 | PA      | $1462725.00   | 0.03%             | 2031-10-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9808000 | PA      | $9433390.01   | 0.20%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |           1 | NC      | $-17382.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                        | Bellis Acquisition Co PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     4023000 | PA      | $5062068.09   | 0.11%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                         | Standard Industries Inc 2021 Term Loan B                                                                                                   | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |      244931 | PA      | $245105.12    | 0.01%             | 2028-09-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                                 | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16270000 | PA      | $16384333.03  | 0.35%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     9314000 | PA      | $307339.31    | 0.01%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                              | Grupo Televisa SAB                                                                                                                         | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     3415000 | PA      | $2279512.50   | 0.05%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                                                           | CUSIP: 02007GZ89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1279850 | PA      | $1304289.05   | 0.03%             | 2032-05-17      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $9976.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                             | Exeter Automobile Receivables Trust 2025-1                                                                                                 | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7377885 | PA      | $7384332.86   | 0.16%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                    | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                                        | CUSIP: 05492PAG3<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |     3900000 | PA      | $3688155.12   | 0.08%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                     | Datadog Inc                                                                                                                                | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     8715000 | PA      | $8762932.50   | 0.19%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                                 | CUSIP: 21H042661<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -9950000 | PA      | $-9585425.73  | -0.21%            | 2055-06-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                           | HUB International Ltd                                                                                                                      | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2776045.41   | 0.06%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                    | SM Energy Co                                                                                                                               | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      450000 | PA      | $461933.55    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Athenahealth Group Inc                                          | Athenahealth Group Inc 2022 Term Loan B                                                                                                    | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     2521327 | PA      | $2510081.84   | 0.05%             | 2029-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9545000 | PA      | $7555091.23   | 0.16%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                             | Planet US Buyer LLC 2024 Term Loan B                                                                                                       | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |     1262512 | PA      | $1266716.67   | 0.03%             | 2031-02-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS CARDIF                                              | BNP Paribas Cardif SA                                                                                                                      | CUSIP: 000000000<br>LEI: 969500VRSFWX7S1P2M29 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1281048.02   | 0.03%             | 2035-11-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D136FY0 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D136FY0 CDS USD P F  5.00000 1 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    99837000 | OU      | $-7682501.41  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corporation                                             | Novelis Corporation 2025 Term Loan B                                                                                                       | CUSIP: 67000LAB8<br>LEI: 549300ZJQN1PEAT42X90 | Long             | LON              | CORP              | US        |     1296900 | PA      | $1300544.29   | 0.03%             | 2032-03-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                          | Cloud Software Group Inc                                                                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1439000 | PA      | $1412932.72   | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                                                                                  | CUSIP: 31395Q3Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2499405 | PA      | $437673.31    | 0.01%             | 2043-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-8140.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-24069.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     9600000 | PA      | $11119686.68  | 0.24%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $210302.60    | 0.00%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                           | TrueNoord Capital DAC                                                                                                                      | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      380000 | PA      | $387451.29    | 0.01%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                             | DT Auto Owner Trust 2021-4                                                                                                                 | CUSIP: 26253WAJ7<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |     1785000 | PA      | $1783475.43   | 0.04%             | 2028-07-17      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                          | Asurion LLC/ Asurion Co-Issuer Inc                                                                                                         | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    10890000 | PA      | $10744160.03  | 0.23%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $60534.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                      | Kaseya Inc 2025 1st Lien Term Loan B                                                                                                       | CUSIP: 48578AAB4<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     2024550 | PA      | $1835841.69   | 0.04%             | 2032-03-22      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                          | Genesys Cloud Services Holdings II LLC 2025 EUR Term Loan B                                                                                | CUSIP: 39479UAX1<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     1110938 | PA      | $1284945.61   | 0.03%             | 2032-01-30      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Century De Buyer LLC                                            | Century De Buyer LLC 2025 Term Loan B                                                                                                      | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |      857015 | PA      | $842283.06    | 0.02%             | 2030-10-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                           | Zorlu Enerji Elektrik Uretim AS                                                                                                            | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     2396000 | PA      | $2118309.33   | 0.05%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                                | RCO VIII Mortgage LLC 2025-3                                                                                                               | CUSIP: 74939GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      965000 | PA      | $960354.49    | 0.02%             | 2030-05-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                                                                                   | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      622000 | PA      | $479829.03    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                             | Synchrony Financial                                                                                                                        | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |      127806 | NS      | $3361297.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd   | Neuberger Berman Loan Advisers LaSalle Street Lending CLO II Ltd                                                                           | CUSIP: 64135QAE6<br>LEI: 254900IOVQ7KBVZKPZ16 | Long             | ABS-CBDO         | CORP              | KY        |     4000000 | PA      | $1680000.00   | 0.04%             | 2038-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                           | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    15100000 | PA      | $16245026.61  | 0.35%             | 2031-03-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                          | Zurich Finance Ireland Designated Activity Co                                                                                              | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |     2700000 | PA      | $2427138.92   | 0.05%             | 2051-04-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2025-B                                                                                           | CUSIP: 02007G6S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1229655 | PA      | $1228744.17   | 0.03%             | 2033-09-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                              | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10156000 | PA      | $9977818.67   | 0.22%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                   | LUXCO3 SHARES                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       51940 | NS      | $1057644.98   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOHL CAPITAL HOLDINGS                                           | Gohl Capital Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 2549009G9UNIMCATM603 | Long             | DBT              | CORP              | IM        |     5277000 | PA      | $5224521.50   | 0.11%             | 2036-04-29      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $2432.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group LP                                       | Flynn Restaurant Group LP 2025 Incremental Term Loan                                                                                       | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |     1806750 | PA      | $1795078.40   | 0.04%             | 2032-01-28      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D139LW USD PUT CNH CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     4983000 | OU      | $15581.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                                          | GLP China Holdings Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |     5540000 | PA      | $4454653.45   | 0.10%             | 2029-04-30      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CZ        |           1 | NC      | $7795.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                   | Alpha Bank SA                                                                                                                              | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |     3225000 | PA      | $4225660.75   | 0.09%             | 2028-02-08      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $-14080.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1117800 | PA      | $1076231.81   | 0.02%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                          | AI Aqua Merger Sub Inc 2026 Term Loan B                                                                                                    | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |      602402 | PA      | $603805.26    | 0.01%             | 2028-07-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Credit Agricole CIB                                             | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | N/A              | DFE              |  | US        |           1 | NC      | $-2580.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | Long: 99D134GW8 CDS EUR R V 03MEVENT 2 CORPORATE / Short: 99D134GW8 CDS EUR P F  1.00000 1 CORPORATE                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     6550000 | OU      | $-32279.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3705000 | PA      | $3670383.26   | 0.08%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4043500000 | PA      | $692959.01    | 0.01%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae II Pool                                                                                                                         | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      171411 | PA      | $146965.93    | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-BOBL FUTURE JUN26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -849 | NC      | $1573959.38   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                                   | B&G Foods Inc                                                                                                                              | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      350000 | PA      | $337483.30    | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Brown Group Holding LLC                                         | Brown Group Holding LLC Term Loan B                                                                                                        | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     1518972 | PA      | $1525716.39   | 0.03%             | 2031-07-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                           | Open Text Corporation 2023 Term Loan B                                                                                                     | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |     1867958 | PA      | $1816588.83   | 0.04%             | 2030-01-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Quartz Acquireco LLC                                            | Quartz Acquireco LLC 2025 Term Loan B                                                                                                      | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      945750 | PA      | $784386.14    | 0.02%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                      | goeasy Ltd                                                                                                                                 | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      866000 | PA      | $736860.00    | 0.02%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| GC Ferry Acquisition I Inc                                      | GC Ferry Acquisition I Inc Term Loan                                                                                                       | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     1802046 | PA      | $1796297.56   | 0.04%             | 2032-08-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                   | VoltaGrid LLC                                                                                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1271454.45   | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                           | GC Treasury Center Co Ltd                                                                                                                  | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     4996000 | PA      | $4945188.53   | 0.11%             | 2035-03-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                         | GDZ Elektrik Dagitim AS                                                                                                                    | CUSIP: 000000000<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |     1330000 | PA      | $1287804.06   | 0.03%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CO        |           1 | NC      | $15076.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D12QCX2 CDS EUR R V 03MEVENT 2 CCPCORPORATE / Short: B9D12QCX2 CDS EUR P F  1.00000 1 CCPCORPORATE                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     4900000 | OU      | $27342.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |           1 | NC      | $3777.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds               | Argentina Republic Government International Bonds                                                                                          | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    15225000 | PA      | $11342625.00  | 0.24%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| DK Crown Holdings Inc                                           | DK Crown Holdings Inc 2025 Term Loan B                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      490050 | PA      | $490456.74    | 0.01%             | 2032-03-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                   | JSW Steel Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     4715000 | PA      | $4675615.65   | 0.10%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12385000 | PA      | $12392455.77  | 0.27%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |           1 | NC      | $4167.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                                 | Nebius Group NV                                                                                                                            | CUSIP: 63954QAL0<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      973000 | PA      | $1074483.90   | 0.02%             | 2033-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                             | Muthoot Finance Ltd                                                                                                                        | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     4865000 | PA      | $4899869.21   | 0.11%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                | WFRBS Commercial Mortgage Trust 2014-C24                                                                                                   | CUSIP: 92939KAV0<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2047-11-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                         | UKG Inc 2024 Term Loan B                                                                                                                   | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     3539546 | PA      | $3412582.28   | 0.07%             | 2031-02-10      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: S9D12LNE3 IRS BRL R F 12.92000 99D12LNE3 CCPNDFPREDISWAP / Short: S9D12LNE3 IRS BRL P V 00MBRCDI 99D12LND5 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8430649 | OU      | $-44653.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $9951.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                  | Chase Auto Credit Linked Notes Series 2025-1                                                                                               | CUSIP: 46591HCW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      839840 | PA      | $838367.76    | 0.02%             | 2033-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                 | Ardagh Group SA                                                                                                                            | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     2206484 | PA      | $2339729.16   | 0.05%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                               | Imperial Fund Mortgage Trust 2021-NQM4                                                                                                     | CUSIP: 45276JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $1902992.50   | 0.04%             | 2057-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                              | Cipher Compute LLC                                                                                                                         | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3245000 | PA      | $3363472.26   | 0.07%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55988346 | PA      | $43317003.32  | 0.93%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $20559.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                                   | Energo - Pro as                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |    14073000 | PA      | $17243594.74  | 0.37%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 10YR ULTRA FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        2630 | NC      | $-3744144.41  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC/ASURION CO                                          | Asurion LLC/ Asurion Co-Issuer Inc                                                                                                         | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     3047000 | PA      | $3182862.68   | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                        | Acadia Healthcare Co Inc                                                                                                                   | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      529000 | PA      | $541109.87    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| PROOFPOINT INC                                                  | Proofpoint Inc 2025 Repriced Term Loan                                                                                                     | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      995446 | PA      | $965164.07    | 0.02%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| OWS Structured Asset Trust                                      | OSAT 2021-RPL1 Trust                                                                                                                       | CUSIP: 67114HAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5319781 | PA      | $5326469.10   | 0.11%             | 2065-05-25      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                   | Bridgecrest Lending Auto Securitization Trust 2024-4                                                                                       | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1230125 | PA      | $1231259.45   | 0.03%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F022667<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -24340000 | PA      | $-20370861.60 | -0.44%            | 2056-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $5426.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                        | JH North America Holdings Inc                                                                                                              | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      350000 | PA      | $350743.40    | 0.01%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                        | South Bow Canadian Infrastructure Holdings Ltd                                                                                             | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     1265000 | PA      | $1320298.21   | 0.03%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                          | HAT Holdings I LLC / HAT Holdings II LLC                                                                                                   | CUSIP: 418751AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4750000 | PA      | $7554875.00   | 0.16%             | 2028-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                 | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     2290000 | PA      | $2675830.59   | 0.06%             | 2033-05-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Crocs, Inc.                                                     | Crocs Inc 2024 Term Loan                                                                                                                   | CUSIP: 22704NAF9<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |      555000 | PA      | $557808.29    | 0.01%             | 2029-02-19      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                                                                                        | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1306501.47   | 0.03%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                   | AIB Group PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     1710000 | PA      | $2040436.81   | 0.04%             | 2031-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                       | BPR Trust 2024-PMDW                                                                                                                        | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1580000 | PA      | $1523099.46   | 0.03%             | 2041-11-05      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                         | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                                  | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      575000 | PA      | $538467.20    | 0.01%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| IMMUNOCORE HOLDINGS                                             | Immunocore Holdings PLC                                                                                                                    | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |     4371000 | PA      | $3890190.00   | 0.08%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2025-A                                                                                      | CUSIP: 80290CCU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1120000 | PA      | $1115593.81   | 0.02%             | 2034-01-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                 | CMS Energy Corp                                                                                                                            | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      674000 | PA      | $659136.01    | 0.01%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Blackstone Senior Loan ETF                         | State Street Blackstone Senior Loan ETF                                                                                                    | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |       82800 | NS      | $3361680.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HIH Trust                                                       | HIH Trust 2024-61P                                                                                                                         | CUSIP: 40444VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4773703 | PA      | $4782654.04   | 0.10%             | 2041-10-15      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     9560000 | PA      | $9860281.89   | 0.21%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137A9DZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       64382 | PA      | $64182.12     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8328900000 | PA      | $2206449.22   | 0.05%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $373.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venga Finance Sarl                                              | Venga Finance Sarl 2025 USD Term Loan B                                                                                                    | CUSIP: 000000000<br>LEI: 9845005B0E54C498F641 | Long             | LON              | CORP              | LU        |     1196933 | PA      | $1191702.53   | 0.03%             | 2029-06-28      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                                                    | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    12525000 | PA      | $12949606.27  | 0.28%             | 2041-11-25      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $13092.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                                                                                  | CUSIP: 31423XPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3596987 | PA      | $339534.03    | 0.01%             | 2041-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                           | Hightower Holding LLC                                                                                                                      | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      360000 | PA      | $357546.85    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754RAJ5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    16785000 | PA      | $17129871.32  | 0.37%             | 2041-10-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                 | Piraeus Bank SA                                                                                                                            | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | DBT              | CORP              | GR        |      200000 | PA      | $252668.81    | 0.01%             | 2034-04-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $9395.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barnes Group Inc                                                | Barnes Group Inc 2025 Term Loan B                                                                                                          | CUSIP: 38021CAC2<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | LON              | CORP              | US        |     1158460 | PA      | $1158216.27   | 0.02%             | 2032-01-27      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Banijay Entertainment SAS                                       | Banijay Entertainment SAS 2025 EUR Term Loan B (2032)                                                                                      | CUSIP: 000000000<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | LON              | CORP              | FR        |     1305000 | PA      | $1538321.31   | 0.03%             | 2032-02-10      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $10086.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                          | Medco Cypress Tree Pte Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |     4875000 | PA      | $5092212.89   | 0.11%             | 2030-05-19      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TR        |           1 | NC      | $-192.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TR        |           1 | NC      | $4065.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D11RX18 CDS EUR R V 03MEVENT 2 CCPITRAXX / Short: B9D11RX18 CDS EUR P F  5.00000 1 CCPITRAXX                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2355000 | OU      | $-286780.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                 | Golub Capital Partners CLO 72 B Ltd                                                                                                        | CUSIP: 381956AJ0<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |     6345000 | PA      | $6346326.11   | 0.14%             | 2039-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                           | Termocandelaria Power SA                                                                                                                   | CUSIP: 88087AAA6<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     3910000 | PA      | $4020262.00   | 0.09%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     8968800 | PA      | $432593.07    | 0.01%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                    | Filtration Group Corporation 2025 EUR Term Loan B                                                                                          | CUSIP: 31732FAW6<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      450000 | PA      | $529626.44    | 0.01%             | 2028-10-21      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                            | Telecom Argentina SA                                                                                                                       | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     8230000 | PA      | $8505293.50   | 0.18%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd                                              | Lewey Park CLO Ltd                                                                                                                         | CUSIP: 527582AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1585000 | PA      | $900791.96    | 0.02%             | 2037-10-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                             | Newfold Digital Holdings Group Inc 2025 Tranche B Term Loan                                                                                | CUSIP: 65131PAD1<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      938365 | PA      | $276235.79    | 0.01%             | 2029-04-30      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |           1 | NC      | $-32738.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-41042.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                        | Venture Global Calcasieu Pass LLC                                                                                                          | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      850000 | PA      | $796242.26    | 0.02%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                     | AASET 2020-1 Trust                                                                                                                         | CUSIP: 00255UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      617520 | PA      | $617458.48    | 0.01%             | 2040-01-16      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                   | EchoStar Corp                                                                                                                              | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      400000 | PA      | $1500750.00   | 0.03%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                    | DC Trust 2024-HLTN                                                                                                                         | CUSIP: 24022FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3475000 | PA      | $3428449.60   | 0.07%             | 2040-04-13      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                             | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                                           | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     3830096 | PA      | $3186639.78   | 0.07%             | 2031-06-06      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                            | Federal Realty OP LP                                                                                                                       | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     5125000 | PA      | $5340250.00   | 0.12%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |           1 | NC      | $87080.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                            | EyeCare Partners LLC 2024 Third Out Term Loan C                                                                                            | CUSIP: 30233PAR1<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |      149754 | PA      | $25083.84     | 0.00%             | 2028-11-30      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $25413.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                            | Bank of America Corp                                                                                                                       | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        1083 | NS      | $1324259.91   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3200000 | PA      | $3025739.30   | 0.07%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                                        | Alexandrite Lake Lux Holdings Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |     7735000 | PA      | $8918812.33   | 0.19%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BONOS DE TESORERIA                                              | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1129000 | PA      | $274110.14    | 0.01%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    87525000 | PA      | $86759156.25  | 1.87%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT CI LLC                                                                                                                                | CUSIP: 92873EAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1253460 | PA      | $1254137.81   | 0.03%             | 2051-05-25      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34305000 | PA      | $33289250.22  | 0.72%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                            | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                                             | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |      250000 | PA      | $240511.05    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Newly Weds Foods Inc                                            | Newly Weds Foods Inc Term Loan B                                                                                                           | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |     2917950 | PA      | $2913398.00   | 0.06%             | 2032-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                | WFRBS Commercial Mortgage Trust 2011-C4                                                                                                    | CUSIP: 92936CBA6<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      215000 | PA      | $188082.00    | 0.00%             | 2044-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D12OYT USD CALL ZAR PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     2635000 | OU      | $131333.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                        | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    20325000 | PA      | $18188948.19  | 0.39%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| COMPASS INCORP                                                  | Compass Inc                                                                                                                                | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |     1472000 | PA      | $1292416.00   | 0.03%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MasOrange Finco Plc                                             | MasOrange Finco Plc 2025 EUR Term Loan B                                                                                                   | CUSIP: 000000000<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |     2561915 | PA      | $3004174.70   | 0.06%             | 2031-03-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D13DOV1 IRS HUF R F  6.50000 99D13DOV1 CCPVANILLA / Short: S9D13DOV1 IRS HUF P V 03MBUBOR 99D13DOU3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  5690548000 | OU      | $3645.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                        | Brighthouse Financial Inc                                                                                                                  | CUSIP: 10922N707<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |       49837 | NS      | $659343.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                        | Celanese US Holdings LLC                                                                                                                   | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      475000 | PA      | $489241.93    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                              | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $-984.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                      | Intel Corp                                                                                                                                 | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |       10800 | NS      | $1020384.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |           1 | NC      | $5970.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                    | American Express Credit Account Master Trust                                                                                               | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    14100000 | PA      | $14414341.17  | 0.31%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                                            | Cotiviti Corporation 2024 Term Loan                                                                                                        | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     1795507 | PA      | $1645582.38   | 0.04%             | 2031-05-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                           | Westlake Automobile Receivables Trust 2026-P1                                                                                              | CUSIP: 96043AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9775000 | PA      | $9652782.20   | 0.21%             | 2031-03-17      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                | Aretec Group Inc 2025 Repriced Term Loan                                                                                                   | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |     3205732 | PA      | $3211566.60   | 0.07%             | 2030-08-09      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |           1 | NC      | $-1666.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                              | Serbia International Bond                                                                                                                  | CUSIP: 817477AK8<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      570000 | PA      | $555325.48    | 0.01%             | 2036-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                                 | CUSIP: 21H040665<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -9275000 | PA      | $-8648037.27  | -0.19%            | 2056-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NG        |           1 | NC      | $3693.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ryan, LLC                                                       | Ryan LLC 2025 Term Loan                                                                                                                    | CUSIP: 000000000<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     2724367 | PA      | $2678406.75   | 0.06%             | 2032-11-05      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                             | AUST 10Y BOND FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        1113 | NC      | $-459454.15   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PRKCM Trust                                                     | PRKCM 2026-AFC3 Trust                                                                                                                      | CUSIP: 69393JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15645000 | PA      | $15644480.59  | 0.34%             | 2061-05-01      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                              | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                                                                                       | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |     3677776 | PA      | $3631803.49   | 0.08%             | 2031-12-04      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PRTNERS LLC                                  | TRAVERSE MIDSTREAM PRTNERS LLC 2026 TERM LOAN B                                                                                            | CUSIP: 89435TAH7<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |      655000 | PA      | $655412.65    | 0.01%             | 2033-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                      | Hanger Inc 2024 Term Loan B                                                                                                                | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |      653419 | PA      | $656823.12    | 0.01%             | 2031-10-23      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                        | CAN 10YR BOND FUT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |        1005 | NC      | $-679853.87   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Motion Finco Sarl                                               | Motion Finco Sarl 2024 USD Term Loan B                                                                                                     | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |      432607 | PA      | $382722.93    | 0.01%             | 2029-11-12      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $-190.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn8                                                                                                                 | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |      730000 | PA      | $759081.74    | 0.02%             | 2044-05-25      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                             | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAJ6<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     3723000 | PA      | $3138489.00   | 0.07%             | 2032-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                         | Farm Credit Bank of Texas                                                                                                                  | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGA              | US        |     2207000 | PA      | $2292921.00   | 0.05%             | 2029-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MAXEON SOLAR TECHNOLOGIES LTD                                   | MAXEON SOLAR TECHNOLOGIES LTD                                                                                                              | CUSIP: 000000000<br>LEI: 5493007JPB074ITT6Y72 | N/A              | DE               |  | SG        |       20550 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TOUCHDOWN ACQUIRER INC                                          | Touchdown Acquirer Inc 2026 Term Loan B                                                                                                    | CUSIP: 89157NAM5<br>LEI: 2549001J7IO9BK03IC64 | Long             | LON              | CORP              | US        |     1525726 | PA      | $1507615.76   | 0.03%             | 2031-02-21      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F042459<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8980000 | PA      | $8909500.53   | 0.19%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                               | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1090000 | PA      | $1145865.82   | 0.02%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2023-B                                                                                      | CUSIP: 80290CCF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      298115 | PA      | $311371.79    | 0.01%             | 2033-12-15      | Fixed         | 12.24%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: B9D12Q0F4 IRS MXN R V 01MTIEF 99D12Q0G2 CCPOIS / Short: B9D12Q0F4 IRS MXN P F  7.73000 99D12Q0F4 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    42656000 | OU      | $88266.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D12OU82 IRS ZAR R F  6.29600 99D12OU82 CCPVANILLA / Short: S9D12OU82 IRS ZAR P V 03MJIBAR 99D12OU74 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   183474000 | OU      | $-359615.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |           1 | NC      | $13546.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NorthRiver Midstream Finance LP                                 | NorthRiver Midstream Finance LP 2023 USD Term Loan B                                                                                       | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |     2468338 | PA      | $2470387.18   | 0.05%             | 2030-08-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                  | TeamSystem SpA                                                                                                                             | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     2800000 | PA      | $3197523.28   | 0.07%             | 2031-07-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                        | Specialty Building Products Holdings LLC 2021 Term Loan B                                                                                  | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |     5593884 | PA      | $4849226.02   | 0.10%             | 2028-10-16      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                             | Muthoot Finance Ltd                                                                                                                        | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     3550000 | PA      | $3571263.19   | 0.08%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                            | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 11852000000 | PA      | $657501.85    | 0.01%             | 2031-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                     | HOLOGIC INC 2026 USD TERM LOAN B                                                                                                           | CUSIP: 43644ABL2<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |     1000000 | PA      | $994380.00    | 0.02%             | 2033-04-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                                                                                      | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1045416.46   | 0.02%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                             | Hotwire Funding LLC                                                                                                                        | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |     1895000 | PA      | $1881061.71   | 0.04%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $8004.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                     | Extended Stay America Trust 2025-ESH                                                                                                       | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      943871 | PA      | $948590.02    | 0.02%             | 2042-10-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                               | EMRLD Borrower LP Term Loan B                                                                                                              | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |      983446 | PA      | $984144.21    | 0.02%             | 2030-05-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                               | Transcanada Trust                                                                                                                          | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     1028000 | PA      | $1029450.51   | 0.02%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                                                                               | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3400000 | PA      | $3419811.80   | 0.07%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                             | LBM Acquisition LLC                                                                                                                        | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     1507000 | PA      | $1318601.94   | 0.03%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                                  | NCR Atleos LLC 2025 Term Loan B                                                                                                            | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |      409814 | PA      | $408404.17    | 0.01%             | 2029-04-16      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                                     | GLP Pte Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |    12595000 | PA      | $5760250.20   | 0.12%             | 2026-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                                | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |    18455000 | PA      | $17824038.28  | 0.38%             | 2029-09-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TIC Home Improvement Trust                                      | TIC Home Improvement Trust 2024-A                                                                                                          | CUSIP: 87252DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      515000 | PA      | $522492.84    | 0.01%             | 2046-10-15      | Fixed         | 11.73%                | No            |                  2 | On Loan: No      |
| PG&E CORP                                                       | PG&E Corp                                                                                                                                  | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |       62912 | NS      | $2646078.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137F7CM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2240942 | PA      | $347010.74    | 0.01%             | 2050-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    10589000 | PA      | $600321.78    | 0.01%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                    | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                                        | CUSIP: 05492PAJ7<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |     2190000 | PA      | $2038190.95   | 0.04%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $9697.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $3623.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1527000 | PA      | $1424217.78   | 0.03%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| CZECH REPUBLIC                                                  | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    25950000 | PA      | $808066.83    | 0.02%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-LC19 Mortgage Trust                                                                                                              | CUSIP: 200474AG9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     1740000 | PA      | $1600765.20   | 0.03%             | 2048-02-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                                        | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                              | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     3900712 | PA      | $3603282.91   | 0.08%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc                                           | BCPE Pequod Buyer Inc USD Term Loan B                                                                                                      | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |     1855687 | PA      | $1834810.19   | 0.04%             | 2031-11-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                           | ON Semiconductor Corp                                                                                                                      | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     5015000 | PA      | $6108270.00   | 0.13%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TH        |           1 | NC      | $-8649.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                          | Penn Entertainment Inc                                                                                                                     | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $404497.49    | 0.01%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                                                                           | CUSIP: 87264A204<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |       78229 | NS      | $1736683.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUS AI INC                                                   | TEMPUS AI INC                                                                                                                              | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |      867000 | PA      | $904281.00    | 0.02%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2026-RPL1 Trust                                                                                                                       | CUSIP: 69393EAG4<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     2573000 | PA      | $2261191.00   | 0.05%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Motogp Sports Entertainment Group, S.L.                         | Motogp Sports Entertainment Group SL 2025 EUR Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 95980020140005602218 | Long             | LON              | CORP              | ES        |     1310000 | PA      | $1544984.00   | 0.03%             | 2032-08-18      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                                         | Versant Media Group Inc Term Loan B                                                                                                        | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |      875000 | PA      | $875875.00    | 0.02%             | 2031-01-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $8917.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOGECAP SA                                                      | Sogecap SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 9695009HXSFK8D6V0T62 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1423963.34   | 0.03%             | 2035-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $12109.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                      | MMAF Equipment Finance LLC 2023-A                                                                                                          | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17906232 | PA      | $18127427.26  | 0.39%             | 2029-12-13      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                           | GENMAB A/S/GENMAB FINANCE LLC                                                                                                              | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     2020000 | PA      | $2073025.00   | 0.04%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                           | Integer Holdings Corp                                                                                                                      | CUSIP: 45826HAD1<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5103562.50   | 0.11%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $962.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                    | Dayforce Inc 2026 Term Loan                                                                                                                | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |     1260000 | PA      | $1187235.00   | 0.03%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                                                                               | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $855361.60    | 0.02%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                                    | Eagle RE 2021-1 Ltd                                                                                                                        | CUSIP: 26983BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8870000 | PA      | $8897612.31   | 0.19%             | 2033-10-25      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1771000 | PA      | $102258.06    | 0.00%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                | OneMain Financial Issuance Trust 2019-2                                                                                                    | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26200000 | PA      | $25693483.26  | 0.55%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $5641.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F030652<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -49900000 | PA      | $-43677096.75 | -0.94%            | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |           1 | NC      | $1074.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED EUR / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-115291.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: B9D12LWA1 IRS MXN R V 01MTIEF 99D12LWB9 CCPOIS / Short: B9D12LWA1 IRS MXN P F  7.63500 99D12LWA1 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    17980000 | OU      | $21847.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2505100000 | PA      | $549181.94    | 0.01%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2026-NPL3 LLC                                                                                                                         | CUSIP: 69383QAB0<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |     3450000 | PA      | $3412976.33   | 0.07%             | 2056-02-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                                    | HUT 8 DC LLC                                                                                                                               | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1285552.58   | 0.03%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                           | Tenet Healthcare Corp                                                                                                                      | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      532000 | PA      | $530643.13    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $14522.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                        | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     4194000 | PA      | $714298.30    | 0.02%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |           1 | NC      | $3871.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                        | Neuberger Berman Loan Advisers Clo 56 Ltd                                                                                                  | CUSIP: 64135UAC1<br>LEI: 2549001742TZTUKJHB13 | Long             | ABS-CBDO         | CORP              | KY        |     2830000 | PA      | $1386700.00   | 0.03%             | 2037-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BDZ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2008733 | PA      | $333460.75    | 0.01%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                           | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      750000 | PA      | $1082625.00   | 0.02%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                            | GCAT 2026-NQM2 Trust                                                                                                                       | CUSIP: 36173JAJ2<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |     3148000 | PA      | $3066319.16   | 0.07%             | 2071-02-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                  | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    34140000 | PA      | $1363124.45   | 0.03%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA -SPAIN- SA                                        | AL Candelaria -spain- SA                                                                                                                   | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |     1365000 | PA      | $1232027.11   | 0.03%             | 2033-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-139556.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                                          | HighTower Holdings LLC 2025 1st Lien Term Loan B                                                                                           | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     2772745 | PA      | $2767559.64   | 0.06%             | 2032-02-03      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $2390.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $438.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                     | Nutanix Inc                                                                                                                                | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $7730430.00   | 0.17%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    12341000 | PA      | $698360.73    | 0.02%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                            | Edison International                                                                                                                       | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    10519000 | PA      | $10791789.23  | 0.23%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                       | Forvia SE                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     1490000 | PA      | $1739239.78   | 0.04%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                            | Verizon Master Trust                                                                                                                       | CUSIP: 92348KBP7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    12014000 | PA      | $12124523.99  | 0.26%             | 2031-04-21      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                                    | PetSmart Inc 2025 USD Term Loan B                                                                                                          | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     1520732 | PA      | $1525491.62   | 0.03%             | 2032-08-18      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $23628.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                            | Provincia de Cordoba                                                                                                                       | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     4525000 | PA      | $4706000.00   | 0.10%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                      | Dynasty Acquisition Co Inc 2024 1st Lien Term Loan B2                                                                                      | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      287077 | PA      | $287932.70    | 0.01%             | 2031-10-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                             | Ecuador Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    10187096 | PA      | $9382315.42   | 0.20%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                           | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    83550000 | PA      | $853806.59    | 0.02%             | 2035-06-16      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $7654.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                                   | Acrisure LLC 2024 1st Lien Term Loan B6                                                                                                    | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     3200987 | PA      | $3144969.87   | 0.07%             | 2030-11-06      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                                    | Somnigroup International Inc Term Loan B                                                                                                   | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |     1799384 | PA      | $1803882.13   | 0.04%             | 2031-10-24      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                                      | Point Securitization Trust 2026-1                                                                                                          | CUSIP: 73072JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1585000 | PA      | $1554059.22   | 0.03%             | 2056-02-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                        | Windsor Holdings III LLC 2025 EUR Term Loan B                                                                                              | CUSIP: 97360BAJ4<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     1295000 | PA      | $1513903.23   | 0.03%             | 2030-08-01      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $-29150.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                                | Fugue Finance BV 2026 USD Term Loan B                                                                                                      | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |     1730885 | PA      | $1723961.71   | 0.04%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2026-RPL1 Trust                                                                                                                       | CUSIP: 69393EAB5<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3366435.60   | 0.07%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2020-BNK26                                                                                                                            | CUSIP: 06540JBM3<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     4012878 | PA      | $133320.24    | 0.00%             | 2063-03-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                        | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     3090000 | PA      | $2632893.21   | 0.06%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F020653<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -43585000 | PA      | $-34863359.07 | -0.75%            | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                   | TransDigm Inc 2024 Term Loan L                                                                                                             | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     2078350 | PA      | $2081114.21   | 0.04%             | 2032-01-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D13AAB6 IRS PLN R F  4.49970 99D13AAB6 CCPVANILLA / Short: S9D13AAB6 IRS PLN P V 06MWIBOR 99D13AAA8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8575000 | OU      | $-53105.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ineos US Finance LLC                                            | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |      982538 | PA      | $907206.35    | 0.02%             | 2031-02-07      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                  | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     9630000 | PA      | $459581.93    | 0.01%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                                       | SLG Office Trust 2026-OMA                                                                                                                  | CUSIP: 78451FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11850000 | PA      | $11909956.26  | 0.26%             | 2041-04-15      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                        | Ziggo BV                                                                                                                                   | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $1881353.20   | 0.04%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                         | Metro Bank Holdings PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |     2575000 | PA      | $3919796.91   | 0.08%             | 2029-04-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                             | Sword Purchaser LLC                                                                                                                        | CUSIP: 000000000<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |     4045000 | PA      | $4791841.50   | 0.10%             | 2033-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                           | PennyMac Financial Services Inc                                                                                                            | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1519723.50   | 0.03%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AR        |           1 | NC      | $52596.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                                                                                       | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1199450.00   | 0.03%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-98670.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-1902.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Inspired FinCo Holdings Limited                                 | Inspired FinCo Holdings Limited 2026 EUR Term Loan B8                                                                                      | CUSIP: 000000000<br>LEI: 21380079CKTODVMD9183 | Long             | LON              | CORP              | GB        |     1841436 | PA      | $2164485.94   | 0.05%             | 2031-02-28      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                       | Caesars Entertainment Inc 2024 Term Loan B1                                                                                                | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |      784000 | PA      | $758033.92    | 0.02%             | 2031-02-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                              | Varsity Brands Inc 2025 1st Lien Term Loan                                                                                                 | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |     1429218 | PA      | $1426716.87   | 0.03%             | 2031-08-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                                                                                    | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     5550000 | PA      | $6064301.41   | 0.13%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-16678.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                         | Beach Acquisition Bidco LLC                                                                                                                | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     1196345 | PA      | $1315990.27   | 0.03%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                       | Cast and Crew Payroll LLC 2021 Incremental Term Loan                                                                                       | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     1579216 | PA      | $687953.67    | 0.01%             | 2028-12-29      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-3975.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA1                                                                                                    | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |     4895000 | PA      | $5084625.94   | 0.11%             | 2042-01-25      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                                                                                     | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      365000 | PA      | $352106.09    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D13D1Y USD PUT THB CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -4149000 | OU      | $-114935.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                         | Biocon Biologics Global PLC                                                                                                                | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     8622000 | PA      | $8663328.35   | 0.19%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                          | Techem Verwaltungsgesellschaft 675 mbH 2025 EUR Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |     2000000 | PA      | $2359763.46   | 0.05%             | 2032-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                        | TricorBraun Holdings Inc 2021 Term Loan                                                                                                    | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |     2051983 | PA      | $1959643.30   | 0.04%             | 2031-03-03      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                      | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                                        | CUSIP: 46642NBK1<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1417500.00   | 0.03%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                         | Efesto Bidco SpA Efesto US LLC                                                                                                             | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      300000 | PA      | $298760.76    | 0.01%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                              | Graham Holdings Co                                                                                                                         | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |      420000 | PA      | $415718.39    | 0.01%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                         | DBJPM 20-C9 Mortgage Trust                                                                                                                 | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3202017 | PA      | $125060.21    | 0.00%             | 2053-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $2260.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D13COL5 IRS PLN R F  4.57600 99D13COL5 CCPVANILLA / Short: S9D13COL5 IRS PLN P V 06MWIBOR 99D13COK7 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7870000 | OU      | $-35957.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QXO INC                                                         | QXO Inc 2025 Term Loan B                                                                                                                   | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     1044556 | PA      | $1044597.37   | 0.02%             | 2032-04-30      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                          | IMA Industria Macchine Automatiche SpA                                                                                                     | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     4230000 | PA      | $4930560.23   | 0.11%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                                   | Veon Midco BV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     3222000 | PA      | $3364257.16   | 0.07%             | 2029-07-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                             | Coinbase Global Inc                                                                                                                        | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     2561000 | PA      | $2485450.50   | 0.05%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                   | Ballyrock Clo 29 Ltd                                                                                                                       | CUSIP: 05876TAC0<br>LEI: 254900DD7OSYIC2KWA70 | Long             | ABS-CBDO         | CORP              | KY        |     5072000 | PA      | $3191845.10   | 0.07%             | 2038-07-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                             | Toyota Auto Receivables 2026-A Owner Trust                                                                                                 | CUSIP: 89240KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25555000 | PA      | $25520232.42  | 0.55%             | 2028-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                        | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    63600000 | PA      | $646696.18    | 0.01%             | 2032-01-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                  | Gray Media Inc                                                                                                                             | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127089.38    | 0.00%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                         | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                  | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1590000 | PA      | $1480875.84   | 0.03%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                                                                             | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |       88850 | NS      | $2271006.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LCH Ltd.                                                        | Long: B9D107ZT0 IRS USD R V 12MSOFR 99D107ZW3 CCPOIS / Short: B9D107ZT0 IRS USD P F  4.16000 99D107ZT0 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    78115000 | OU      | $522452.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                                | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                                | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |     6920000 | PA      | $7060753.82   | 0.15%             | 2028-11-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1216.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $30203.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                        | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     4155000 | PA      | $3866998.67   | 0.08%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |           1 | NC      | $-97440.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                        | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    18057000 | PA      | $3204248.71   | 0.07%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                             | WEC US Holdings Ltd 2024 Term Loan                                                                                                         | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     1745287 | PA      | $1748760.56   | 0.04%             | 2031-01-27      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D12OYN USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     2635000 | OU      | $26845.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                                | Trucordia Insurance Holdings LLC Term Loan B                                                                                               | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |      308450 | PA      | $293283.51    | 0.01%             | 2032-06-17      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1630.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                         | Golomt Bank                                                                                                                                | CUSIP: 381930AA4<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |     1875000 | PA      | $1940595.86   | 0.04%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                         | Hyundai Auto Lease Securitization Trust 2024-A                                                                                             | CUSIP: 448988AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6630000 | PA      | $6641129.12   | 0.14%             | 2028-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | RO        |           1 | NC      | $4347.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                             | Dominion Energy Inc                                                                                                                        | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1412000 | PA      | $1399877.84   | 0.03%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                        | Hudson Pacific Properties LP                                                                                                               | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     2145000 | PA      | $2090146.56   | 0.05%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Zacapa SARL                                                     | Zacapa SARL 2024 Term Loan                                                                                                                 | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |     2597288 | PA      | $2603780.87   | 0.06%             | 2029-03-22      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $7224.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                                              | Stonebriar ABF Issuer LLC                                                                                                                  | CUSIP: 86177CAA7<br>LEI: 984500A76E25968C4F70 | Long             | DBT              | CORP              | US        |    16490000 | PA      | $17321772.09  | 0.37%             | 2030-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                        | PetSmart LLC / PetSmart Finance Corp                                                                                                       | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $354409.51    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                         | Nationwide Building Society                                                                                                                | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     1475000 | PA      | $2070333.68   | 0.04%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                            | Boston Properties LP                                                                                                                       | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     6693000 | PA      | $6257955.00   | 0.14%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 48 Ltd                                              | Elmwood CLO 48 Ltd                                                                                                                         | CUSIP: 289919AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1810000 | PA      | $1811243.47   | 0.04%             | 2039-04-20      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US 2YR NOTE (CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1144 | NC      | $476844.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5500000 | PA      | $5570706.96   | 0.12%             | 2031-03-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: S9D12NI47 IRS BRL R F 12.86930 99D12NI47 CCPNDFPREDISWAP / Short: S9D12NI47 IRS BRL P V 00MBRCDI 99D12NI39 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9186642 | OU      | $-51544.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                | Bellemeade Re 2025-1 Ltd                                                                                                                   | CUSIP: 07876NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      335000 | PA      | $342101.00    | 0.01%             | 2035-10-25      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                                                                                         | CUSIP: 3142G42C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2612685 | PA      | $466462.67    | 0.01%             | 2052-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2014-150E                                                                                                   | CUSIP: 61764BAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     6385000 | PA      | $6004190.94   | 0.13%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                              | Tricolor Auto Securitization Trust 2023-1                                                                                                  | CUSIP: 89616KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7075000 | PA      | $3713667.50   | 0.08%             | 2028-06-15      | Fixed         | 13.45%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $14408.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |           1 | NC      | $3903.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK KB INDONESIA TBK PT                                        | Bank KB Indonesia Tbk PT                                                                                                                   | CUSIP: 000000000<br>LEI: 254900AMT6QDVD6GO926 | Long             | DBT              | CORP              | ID        |      900000 | PA      | $904539.60    | 0.02%             | 2027-10-30      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                                 | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -29885000 | PA      | $-28815677.34 | -0.62%            | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-705995.68   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BU5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7651950 | PA      | $7744911.71   | 0.17%             | 2055-03-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                             | Exeter Automobile Receivables Trust 2025-2                                                                                                 | CUSIP: 30168JAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9200000 | PA      | $9490708.96   | 0.20%             | 2032-10-15      | Fixed         | 7.81%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                    | Parsons Corp                                                                                                                               | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     7650000 | PA      | $7512300.00   | 0.16%             | 2029-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2068117 | PA      | $109172.40    | 0.00%             | 2030-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                                                            | CUSIP: 3138L8HG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25264 | PA      | $25106.95     | 0.00%             | 2026-12-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BCFW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1951857 | PA      | $351480.82    | 0.01%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-SCHATZ FUT JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -4266 | NC      | $507052.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORP                                                      | Fluor Corp                                                                                                                                 | CUSIP: 343412AJ1<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |     5320000 | PA      | $7128800.00   | 0.15%             | 2029-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D130OF4 IRS USD R V 12MSOFR 99D130OG2 CCPOIS / Short: B9D130OF4 IRS USD P F  3.46500 99D130OF4 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7200000 | OU      | $62276.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D12OR86 IRS PLN R F  3.59000 99D12OR86 CCPVANILLA / Short: S9D12OR86 IRS PLN P V 06MWIBOR 99D12OR60 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6106000 | OU      | $-42740.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2025-NPL13 LLC                                                                                                                        | CUSIP: 74143UAB2<br>LEI: 254900YK6WRDXT44WO59 | Long             | ABS-O            | CORP              | US        |     3058000 | PA      | $3034569.60   | 0.07%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                        | Solaris Energy Infrastructure Inc                                                                                                          | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     2281000 | PA      | $3484227.50   | 0.08%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1156000 | PA      | $317389.49    | 0.01%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                            | Falcon 2019-1 Aerospace Ltd                                                                                                                | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      393385 | PA      | $388703.52    | 0.01%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                                                           | CUSIP: 02007G4G5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      582862 | PA      | $589297.17    | 0.01%             | 2032-09-15      | Fixed         | 8.04%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                         | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   194885000 | PA      | $4399331.63   | 0.09%             | 2027-06-16      | Floating      | 40.86%                | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                   | LFS Topco LLC                                                                                                                              | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18850000 | PA      | $18214244.17  | 0.39%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Bank of America NA                                              | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1746.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |           1 | NC      | $-13708.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                           | Ontario Gaming GTA LP Term Loan B                                                                                                          | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |      865088 | PA      | $819021.59    | 0.02%             | 2030-08-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2013-GC13                                                                                                     | CUSIP: 36198EAG0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |       60178 | PA      | $0.60         | 0.00%             | 2046-07-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                           | Hightower Holding LLC                                                                                                                      | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155707.95    | 0.00%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2025-A                                                                                           | CUSIP: 02007G5J8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1480261 | PA      | $1477285.00   | 0.03%             | 2033-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                         | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                                   | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     4859693 | PA      | $4821884.20   | 0.10%             | 2031-07-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                            | Republic of Cameroon International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    23385000 | PA      | $22850173.12  | 0.49%             | 2033-01-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $5541.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                | Flatiron RR CLO 22 LLC                                                                                                                     | CUSIP: 33883QAY1<br>LEI: 5493000CIUZPG6SZO932 | Long             | ABS-CBDO         | CORP              | US        |     3050000 | PA      | $2885784.95   | 0.06%             | 2034-10-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| BERTRAND FRANCHISE                                              | Bertrand Franchise Finance SAS                                                                                                             | CUSIP: 000000000<br>LEI: 969500HGPPEHSTNJFW57 | Long             | DBT              | CORP              | FR        |     1805000 | PA      | $2114686.21   | 0.05%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                                | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |           1 | NC      | $2588.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KR        |           1 | NC      | $-192.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F062655<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -39745000 | PA      | $-41234223.29 | -0.89%            | 2056-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | 99D12ECM USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    -3409000 | OU      | $-12793.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                           | PRPM 2026-2 LLC                                                                                                                            | CUSIP: 74390XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3879000 | PA      | $3868615.92   | 0.08%             | 2031-02-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| ENERGO PRO AS                                                   | Energo - Pro as                                                                                                                            | CUSIP: 000000000<br>LEI: 315700IQCL9IX158RO36 | Long             | DBT              | CORP              | CZ        |     5010000 | PA      | $5802282.22   | 0.13%             | 2031-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                   | Citigroup Inc                                                                                                                              | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1325895.45   | 0.03%             | 2028-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                        | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1175000 | PA      | $1201954.50   | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | EG        |           1 | NC      | $-16730.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                 | United Group BV                                                                                                                            | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      275000 | PA      | $322875.91    | 0.01%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                          | Kazakhstan Government International Bond                                                                                                   | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   382660000 | PA      | $484432.02    | 0.01%             | 2038-12-20      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                                            | EyeCare Partners LLC 2024 Second Out Term Loan B                                                                                           | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |     1324124 | PA      | $584825.90    | 0.01%             | 2028-11-30      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED CLP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $20391.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                              | Ally Bank Auto Credit-Linked Notes Series 2025-B                                                                                           | CUSIP: 02007G6T5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1158024 | PA      | $1155333.69   | 0.02%             | 2033-09-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                             | Meritage Homes Corp                                                                                                                        | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     8023000 | PA      | $7866551.50   | 0.17%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                 | Trans Union LLC 2024 Term Loan B8                                                                                                          | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     1509788 | PA      | $1509033.02   | 0.03%             | 2031-06-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Ardagh Holdings SA                                              | Ardagh Holdings SA                                                                                                                         | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |       14897 | NS      | $104378.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                   | HTL Commercial Mortgage Trust 2024-T53                                                                                                     | CUSIP: 404300AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3085000 | PA      | $3151777.91   | 0.07%             | 2039-05-10      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                          | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $318616.71    | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                                             | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2555000 | PA      | $2499633.15   | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                | Cytokinetics Inc                                                                                                                           | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |      612000 | PA      | $781065.00    | 0.02%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $3002.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   319040000 | PA      | $320627016.62 | 6.92%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-14775.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                  | TeamSystem SpA                                                                                                                             | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |     1630000 | PA      | $1861415.34   | 0.04%             | 2031-07-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                      | Hanger Inc 2024 Delayed Draw Term Loan                                                                                                     | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |       84667 | PA      | $85107.66     | 0.00%             | 2031-10-23      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $1512.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                              | FS Luxembourg Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     3253000 | PA      | $3187779.24   | 0.07%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $41325.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                    | CSMC 2017-FHA1 Trust                                                                                                                       | CUSIP: 12651RAA5<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       43286 | PA      | $40775.05     | 0.00%             | 2047-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                                 | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -28955000 | PA      | $-28701386.34 | -0.62%            | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                         | GLP Capital LP / GLP Financing II Inc                                                                                                      | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |     2879000 | PA      | $2829390.80   | 0.06%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                          | Froneri Lux Finco Sarl 2024 EUR Term Loan B3                                                                                               | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |     2000000 | PA      | $2343050.76   | 0.05%             | 2031-09-30      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                                     | TriMas Corp                                                                                                                                | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |      625000 | PA      | $601284.31    | 0.01%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo Sarl                                      | Cobham Ultra SeniorCo Sarl USD Term Loan B                                                                                                 | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |     1131948 | PA      | $1136667.83   | 0.02%             | 2029-08-03      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                            | Deephaven Residential Mortgage Trust 2021-3                                                                                                | CUSIP: 24381VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $985082.88    | 0.02%             | 2066-08-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FNX88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1150193 | PA      | $68603.38     | 0.00%             | 2046-09-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-65035.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                                    | Alliance Laundry Systems LLC 2024 Term Loan B                                                                                              | CUSIP: 01862LBA5<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |      695422 | PA      | $698064.28    | 0.02%             | 2031-08-19      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $1074.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     4989000 | PA      | $1258500.76   | 0.03%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                               | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      855000 | PA      | $941379.90    | 0.02%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                        | AES Panama Generation Holdings SRL                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     2273095 | PA      | $2136708.99   | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                           | Alibaba Group Holding Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     3525000 | PA      | $3514425.00   | 0.08%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                                | Ingram Micro Inc                                                                                                                           | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |      565000 | PA      | $555203.97    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2025-NPL11 LLC                                                                                                                        | CUSIP: 69383AAB5<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |     3045000 | PA      | $3022725.83   | 0.07%             | 2055-10-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                | WULF Compute LLC                                                                                                                           | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3310000 | PA      | $3478794.01   | 0.08%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DCert Buyer Inc                                                 | DCert Buyer Inc 2021 2nd Lien Term Loan                                                                                                    | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |     1000000 | PA      | $778330.00    | 0.02%             | 2029-02-19      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                                   | Veon Midco BV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     8700000 | PA      | $8486305.38   | 0.18%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D12OT76 IRS THB R F  1.86500 99D12OT76 CCPNDFOIS / Short: S9D12OT76 IRS THB P V 03MTHOR 99D12OT50 CCPNDFOIS                        | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    94503000 | OU      | $-67393.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                | Enstar Group Ltd                                                                                                                           | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |       97027 | NS      | $2231621.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Pretium Mortgage Credit Partners LLC                            | PRET 2026-NPL1 LLC                                                                                                                         | CUSIP: 69383TAB4<br>LEI: 2549002NGM9N1GT2FK83 | Long             | ABS-O            | CORP              | US        |     2450000 | PA      | $2438004.80   | 0.05%             | 2056-01-25      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| METRO BANK HOLDINGS PLC                                         | Metro Bank Holdings PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 984500CDDEAD6C2EDQ64 | Long             | DBT              | CORP              | GB        |     5540000 | PA      | $8706209.71   | 0.19%             | 2030-03-26      | Fixed         | 13.88%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                            | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 21923000000 | PA      | $1304488.16   | 0.03%             | 2045-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-1111.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1777400000 | PA      | $351807.46    | 0.01%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754KAJ0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     9720000 | PA      | $9963794.12   | 0.22%             | 2041-11-25      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      277000 | PA      | $76154.15     | 0.00%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                             | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2755601.10   | 0.06%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC                | Roper Industrial Products Investment Company LLC 2026 USD Term Loan B                                                                      | CUSIP: 77669LAL7<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |      629020 | PA      | $630642.43    | 0.01%             | 2029-11-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                 | Cornerstone Building Brands Inc 2024 Term Loan B                                                                                           | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      886500 | PA      | $447682.50    | 0.01%             | 2031-05-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                                 | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -21515000 | PA      | $-20071574.79 | -0.43%            | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F032658<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -5150000 | PA      | $-4687202.20  | -0.10%            | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                               | OneSky Flight LLC                                                                                                                          | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      980000 | PA      | $1035021.12   | 0.02%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D13DOI0 IRS HUF R V 06MBUBOR 99D13DOJ8 CCPVANILLA / Short: B9D13DOI0 IRS HUF P F  6.27000 99D13DOI0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2924329000 | OU      | $-4785.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                                           | Termocandelaria Power SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |      535000 | PA      | $550087.00    | 0.01%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                          | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                               | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $499544.23    | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    17972600 | PA      | $857367.66    | 0.02%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                | Lamar Media Corp                                                                                                                           | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      445000 | PA      | $417570.38    | 0.01%             | 2031-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| Corporation Service Company                                     | Corporation Service Company Term Loan B                                                                                                    | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |      982851 | PA      | $984079.38    | 0.02%             | 2029-11-02      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Inflation-Indexed Bonds                                                                                                      | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34557821 | PA      | $28679914.40  | 0.62%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                  | Barings Clo Ltd 2019-IV                                                                                                                    | CUSIP: 06761YAE1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $496950.00    | 0.01%             | 2037-07-15      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                                              | CrossCountry Intermediate HoldCo LLC                                                                                                       | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    26435000 | PA      | $25551484.14  | 0.55%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-BTP FUTURE JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -924 | NC      | $2292.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15485000 | PA      | $14284307.66  | 0.31%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                | Credit Acceptance Corp                                                                                                                     | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      705000 | PA      | $735179.64    | 0.02%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                             | Rocket Software Inc                                                                                                                        | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    13720000 | PA      | $12250585.26  | 0.26%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| RIVIAN AUTO INC                                                 | Rivian Automotive Inc                                                                                                                      | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $3290028.00   | 0.07%             | 2030-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD ILS                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-60731.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753YAL6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    19510000 | PA      | $20833753.50  | 0.45%             | 2042-03-25      | Floating      | 13.15%                | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                        | Rogers Communications Inc                                                                                                                  | CUSIP: 775109DL2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     2820000 | PA      | $2863982.21   | 0.06%             | 2056-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hayward Industries Inc                                          | Hayward Industries Inc 2021 Term Loan                                                                                                      | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |     1445263 | PA      | $1450682.96   | 0.03%             | 2028-05-30      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                          | XPLR Infrastructure Operating Partners LP                                                                                                  | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      355000 | PA      | $380423.56    | 0.01%             | 2033-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                            | Verizon Master Trust                                                                                                                       | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    26441000 | PA      | $26458350.58  | 0.57%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-2777.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-53794.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                         | SCF Equipment Leasing 2023-1 LLC                                                                                                           | CUSIP: 784024AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1750000 | PA      | $1779354.50   | 0.04%             | 2036-07-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                              | FS Luxembourg Sarl                                                                                                                         | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     5940000 | PA      | $5501925.00   | 0.12%             | 2036-02-11      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-22919.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                           | PRPM 2025-5 LLC                                                                                                                            | CUSIP: 69392RAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      555000 | PA      | $552657.90    | 0.01%             | 2030-07-25      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                    | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                                                     | CUSIP: 446438TA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      477056 | PA      | $470103.87    | 0.01%             | 2033-03-21      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| PPL CORPORATION                                                 | PPL Corp                                                                                                                                   | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |       13800 | NS      | $696072.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $3697.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                                            | 888 Acquisitions Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |     6125000 | PA      | $7061321.75   | 0.15%             | 2028-07-15      | Floating      | 7.70%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                                                                             | CUSIP: 05602XQS0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     4945000 | PA      | $4974007.37   | 0.11%             | 2036-04-17      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                        | Merlin Entertainments Group US Holdings Inc                                                                                                | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1080043.26   | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                                              | Liberty Energy Inc                                                                                                                         | CUSIP: 53115LAC8<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $3095125.00   | 0.07%             | 2032-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                            | Telecom Argentina SA                                                                                                                       | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     2505000 | PA      | $2659282.95   | 0.06%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                    | AGL CLO 32 Ltd                                                                                                                             | CUSIP: 00121CAE7<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | KY        |     1400000 | PA      | $644000.00    | 0.01%             | 2037-07-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                                                                           | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      118000 | PA      | $126730.70    | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                           | Trivium Packaging Finance BV                                                                                                               | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     1655000 | PA      | $1804411.75   | 0.04%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-1545.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: B9D12P3S5 IRS CLP R V 06MCLICP 99D12P3T3 CCPNDFCAMARAPROMEDIO / Short: B9D12P3S5 IRS CLP P F  5.20100 99D12P3S5 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   204789000 | OU      | $2069.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                                         | CUSIP: 31397CNW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1350 | PA      | $1137.24      | 0.00%             | 2036-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                           | Sri Lanka Government International Bond                                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    17192414 | PA      | $16175953.44  | 0.35%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1357.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                        | Americredit Automobile Receivables Trust 2023-1                                                                                            | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2425000 | PA      | $2435703.22   | 0.05%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT C LLC                                                                                                                                 | CUSIP: 91835DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2743732 | PA      | $2755280.17   | 0.06%             | 2051-05-25      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                                                                                   | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1565000 | PA      | $1587617.87   | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | Cinemark USA Inc                                                                                                                           | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      525000 | PA      | $522972.92    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                             | Buckeye Partners LP                                                                                                                        | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      420000 | PA      | $384681.99    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $16244.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D12OUW9 IRS ZAR R F  6.84500 99D12OUW9 CCPVANILLA / Short: S9D12OUW9 IRS ZAR P V 03MJIBAR 99D12OUU3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    67218000 | OU      | $-228096.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                 | Aligned Data Centers Issuer LLC                                                                                                            | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2235000 | PA      | $2215446.21   | 0.05%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                        | TerraForm Power Operating LLC                                                                                                              | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      410000 | PA      | $397221.12    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D12XUU3 IRS USD R F  3.44000 99D12XUU3 CCPOIS / Short: S9D12XUU3 IRS USD P V 12MSOFR 99D12XUT6 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4573000 | OU      | $-8718.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                                         | GDZ Elektrik Dagitim AS                                                                                                                    | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    18578000 | PA      | $17983559.92  | 0.39%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                        | Prudential Financial Inc                                                                                                                   | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      942000 | PA      | $868826.85    | 0.02%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                  | PEAC Solutions Receivables 2025-1 LLC                                                                                                      | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13005000 | PA      | $13144006.54  | 0.28%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-5955.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                                          | Delta 2 (LUX) Sarl 2024 Term Loan B1                                                                                                       | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     1025000 | PA      | $1025768.75   | 0.02%             | 2031-09-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Pegasus BidCo BV                                                | Pegasus BidCo BV 2025 USD Repriced Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |     1636891 | PA      | $1640983.52   | 0.04%             | 2029-07-12      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $2812.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                     | AltaGas Ltd                                                                                                                                | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |     2885000 | PA      | $2997333.25   | 0.06%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                                          | Pingan Real Estate Capital Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |    13195000 | PA      | $13006873.21  | 0.28%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-43129.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $11611.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REP SOUTH AFRICA FLOATER                                        | Republic of South Africa Floating Rate Note                                                                                                | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    26000000 | PA      | $1569444.75   | 0.03%             | 2030-09-17      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                            | Bridgebio Pharma Inc                                                                                                                       | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     2222000 | PA      | $2205112.80   | 0.05%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                             | White Cap Buyer LLC 2024 Term Loan B                                                                                                       | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     1952870 | PA      | $1940489.22   | 0.04%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $6834.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USI Inc                                                         | USI Inc 2024 Term Loan D                                                                                                                   | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     3200548 | PA      | $3203396.04   | 0.07%             | 2029-11-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Vestis Corporation                                              | Vestis Corporation 2024 Term Loan                                                                                                          | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |      770237 | PA      | $750981.24    | 0.02%             | 2031-02-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                        | Northriver Midstream Finance LP                                                                                                            | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |      395000 | PA      | $404430.63    | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                             | New Immo Holding SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     2200000 | PA      | $2569253.86   | 0.06%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                | Altice France SA                                                                                                                           | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      838415 | PA      | $824714.80    | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                              | Grupo Televisa SAB                                                                                                                         | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     2930000 | PA      | $2236230.26   | 0.05%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-51625.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                 | Zayo Issuer LLC                                                                                                                            | CUSIP: 98919WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6500000 | PA      | $6730218.30   | 0.15%             | 2055-03-20      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                          | Ormat Technologies Inc                                                                                                                     | CUSIP: 686688AD4<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1465745.50   | 0.03%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D12ORW3 IRS PLN R F  3.94750 99D12ORW3 CCPVANILLA / Short: S9D12ORW3 IRS PLN P V 06MWIBOR 99D12ORU7 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4706000 | OU      | $-53619.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                             | Station Casinos LLC 2024 Term Loan B                                                                                                       | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |      490000 | PA      | $491097.60    | 0.01%             | 2031-03-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                                                    | Semtech Corp                                                                                                                               | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |       59000 | PA      | $167324.00    | 0.00%             | 2027-11-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                            | Africell Holding Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     4286000 | PA      | $4312921.05   | 0.09%             | 2029-10-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D13COW1 IRS PLN R V 06MWIBOR 99D13COX9 CCPVANILLA / Short: B9D13COW1 IRS PLN P F  4.30000 99D13COW1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14150000 | OU      | $47610.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRC INTERNATIONAL BOND                                          | DRC International Bond                                                                                                                     | CUSIP: 24811WAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CD        |    13580000 | PA      | $13842742.04  | 0.30%             | 2032-04-16      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                                                                                | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1158000 | PA      | $1008828.70   | 0.02%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                                                                                        | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2239229.52   | 0.05%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                           | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261A6J1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      615000 | PA      | $679685.64    | 0.01%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                                    | Fortress Intermediate 3 Inc 2025 Term Loan B                                                                                               | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     3584761 | PA      | $3562356.36   | 0.08%             | 2031-06-27      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                | NJ 2025-WBRK                                                                                                                               | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7775000 | PA      | $7370793.30   | 0.16%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                                   | MH Sub I, LLC 2021 2nd Lien Term Loan                                                                                                      | CUSIP: 55303BAD5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |      795000 | PA      | $629210.70    | 0.01%             | 2029-02-23      | Floating      | 9.90%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-70822.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-6397.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: B9D12YPC7 IRS MXN R V 01MTIEF 99D12YPD5 CCPOIS / Short: B9D12YPC7 IRS MXN P F  7.84500 99D12YPC7 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    32653000 | OU      | $19514.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-75291.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citrin Cooperman Advisors LLC                                   | Citrin Cooperman Advisors LLC 2025 Term Loan B                                                                                             | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |     1467625 | PA      | $1412589.06   | 0.03%             | 2032-04-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                                           | Tempo Acquisition LLC 2025 Repriced Term Loan B                                                                                            | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |     1041591 | PA      | $765860.90    | 0.02%             | 2028-08-31      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $6365.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                              | Tronox Finance LLC 2024 1st Lien Term Loan B                                                                                               | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |      990569 | PA      | $838803.63    | 0.02%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                          | HA Sustainable Infrastructure Capital Inc                                                                                                  | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     3183000 | PA      | $3378754.50   | 0.07%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                     | BBCMS Mortgage Trust 2020-C7                                                                                                               | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4104691 | PA      | $162268.28    | 0.00%             | 2053-04-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TR        |           1 | NC      | $30005.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |           1 | NC      | $28711.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                        | OCP SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     5290000 | PA      | $5515317.08   | 0.12%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT XCV LLC                                                                                                                               | CUSIP: 92873BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6022727 | PA      | $6026492.09   | 0.13%             | 2051-03-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050452<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -2550000 | PA      | $-2568473.14  | -0.06%            | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $3085.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-DELC                                                                                                                         | CUSIP: 05594MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8755000 | PA      | $8739426.61   | 0.19%             | 2042-12-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                              | Nouryon Finance BV 2024 USD Term Loan B1                                                                                                   | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |      977116 | PA      | $971008.62    | 0.02%             | 2028-04-03      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $16497.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D12F092 IRS USD R V 12MSOFR 99D12F0A9 CCPOIS / Short: B9D12F092 IRS USD P F  3.59536 99D12F092 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12300000 | OU      | $134718.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D100ZM0 IRS USD R V 12MSOFR 99D100ZN8 CCPOIS / Short: B9D100ZM0 IRS USD P F  3.87700 99D100ZM0 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8975000 | OU      | $-39219.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                            | Amentum Holdings Inc                                                                                                                       | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1392222.64   | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MY        |           1 | NC      | $3641.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-3550.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AR        |           1 | NC      | $46185.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $1992.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: S9D12Q148 IRS MXN R F  6.93000 99D12Q148 CCPOIS / Short: S9D12Q148 IRS MXN P V 01MTIEF 99D12Q130 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   110768000 | OU      | $-96060.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $19115.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                                                                                | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |      191786 | NS      | $9334224.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                                           | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     8730000 | PA      | $8425323.00   | 0.18%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $4458.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                          | Massachusetts Institute of Technology                                                                                                      | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      305000 | PA      | $295125.37    | 0.01%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                            | Fortune Star BVI Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     4700000 | PA      | $4629272.71   | 0.10%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                                | RunItOneTime LLC 2nd Amendment Final New Money DIP Term Loan                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      124247 | PA      | $124098.04    | 0.00%             | 2026-10-15      | Floating      | 16.15%                | No            |                  3 | On Loan: No      |
| ALTICE FRANCE SA                                                | Altice France SA                                                                                                                           | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     8074235 | PA      | $7941302.41   | 0.17%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |           1 | NC      | $10590.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                          | TK Elevator Midco GmbH 2025 EUR Term Loan B1                                                                                               | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |     1920000 | PA      | $2258229.69   | 0.05%             | 2030-04-30      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                        | Adani Electricity Mumbai Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     4790000 | PA      | $4509539.08   | 0.10%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                               | Credit Acceptance Auto Loan Trust 2023-5                                                                                                   | CUSIP: 22535PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4310618 | PA      | $4327191.59   | 0.09%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $93.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $5618.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                        | Windsor Holdings III LLC                                                                                                                   | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |      250000 | PA      | $260971.25    | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                                                                            | CUSIP: 3138L6RS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29587 | PA      | $29198.50     | 0.00%             | 2030-05-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2014-II-R Ltd                                                                                                                 | CUSIP: 12551FAE4<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |     4750000 | PA      | $4478756.00   | 0.10%             | 2037-10-24      | Floating      | 10.91%                | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                             | Limak Yenilenebilir Enerji AS                                                                                                              | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    14065000 | PA      | $14055842.84  | 0.30%             | 2030-08-12      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| XCAL Mortgage Trust                                             | X-Caliber Funding LLC                                                                                                                      | CUSIP: 98373XBW9<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     3030000 | PA      | $3042316.95   | 0.07%             | 2028-01-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1387.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $11121.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | BR        |           1 | NC      | $73106.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $10894.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                        | Brandywine Operating Partnership LP                                                                                                        | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     3879000 | PA      | $4059738.13   | 0.09%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                       | QIAGEN NV                                                                                                                                  | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |     5400000 | PA      | $5293343.03   | 0.11%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | Petroleos Mexicanos                                                                                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3160000 | PA      | $2661566.50   | 0.06%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                           | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-61234.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                        | Air Comm Corporation LLC 2025 Term Loan                                                                                                    | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      958568 | PA      | $961261.55    | 0.02%             | 2031-12-11      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                           | MET TRANSPRTN AUTH NY REVENUE                                                                                                              | CUSIP: 59261AG43<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     1140000 | PA      | $1150304.00   | 0.02%             | 2050-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $106.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                         | American National Group Inc                                                                                                                | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1289942.02   | 0.03%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                        | CompoSecure Holdings LLC                                                                                                                   | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      395000 | PA      | $387175.05    | 0.01%             | 2033-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                                        | Proampac PG Borrower LLC 2026 USD Term Loan B                                                                                              | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |     1425000 | PA      | $1391156.25   | 0.03%             | 2033-03-07      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                       | Emera Inc                                                                                                                                  | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     3492000 | PA      | $3494102.18   | 0.08%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                          | First Brands Group LLC 2022 Incremental Term Loan                                                                                          | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |      987133 | PA      | $829.19       | 0.00%             | 2027-03-30      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    24078000 | PA      | $715478.27    | 0.02%             | 2036-05-17      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD                             | Octagon Investment Partners XVI Ltd                                                                                                        | CUSIP: 67590DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     5000000 | PA      | $4492545.00   | 0.10%             | 2030-07-17      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                           | GC Treasury Center Co Ltd                                                                                                                  | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     4621000 | PA      | $4553943.38   | 0.10%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754MAL1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    13852350 | PA      | $15445332.85  | 0.33%             | 2042-06-25      | Floating      | 15.65%                | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-12790.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                         | Securitized Term Auto Receivables Trust                                                                                                    | CUSIP: 81378RAD6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     1929341 | PA      | $1965009.82   | 0.04%             | 2031-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                                                                                       | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1144000 | PA      | $1041380.02   | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                     | Bell Telephone Co of Canada or Bell Canada                                                                                                 | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     1870000 | PA      | $1940594.37   | 0.04%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $17608.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                            | Targa Resources Corp                                                                                                                       | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      795000 | PA      | $800954.87    | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding,Inc.                        | Crown Subsea Communications HoldingInc 2026 Term Loan B                                                                                    | CUSIP: 22860EAL6<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |      891000 | PA      | $896194.53    | 0.02%             | 2031-01-30      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $3489.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NZ        |           1 | NC      | $1857.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                    | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                                     | CUSIP: 44644NAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      572856 | PA      | $571422.64    | 0.01%             | 2032-10-20      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| CCF HOLDING SAS                                                 | CCF Holding SAS                                                                                                                            | CUSIP: 000000000<br>LEI: 969500ULNMJWJWCKM704 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $2316295.07   | 0.05%             | 2029-06-12      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                | Cinemark USA Inc 2025 Term Loan B                                                                                                          | CUSIP: 172442AV7<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |     1757374 | PA      | $1763331.06   | 0.04%             | 2030-05-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37430000 | PA      | $35986897.95  | 0.78%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                   | Aircastle Ltd                                                                                                                              | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1603000 | PA      | $1600195.55   | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136A9BW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7777 | PA      | $761.63       | 0.00%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD KZT                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-27277.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                             | Rocket Software Inc                                                                                                                        | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      650000 | PA      | $646783.22    | 0.01%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20753XAJ3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3212820.00   | 0.07%             | 2042-03-25      | Floating      | 13.50%                | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    68985000 | PA      | $68640075.00  | 1.48%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                                                                          | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4075000 | PA      | $4019047.48   | 0.09%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                                                                              | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      480000 | PA      | $497294.40    | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                                                                            | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     5765000 | PA      | $5860122.50   | 0.13%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GTLK EUROPE CAPITAL DAC                                         | GTLK Europe Capital DAC                                                                                                                    | CUSIP: 000000000<br>LEI: 635400I6H6CSZ39WIN49 | Long             | DBT              | CORP              | IE        |      620000 | PA      | $0.00         | 0.00%             | 2028-02-26      | Fixed         | 4.80%                 | No            |                  3 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                      | JPMBB Commercial Mortgage Securities Trust 2014-C23                                                                                        | CUSIP: 46643AAG8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |     6850000 | PA      | $6230143.50   | 0.13%             | 2047-09-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                                 | Alera Group Inc 2026 Term Loan B                                                                                                           | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |      651729 | PA      | $643921.38    | 0.01%             | 2032-05-30      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                   | AIB Group PLC                                                                                                                              | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     3625000 | PA      | $3695445.31   | 0.08%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                        | Fortescue Treasury Pty Ltd                                                                                                                 | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      212000 | PA      | $202574.08    | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2025-A                                                                                      | CUSIP: 80290CCV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6575000 | PA      | $6552442.49   | 0.14%             | 2034-01-16      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                            | Matador Resources Co                                                                                                                       | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      415000 | PA      | $422040.63    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                             | Guardant Health Inc                                                                                                                        | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1409906.25   | 0.03%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                           | Muangthai Capital PCL                                                                                                                      | CUSIP: 624923AA6<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      860000 | PA      | $872463.12    | 0.02%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                | VB-S1 Issuer LLC                                                                                                                           | CUSIP: 91825HAE4<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |      855000 | PA      | $858067.06    | 0.02%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                         | Asbury Automotive Group Inc                                                                                                                | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      505000 | PA      | $491812.28    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754LAJ8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     7910000 | PA      | $8130609.90   | 0.18%             | 2041-12-25      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.                             | Newfold Digital Holdings Group Inc 2025 Tranche A Term Loan                                                                                | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      345210 | PA      | $234915.40    | 0.01%             | 2029-04-30      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 31396VGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7803 | PA      | $8024.56      | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                                           | Nova Ljubljanska Banka dd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |     9400000 | PA      | $11075511.88  | 0.24%             | 2030-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corp II                                                                                                             | CUSIP: 36269JAJ7<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     7960000 | PA      | $8025899.25   | 0.17%             | 2041-03-10      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: B9D0WFLF4 IRS USD R V 12MSOFR 99D0WFLG2 CCPOIS / Short: B9D0WFLF4 IRS USD P F  3.59000 99D0WFLF4 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10320000 | OU      | $1073389.78   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                              | Horizon Aircraft Finance III Ltd                                                                                                           | CUSIP: 44040JAB4<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |      558878 | PA      | $548426.08    | 0.01%             | 2039-11-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation (The)                                         | Hertz Corporation (The) 2023 Incremental Term Loan B                                                                                       | CUSIP: 42804VBD2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |      348219 | PA      | $270088.96    | 0.01%             | 2028-06-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                         | CF Hippolyta Issuer LLC                                                                                                                    | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      899452 | PA      | $572258.80    | 0.01%             | 2060-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FNAH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1890000 | PA      | $115675.18    | 0.00%             | 2047-08-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US ULTRA BOND CBT JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1039 | NC      | $-3482795.05  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ID        |           1 | NC      | $-7732.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BUPJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      950932 | PA      | $44785.78     | 0.00%             | 2055-01-25      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |           1 | NC      | $-17171.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                                                                                                   | CUSIP: 38375GLU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5879 | PA      | $445.07       | 0.00%             | 2042-05-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                           | SS&C Technologies Inc 2024 Term Loan B8                                                                                                    | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     1809585 | PA      | $1809512.97   | 0.04%             | 2031-05-09      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Intrado Corporation                                             | Intrado Corporation 2023 Term Loan B                                                                                                       | CUSIP: 40147EAB5<br>LEI: 254900OSYC6XQ21DY128 | Long             | LON              | CORP              | US        |     1020468 | PA      | $1007456.98   | 0.02%             | 2030-01-31      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                         | OAK-Eagle Acquireco Inc                                                                                                                    | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2060832.08   | 0.04%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genmab AS                                                       | Genmab AS Term Loan B                                                                                                                      | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |      819000 | PA      | $823553.64    | 0.02%             | 2032-12-13      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Ginnie Mae                                                                                                                                 | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10135000 | PA      | $9772357.03   | 0.21%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA PACIFIC INSURANCE                                         | China Pacific Insurance Group Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 529900BA5ILEL308WX03 | Long             | DBT              | CORP              | CN        |    19000000 | PA      | $2533737.63   | 0.05%             | 2030-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-4846.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CETES                                                    | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    25745000 | PA      | $1320171.94   | 0.03%             | 2027-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: S9D12CXP7 IRS BRL R F 13.25000 99D12CXP7 CCPNDFPREDISWAP / Short: S9D12CXP7 IRS BRL P V 00MBRCDI 99D12CXO0 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9140981 | OU      | $-16673.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136BVBZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2235325 | PA      | $105891.57    | 0.00%             | 2055-03-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                           | Palmer Square CLO 2018-1 Ltd                                                                                                               | CUSIP: 69689GAE7<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |     1815000 | PA      | $1673783.93   | 0.04%             | 2037-04-18      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                              | CHG PPC Parent LLC 2021 Term Loan                                                                                                          | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |     1523286 | PA      | $1523758.67   | 0.03%             | 2028-12-08      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                               | Transcanada Trust                                                                                                                          | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     4681000 | PA      | $4623817.84   | 0.10%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TR        |           1 | NC      | $-6115.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F040453<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6615000 | PA      | $6444412.38   | 0.14%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS LP                                        | Endo Finance Holdings LP                                                                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1097151.77   | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                                | CPI Holdco B LLC 2025 Add-on Term Loan B                                                                                                   | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1004700 | PA      | $1004298.12   | 0.02%             | 2031-05-19      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                               | Dragon Buyer Inc Term Loan B                                                                                                               | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |     1001756 | PA      | $956175.76    | 0.02%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                              | Seagate HDD Cayman                                                                                                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      414000 | PA      | $3371823.00   | 0.07%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADM ELEKTRIK DAGITIM AS                                         | ADM Elektrik Dagitim AS                                                                                                                    | CUSIP: 00710QAA1<br>LEI: 984500CB836F7EC9CF60 | Long             | DBT              | CORP              | TR        |     6245000 | PA      | $6131382.03   | 0.13%             | 2031-02-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| First Brands Group, LLC                                         | First Brands Group LLC 2025 DIP Term Loan                                                                                                  | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |      994468 | PA      | $233700.01    | 0.01%             | 2026-06-29      | Floating      | 13.67%                | No            |                  2 | On Loan: No      |
| Shutterfly Inc                                                  | Shutterfly Inc 2023 2nd Lien PIK Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: 549300I1C8WJQ5FZE154 | Long             | LON              | CORP              | US        |      683077 | PA      | $668562.06    | 0.01%             | 2027-10-01      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                 | Long: B9D10Q017 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D10Q017 CDS USD P F  1.00000 1 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1835000 | OU      | $7103.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                         | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     4520509 | PA      | $4844706.00   | 0.10%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                          | US LONG BOND(CBT) JUN26                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1350 | NC      | $-5883363.60  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| CREDIABANK SA                                                   | CrediaBank SA                                                                                                                              | CUSIP: 000000000<br>LEI: 213800FFWYE3BQ1CU978 | Long             | DBT              | CORP              | GR        |     2495000 | PA      | $3098482.78   | 0.07%             | 2031-01-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4912.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 11103500000 | PA      | $2881424.91   | 0.06%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Townsquare Media Inc                                            | Townsquare Media Inc 2025 Term Loan                                                                                                        | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |     2924297 | PA      | $2119618.55   | 0.05%             | 2030-02-19      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure LLC                                  | Third Coast Infrastructure LLC 2026 Term Loan B                                                                                            | CUSIP: 88412KAE2<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |     1816846 | PA      | $1822150.89   | 0.04%             | 2030-09-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                                                                           | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5210488 | PA      | $5240110.73   | 0.11%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                       | Construction Partners Inc Term Loan B                                                                                                      | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |      780125 | PA      | $784353.28    | 0.02%             | 2031-11-03      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                    | Huntington Bank Auto Credit-Linked Notes Series 2026-1                                                                                     | CUSIP: 44644NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10239511 | PA      | $10203496.56  | 0.22%             | 2034-02-20      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137HFY82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      736126 | PA      | $32230.90     | 0.00%             | 2054-10-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $3510.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOOD LLC                                           | Golden State Food LLC 2026 Term Loan B                                                                                                     | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      720893 | PA      | $723459.54    | 0.02%             | 2031-12-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                               | Gabon Government International Bond                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    25660000 | PA      | $21622230.67  | 0.47%             | 2031-02-06      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5285000 | PA      | $3945857.45   | 0.09%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                               | OCP Aegis CLO 2024-39 Ltd                                                                                                                  | CUSIP: 67570PAA1<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |     2415000 | PA      | $2410541.91   | 0.05%             | 2038-04-16      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                          | Guidewire Software Inc                                                                                                                     | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     5325000 | PA      | $5235140.63   | 0.11%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18435000 | PA      | $16306333.59  | 0.35%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                           | Caesars Entertainment Inc                                                                                                                  | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $1868644.93   | 0.04%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Magnetite CLO Ltd                                               | Magnetite Xlv Ltd                                                                                                                          | CUSIP: 55956DAE9<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |     3200000 | PA      | $2016000.00   | 0.04%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                 | Star Parent Inc Term Loan B                                                                                                                | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     2661737 | PA      | $2661923.11   | 0.06%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corp Trust 2012-BWTR                                                                                                | CUSIP: 36192RAA0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     4940390 | PA      | $4333093.52   | 0.09%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                | TTF Holdings LLC 2024 Term Loan                                                                                                            | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |      886835 | PA      | $664390.01    | 0.01%             | 2031-07-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| HANWHA TOTALENERGIES                                            | Hanwha Totalenergies Petrochemical Co Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 988400G0X7SXITD3EI81 | Long             | DBT              | CORP              | KR        |     4642000 | PA      | $4471634.00   | 0.10%             | 2029-07-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                          | GreenSky Home Improvement Issuer Trust 2025-2                                                                                              | CUSIP: 39571VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1013940.20   | 0.02%             | 2060-06-25      | Fixed         | 7.79%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D12REI1 IRS HUF R F  5.72000 99D12REI1 CCPVANILLA / Short: S9D12REI1 IRS HUF P V 06MBUBOR 99D12REH3 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   853178000 | OU      | $-24036.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                                        | Boxer Parent Company Inc 2024 2nd Lien Term Loan                                                                                           | CUSIP: 05988HAN7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     1260000 | PA      | $1059975.00   | 0.02%             | 2032-07-30      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-37921.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FPJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4759080 | PA      | $270225.80    | 0.01%             | 2047-10-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FTZT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1955000 | PA      | $228237.45    | 0.00%             | 2048-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    22204000 | PA      | $669931.77    | 0.01%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                          | Verisure Midholding AB                                                                                                                     | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |     4030000 | PA      | $4735102.55   | 0.10%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-14718.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                              | Freddie Mac Mscr Trust Mn6                                                                                                                 | CUSIP: 355920AB5<br>LEI: 5493000F3M25G6705C67 | Long             | ABS-MBS          | USGSE             | US        |     4200000 | PA      | $4826076.78   | 0.10%             | 2043-05-25      | Floating      | 12.90%                | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                         | Invesco Senior Loan ETF                                                                                                                    | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |     5779500 | NS      | $118942110.00 | 2.57%             |  |  |  | No            |                  1 | On Loan: —       |
| Standard Chartered Bank                                         | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $4639.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: S9D1310A9 IRS BRL R F 13.46700 99D1310A9 CCPNDF / Short: S9D1310A9 IRS BRL P V 00MBRCDI 99D131092 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    26473013 | OU      | $-24870.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                          | Colossus Acquireco LLC Term Loan B                                                                                                         | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |     2711375 | PA      | $2710805.61   | 0.06%             | 2032-07-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                       | Block Inc                                                                                                                                  | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1476488.28   | 0.03%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LC AHAB US Bidco LLC                                            | LC AHAB US Bidco LLC Term Loan B                                                                                                           | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |     2219768 | PA      | $2220700.15   | 0.05%             | 2031-05-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                        | IPD 3 BV                                                                                                                                   | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |     2853000 | PA      | $3202481.29   | 0.07%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    16389100 | PA      | $944776.24    | 0.02%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-81.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                            | Deephaven Residential Mortgage Trust 2026-INV2                                                                                             | CUSIP: 24380UAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3804000 | PA      | $3615473.00   | 0.08%             | 2071-02-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | 99D12OYH USD PUT THB CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -5269000 | OU      | $-25243.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-4141.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL Corp Ltd                                                                                                                               | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1365000 | PA      | $1358302.91   | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32290000 | PA      | $29030728.13  | 0.63%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                     | Staples Inc 2024 Term Loan B                                                                                                               | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     1476015 | PA      | $1379158.97   | 0.03%             | 2029-09-04      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                                                 | Rivian Automotive Inc                                                                                                                      | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $3113312.50   | 0.07%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                       | Bausch & Lomb Corporation 2025 Repriced Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     1981181 | PA      | $1990473.02   | 0.04%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                             | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                                                                                       | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     1885366 | PA      | $1743774.71   | 0.04%             | 2032-04-01      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED ARS / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AR        |           1 | NC      | $33518.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaseya Inc                                                      | Kaseya Inc 2025 2nd Lien Term Loan B                                                                                                       | CUSIP: 48578AAE8<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      335000 | PA      | $264861.05    | 0.01%             | 2033-03-21      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                             | Muthoot Finance Ltd                                                                                                                        | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      600000 | PA      | $604539.49    | 0.01%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                    | MH Sub I LLC 2024 Term Loan B4                                                                                                             | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     1937594 | PA      | $1516167.13   | 0.03%             | 2031-12-31      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $41784.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                             | New Immo Holding SA                                                                                                                        | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3503528.00   | 0.08%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                | Societe Generale SA                                                                                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $594134.65    | 0.01%             | 2032-03-17      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                                       | ADMI Corp 2021 Term Loan B2                                                                                                                | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |     1982430 | PA      | $1893221.07   | 0.04%             | 2027-12-23      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| RANGE RESOURCES CORP                                            | Range Resources Corp                                                                                                                       | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      920000 | PA      | $902666.56    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                          | AthenaHealth Group Inc                                                                                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    12098000 | PA      | $11531176.28  | 0.25%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                       | Telenet Financing USD LLC 2020 USD Term Loan AR                                                                                            | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |     1000000 | PA      | $994560.00    | 0.02%             | 2028-04-28      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1334.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR Apple Bidco LLC                                             | KKR Apple Bidco LLC 2025 Term Loan                                                                                                         | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     2207062 | PA      | $2208452.95   | 0.05%             | 2031-09-23      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                                                                          | CUSIP: 3136ABFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4773 | PA      | $38.05        | 0.00%             | 2028-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                              | CP Atlas Buyer Inc                                                                                                                         | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1292257.24   | 0.03%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| TRAD & DEV BANK MONGOLIA                                        | Trade & Development Bank of Mongolia LLC                                                                                                   | CUSIP: 000000000<br>LEI: 549300O080RZNQXWR806 | Long             | DBT              | CORP              | MN        |    14735000 | PA      | $14723062.00  | 0.32%             | 2027-12-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $10757.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                     | BBCMS Mortgage Trust 2020-C7                                                                                                               | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2490000 | PA      | $87415.68     | 0.00%             | 2053-04-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                             | Citigroup Commercial Mortgage Trust 2016-C3                                                                                                | CUSIP: 17325GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3080000 | PA      | $2435747.78   | 0.05%             | 2049-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $49820.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-14481.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                             | Southern California Edison Co                                                                                                              | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      620000 | PA      | $607362.66    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                          | Jazz Investments I Ltd                                                                                                                     | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     3566000 | PA      | $5327604.00   | 0.11%             | 2030-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| ROMANIA GOVERNMENT BOND                                         | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      780000 | PA      | $173883.84    | 0.00%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                          | Froneri Lux Finco Sarl 2025 USD Term Loan B6                                                                                               | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |      743137 | PA      | $737407.85    | 0.02%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF CYPRUS HOLDINGS                                         | Bank of Cyprus Holdings PLC                                                                                                                | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | DBT              | CORP              | IE        |     2100000 | PA      | $2802955.23   | 0.06%             | 2028-06-21      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $29085.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gryphon Acquire Newco, LLC                                      | Gryphon Acquire Newco LLC Term Loan B                                                                                                      | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      760000 | PA      | $760790.40    | 0.02%             | 2032-09-13      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                                                                                   | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $679438.32    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                     | Hertz Vehicle Financing III LP                                                                                                             | CUSIP: 42806MAH2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $4949086.00   | 0.11%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |           1 | NC      | $44862.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                               | EURO-OAT FUTURE JUN26                                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -848 | NC      | $185278.37    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec Group LLC                                               | Evertec Group LLC 2023 Term Loan B                                                                                                         | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |     1562500 | PA      | $1562500.00   | 0.03%             | 2030-10-30      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                        | Rexford Industrial Realty LP                                                                                                               | CUSIP: 76169XAE4<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     4000000 | PA      | $3968000.00   | 0.09%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                        | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    33231000 | PA      | $1128125.01   | 0.02%             | 2029-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                                                                                         | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     3800000 | PA      | $3748645.09   | 0.08%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |           1 | NC      | $129676.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $6204.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-42929.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                              | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                                                         | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     4698718 | PA      | $4689414.85   | 0.10%             | 2031-09-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                         | DBJPM 2016-C3 Mortgage Trust                                                                                                               | CUSIP: 23312VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10327107 | PA      | $350.09       | 0.00%             | 2049-08-10      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                      | Tronox Inc                                                                                                                                 | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    30965000 | PA      | $25913527.82  | 0.56%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| INDIA GOVERNMENT BOND                                           | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   415350000 | PA      | $4181080.23   | 0.09%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                         | Golomt Bank                                                                                                                                | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |      280000 | PA      | $289796.55    | 0.01%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $15022.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHAMPION MTN LTD                                                | Champion MTN Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |     5083000 | PA      | $4501815.73   | 0.10%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                                                                                       | CUSIP: 92939UAR7<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     5380000 | PA      | $6711550.00   | 0.14%             | 2029-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-14155.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $3215.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                            | Teva Pharmaceutical Finance Netherlands II BV                                                                                              | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     3765000 | PA      | $4466950.68   | 0.10%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                  | Wheels Fleet Lease Funding 1 LLC                                                                                                           | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     9488718 | PA      | $9544954.10   | 0.21%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                          | 99D1398W USD PUT CNH CALL                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     4894000 | OU      | $16938.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                             | Intesa Sanpaolo SpA                                                                                                                        | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1050000 | PA      | $1272382.97   | 0.03%             | 2033-05-26      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RAC BOND CO PLC                                                 | RAC Bond Co PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 2138008FCM2SUNLC7B21 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $201709.97    | 0.00%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6925000 | PA      | $6975167.26   | 0.15%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D12OPK1 IRS HUF R F  5.72750 99D12OPK1 CCPVANILLA / Short: S9D12OPK1 IRS HUF P V 06MBUBOR 99D12OPI6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   549447000 | OU      | $-8662.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                             | Griffon Corp                                                                                                                               | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      520000 | PA      | $518735.88    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |           1 | NC      | $-3110.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FMU91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3870000 | PA      | $207.05       | 0.00%             | 2047-05-25      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                  | Palmer Square Loan Funding 2026-1 Ltd                                                                                                      | CUSIP: 69704MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4585000 | PA      | $4585958.27   | 0.10%             | 2034-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-7769.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                         | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $208252.00    | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                            | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 11515800000 | PA      | $2354407.59   | 0.05%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                                         | CUSIP: 31398EX82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31328 | PA      | $31550.95     | 0.00%             | 2039-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                | IRB Holding Corp 2025 Term Loan B                                                                                                          | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     3400951 | PA      | $3408909.40   | 0.07%             | 2030-12-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                           | VOLT CVI LLC                                                                                                                               | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5843574 | PA      | $5851152.40   | 0.13%             | 2051-12-26      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                   | Snowflake Inc                                                                                                                              | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     3823000 | PA      | $4479791.40   | 0.10%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                                     | Waters Corp                                                                                                                                | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |          95 | NS      | $29376.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                                          | Victra Holdings LLC / Victra Finance Corp                                                                                                  | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | PA      | $507833.80    | 0.01%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Santander Bank Auto Credit-Linked Notes                         | Santander Bank Auto Credit-Linked Notes Series 2024-B                                                                                      | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2333662 | PA      | $2354639.39   | 0.05%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    13419000 | PA      | $3422050.87   | 0.07%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Point Securitization Trust                                      | Point Securitization Trust 2025-2                                                                                                          | CUSIP: 73071PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2715000 | PA      | $2688295.26   | 0.06%             | 2055-10-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Bonds                                                                                                                        | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43900000 | PA      | $38019800.89  | 0.82%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2026-RPL1 Trust                                                                                                                       | CUSIP: 69393EAF6<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |     3693000 | PA      | $3346788.64   | 0.07%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| FIRST STUDENT BIDCO INC                                         | First Student Bidco Inc 2026 Term Loan C                                                                                                   | CUSIP: 33718FAR1<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      418773 | PA      | $418772.51    | 0.01%             | 2030-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                                          | Odido Group Holding BV                                                                                                                     | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $583837.00    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                        | Clearwater Analytics LLC 2025 Term Loan B                                                                                                  | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |      353225 | PA      | $352673.97    | 0.01%             | 2032-04-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $24.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                                                                                         | CUSIP: 3137H3Y89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1868726 | PA      | $313246.16    | 0.01%             | 2049-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                                                                                                   | CUSIP: 38378GRL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16702 | PA      | $2757.11      | 0.00%             | 2041-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                           | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-41514.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                     | Eurobank SA                                                                                                                                | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |     1800000 | PA      | $2091443.74   | 0.05%             | 2033-11-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                                   | Veon Midco BV                                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      220000 | PA      | $214596.23    | 0.00%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UGI Energy Services LLC                                         | UGI Energy Services LLC 2024 Term Loan B                                                                                                   | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |      958103 | PA      | $962989.17    | 0.02%             | 2030-02-22      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                          | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   111385000 | PA      | $110062303.13 | 2.38%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                             | White Cap Buyer LLC 2026 Incremental Term Loan B                                                                                           | CUSIP: 96350TAK6<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     1600000 | PA      | $1585776.00   | 0.03%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                        | OCP SA                                                                                                                                     | CUSIP: 67091TAK1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     5639000 | PA      | $5614556.40   | 0.12%             | 2031-04-22      | Fixed         | 6.74%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs International                                     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $3784.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |           1 | NC      | $6746.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                     | Long: S9D130458 IRS BRL R F 13.77000 99D130458 CCPNDFPREDISWAP / Short: S9D130458 IRS BRL P V 00MBRCDI 99D130441 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    14258091 | OU      | $8844.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                              | NextEra Energy Inc                                                                                                                         | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       55000 | NS      | $2888600.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOHL CAPITAL HOLDINGS                                           | Gohl Capital Holdings Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 2549009G9UNIMCATM603 | Long             | DBT              | CORP              | IM        |     5277000 | PA      | $5235033.76   | 0.11%             | 2031-10-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC                                           | Jane Street Group LLC 2024 Term Loan B1                                                                                                    | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     2058900 | PA      | $2055050.11   | 0.04%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $10505.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                             | ELECTRONIC ARTS INC USD TERM LOAN B                                                                                                        | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     1120000 | PA      | $1120280.00   | 0.02%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| XCAL Mortgage Trust                                             | X-Caliber Funding LLC                                                                                                                      | CUSIP: 98373XCF5<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $8942519.70   | 0.19%             | 2046-02-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                         | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                       | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1835000 | PA      | $1844852.12   | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| FS LUXEMBOURG SARL                                              | FS Luxembourg Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $783946.23    | 0.02%             | 2033-06-25      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                  | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-572825.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-13794.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-654.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                        | Long: S9D12KV30 IRS CZK R F  3.80250 99D12KV30 CCPVANILLA / Short: S9D12KV30 IRS CZK P V 06MPRIBO 99D12KV22 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    42563000 | OU      | $-81610.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                        | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                                                                           | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      495000 | PA      | $476589.96    | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                          | Cloud Software Group Inc                                                                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      712000 | PA      | $693243.06    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754DAJ6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    18047172 | PA      | $19006018.25  | 0.41%             | 2042-04-25      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                           | CPI Property Group SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     6780000 | PA      | $8557006.57   | 0.18%             | 2030-10-09      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                               | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 000000000<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     1015000 | PA      | $1031902.80   | 0.02%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5040000 | PA      | $3753163.41   | 0.08%             | 2040-12-02      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                            | PRET 2026-NPL5 LLC                                                                                                                         | CUSIP: 69384KAB2<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-O            | CORP              | US        |     1820000 | PA      | $1819981.80   | 0.04%             | 2056-04-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| BrightView Landscapes LLC                                       | BrightView Landscapes LLC 2025 Term Loan B                                                                                                 | CUSIP: 10801XAL1<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |     2525000 | PA      | $2531312.50   | 0.05%             | 2029-04-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| EASTERN EUROPEAN ELECT                                          | Eastern European Electric Co BV                                                                                                            | CUSIP: 000000000<br>LEI: 8945004UQXDLRHI1KJ27 | Long             | DBT              | CORP              | NL        |      955000 | PA      | $1156780.50   | 0.02%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                      | EZCORP Inc                                                                                                                                 | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     3895000 | PA      | $4117638.20   | 0.09%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                        | Government National Mortgage Association                                                                                                   | CUSIP: 38378MAD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1847842 | PA      | $295992.45    | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                                                                                       | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      295000 | PA      | $215063.07    | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MUT EPAR RET PREV CARAC                                         | Mutuelle Epargne Retraite Prevoyance Carac                                                                                                 | CUSIP: 000000000<br>LEI: 969500VRQXGW3RZA3N78 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1378003.76   | 0.03%             | 2046-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                                                                                         | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2739094.15   | 0.06%             | 2029-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                   | Open Text Holdings Inc                                                                                                                     | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      590000 | PA      | $531137.94    | 0.01%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                    | US Foods Inc 2024 Term Loan B                                                                                                              | CUSIP: 90351HAF5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |     1959548 | PA      | $1972108.55   | 0.04%             | 2028-11-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $606.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                         | SCF Equipment Leasing 2024-1 LLC                                                                                                           | CUSIP: 783896AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1043000 | PA      | $1099622.28   | 0.02%             | 2034-12-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                   | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $64.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $4982.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP                                              | Canary Wharf Group Investment Holdings PLC                                                                                                 | CUSIP: 000000000<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |     7046000 | PA      | $9049900.79   | 0.20%             | 2028-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                          | NYC Commercial Mortgage Trust 2025-3BP                                                                                                     | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9225000 | PA      | $9221743.58   | 0.20%             | 2042-02-15      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-5775.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                                                                            | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      395000 | PA      | $409230.27    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                          | HA Sustainable Infrastructure Capital Inc                                                                                                  | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     3983000 | PA      | $4020758.84   | 0.09%             | 2056-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                    | CSMC 2020-NQM1 Trust                                                                                                                       | CUSIP: 126401AE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     3143250 | PA      | $2936608.03   | 0.06%             | 2065-05-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                                                                                 | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |     1145000 | PA      | $1042108.81   | 0.02%             | 2046-05-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                                            | Bulgarian Energy Holding EAD                                                                                                               | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |      875000 | PA      | $991229.79    | 0.02%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                            | Teva Pharmaceutical Finance Netherlands II BV                                                                                              | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     4240000 | PA      | $5827751.44   | 0.13%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                                            | Velocity Commercial Capital LLC                                                                                                            | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |    12950000 | PA      | $13390986.35  | 0.29%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                         | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CN        |           1 | NC      | $20707.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                    | CaixaBank SA                                                                                                                               | CUSIP: 12803RAN4<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      620000 | PA      | $615979.93    | 0.01%             | 2032-04-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CERAMTEC ACQUICO GMBH                                           | CeramTec AcquiCo GmbH 2026 EUR Term Loan B                                                                                                 | CUSIP: 000000000<br>LEI: 9845001D9F4A861EIB39 | Long             | LON              | CORP              | DE        |     2001017 | PA      | $2334401.73   | 0.05%             | 2029-11-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1871.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITY SOFTWARE INC                                              | Unity Software Inc                                                                                                                         | CUSIP: 91332UAH4<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |     4149000 | PA      | $4527596.25   | 0.10%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                                    | Filtration Group Corporation 2025 USD Term Loan                                                                                            | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     1411028 | PA      | $1412537.42   | 0.03%             | 2028-10-21      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                          | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                                                                                | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |      888750 | PA      | $858310.31    | 0.02%             | 2032-01-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                          | CD&R Firefly Bidco PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $140124.17    | 0.00%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                     | Epicor Software Corporation 2024 Term Loan F                                                                                               | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     1649578 | PA      | $1625873.09   | 0.04%             | 2031-05-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                               | EMRLD Borrower LP 2024 Term Loan B                                                                                                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |     1541613 | PA      | $1542784.65   | 0.03%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                                              | Industrial F&B Investments III Inc                                                                                                         | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |     2489000 | PA      | $2515149.83   | 0.05%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                          | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $5684.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                        | OCP SA                                                                                                                                     | CUSIP: 67091TAL9<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     8289000 | PA      | $8237287.00   | 0.18%             | 2036-04-22      | Fixed         | 7.37%                 | No            |                  2 | On Loan: —       |
| IONIS PHARMACEUTICALS IN                                        | Ionis Pharmaceuticals Inc                                                                                                                  | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |     4559000 | PA      | $6770115.00   | 0.15%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                | Freddie Mac Multifamily Structured Pass Through Certificates                                                                               | CUSIP: 3137FQ3D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2658480 | PA      | $150150.68    | 0.00%             | 2047-11-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $16783.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-46784.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2006-TOP21                                                                                                  | CUSIP: 617451CX5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |        5110 | PA      | $766.53       | 0.00%             | 2052-10-12      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                        | Castlelake Aircraft Structured Trust 2019-1                                                                                                | CUSIP: 14855MAB4<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |      898037 | PA      | $882323.10    | 0.02%             | 2039-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                         | DraftKings Holdings Inc                                                                                                                    | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |      200000 | PA      | $182500.00    | 0.00%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                  | Chase Auto Credit Linked Notes Series 2025-1                                                                                               | CUSIP: 46591HCV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2148682 | PA      | $2150865.24   | 0.05%             | 2033-02-25      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                                                                                      | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     3408000 | PA      | $4166280.00   | 0.09%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24340000 | PA      | $20377517.13  | 0.44%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                             | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     1458000 | PA      | $374478.77    | 0.01%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-4441.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                              | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |           1 | NC      | $7463.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                          | Telecom Italia Capital SA                                                                                                                  | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $154262.10    | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-188017.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RD MICHIGAN PROP OWNER I                                        | RD Michigan Property Owner I LLC                                                                                                           | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16055000 | PA      | $16055000.00  | 0.35%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                         | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    37742000 | PA      | $1988009.64   | 0.04%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                        | Clarios Global LP / Clarios US Finance Co                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      380000 | PA      | $445661.33    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                   | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9                                                                              | CUSIP: 46639EAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      485000 | PA      | $396487.50    | 0.01%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                     | Staples Inc                                                                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     3266000 | PA      | $3121804.79   | 0.07%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                   | EchoStar Corp                                                                                                                              | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1750921 | PA      | $1776514.21   | 0.04%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                                                                                   | CUSIP: 20754NAR6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1300000 | PA      | $1418625.00   | 0.03%             | 2042-05-25      | Floating      | 14.25%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-4123.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                       | Uniform Mortgage-Backed Security, TBA                                                                                                      | CUSIP: 01F052458<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27010000 | PA      | $27588599.58  | 0.60%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                               | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $16799.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                                         | Golomt Bank                                                                                                                                | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |     2739000 | PA      | $2834822.44   | 0.06%             | 2027-05-20      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                                     | VFI ABS 2023-1 LLC                                                                                                                         | CUSIP: 92555QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3585000 | PA      | $3592607.37   | 0.08%             | 2030-12-24      | Fixed         | 12.36%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

**Name of Applicant:** HARTFORD MUTUAL FUNDS, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer